USIG
iShares Broad USD Investment Grade Corporate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for USIG (iShares Broad USD Investment Grade Corporate Bond ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -10.5% (compared to the benchmark's drawdown of -21.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.6%, compared to a Buy-and-Hold benchmark return of 4.0%. The strategy executed 37 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
USIG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.74% | 3.15% | 1.50% | 0.06% | 2.67% | 2.31% | 3.56% | 4.04% |
| Sharpe Ratio | 0.85 | 0.76 | 0.49 | 0.01 | 0.66 | 0.34 | 0.84 | 0.63 |
| Max Drawdown | -2.07% | -2.79% | -5.93% | -21.45% | -10.53% | -21.45% | -10.53% | -21.45% |
| % Time Invested | 100.0% | 100.0% | 76.1% | 100.0% | 86.0% | 100.0% | 91.4% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.2 | 0.0 | 2.2 | 0.0 | 2.1 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2025-08-04 | 2026-03-10 | Completed | 33.33% | $49.35 | $50.95 | 3.18% | Signal | |
| 2025-03-31 | 2025-09-08 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.88% | Interest Income | |
| 2025-07-11 | 2025-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-07-02 | 2025-07-11 | Completed | 33.33% | $48.82 | $48.60 | -0.50% | Signal | |
| 2025-06-03 | 2025-07-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2025-05-21 | 2025-06-03 | Completed | 33.33% | $47.52 | $48.01 | 0.98% | Signal | |
| 2024-12-30 | 2025-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.65% | Interest Income | |
| 2024-03-26 | 2025-03-31 | Completed | 33.33% | $45.40 | $48.04 | 5.76% | Signal | |
| 2024-08-05 | 2024-12-30 | Completed | 33.33% | $47.25 | $46.93 | -0.74% | Signal | |
| 2024-05-15 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 2022-04-08 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.11 | 10.73% | Interest Income | |
| 2024-01-12 | 2024-05-15 | Completed | 33.33% | $45.70 | $45.53 | -0.43% | Signal | |
| 2023-09-21 | 2024-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income | |
| 2023-05-22 | 2024-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.51% | Interest Income | |
| 2023-05-10 | 2023-09-21 | Completed | 33.33% | $43.68 | $42.61 | -2.50% | Signal | |
| 2023-02-03 | 2023-05-22 | Completed | 33.33% | $43.86 | $43.09 | -1.80% | Signal | |
| 2022-02-16 | 2023-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.04 | 3.77% | Interest Income | |
| 2021-12-08 | 2023-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.49% | Interest Income | |
| 2022-03-11 | 2022-04-08 | Completed | 33.33% | $45.93 | $44.90 | -2.29% | Signal | |
| 2022-02-16 | 2022-03-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-09-09 | 2022-02-16 | Completed | 33.33% | $50.20 | $46.94 | -6.53% | Stop | |
| 2020-04-06 | 2022-02-16 | Completed | 33.33% | $44.22 | $46.94 | 6.10% | Stop | |
| 2021-07-13 | 2021-12-08 | Completed | 33.33% | $49.94 | $49.80 | -0.32% | Signal | |
| 2021-05-24 | 2021-09-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-03-25 | 2021-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2021-05-24 | Completed | 33.33% | $44.22 | $48.77 | 10.23% | Signal | |
| 2020-05-22 | 2021-03-25 | Completed | 33.33% | $46.88 | $48.17 | 2.70% | Signal | |
| 2020-04-30 | 2020-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-06 | 2020-04-30 | Completed | 33.33% | $44.22 | $46.58 | 5.29% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-12-12 | 2020-03-13 | Completed | 33.33% | $40.01 | $43.85 | 9.56% | Stop | |
| 2018-12-12 | 2020-03-13 | Completed | 33.33% | $40.01 | $43.85 | 9.56% | Stop | |
| 2018-12-12 | 2020-03-13 | Completed | 33.33% | $40.01 | $43.85 | 9.56% | Stop | |
| 2018-11-06 | 2018-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2018-08-30 | 2018-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2018-03-29 | 2018-12-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income | |
| 2018-09-18 | 2018-11-06 | Completed | 33.33% | $40.34 | $39.76 | -1.49% | Signal | |
| 2018-02-07 | 2018-09-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2016-06-06 | 2018-08-30 | Completed | 33.33% | $39.10 | $40.53 | 3.60% | Signal | |
| 2017-06-05 | 2018-03-29 | Completed | 33.33% | $40.38 | $40.30 | -0.25% | Signal | |
| 2017-04-19 | 2018-02-07 | Completed | 33.33% | $40.02 | $40.58 | 1.36% | Signal | |
| 2017-02-23 | 2017-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2016-12-02 | 2017-04-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2016-03-24 | 2017-02-23 | Completed | 33.33% | $38.17 | $39.29 | 2.90% | Signal | |
| 2016-03-28 | 2016-12-02 | Completed | 33.33% | $38.10 | $38.67 | 1.46% | Signal | |
| 2016-03-31 | 2016-06-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2014-03-31 | 2016-03-31 | Completed | 33.33% | $35.70 | $38.27 | 7.12% | Signal | |
| 2016-01-27 | 2016-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-08-27 | 2016-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2015-11-04 | 2016-01-27 | Completed | 33.33% | $37.27 | $36.83 | -1.22% | Signal | |
| 2015-06-17 | 2015-11-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-10-24 | 2015-08-27 | Completed | 33.33% | $34.99 | $36.81 | 5.16% | Signal | |
| 2013-10-24 | 2015-06-17 | Completed | 33.33% | $34.99 | $37.00 | 5.70% | Signal | |
| 2014-02-20 | 2014-03-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-07-18 | 2014-02-20 | Completed | 33.33% | $34.48 | $35.40 | 2.63% | Signal | |
| 2013-07-05 | 2013-10-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-06-25 | 2013-10-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-06-25 | 2013-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-08 | 2013-07-05 | Completed | 33.33% | $35.97 | $33.88 | -5.85% | Signal | |
| 2009-09-29 | 2013-06-25 | Completed | 33.33% | $28.04 | $33.80 | 20.45% | Stop | |
| 2009-04-29 | 2013-06-25 | Completed | 33.33% | $25.02 | $33.80 | 35.00% | Stop | |
| 2013-03-12 | 2013-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-04-21 | 2013-03-12 | Completed | 33.33% | $30.97 | $35.22 | 13.66% | Signal | |
| 2011-01-20 | 2011-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2009-04-02 | 2011-01-20 | Completed | 33.33% | $24.19 | $30.25 | 24.97% | Signal | |
| 2009-02-09 | 2009-09-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2009-01-02 | 2009-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-03-11 | 2009-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-01-30 | 2009-03-11 | Completed | 33.33% | $25.08 | $24.16 | -3.75% | Stop | |
| 2009-01-06 | 2009-02-09 | Completed | 33.33% | $25.03 | $25.09 | 0.19% | Signal | |
| 2009-01-02 | 2009-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-01-02 | 2009-01-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |