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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -21.9% (compared to the benchmark's drawdown of -21.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.6%, compared to a Buy-and-Hold benchmark return of 4.0%. The strategy executed 5 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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USIG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.15% | 3.15% | 0.68% | 0.06% | 1.16% | 2.31% | 2.58% | 4.04% |
| Sharpe Ratio | 0.76 | 0.76 | 0.17 | 0.01 | 0.24 | 0.34 | 0.55 | 0.63 |
| Max Drawdown | -2.79% | -2.79% | -13.14% | -21.45% | -21.92% | -21.45% | -21.92% | -21.45% |
| % Time Invested | 100.0% | 100.0% | 54.2% | 100.0% | 74.4% | 100.0% | 79.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 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 | ||||||||
| 2022-04-20 | 2024-08-05 | Interest (CASH) | 100% | $1.00 | $1.11 | 10.71% | Interest Income | |
| 2020-04-13 | 2022-04-20 | Completed | 100% | $46.61 | $44.06 | -5.52% | Signal | |
| 2020-03-19 | 2020-04-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2018-12-12 | 2020-03-19 | Completed | 100% | $40.01 | $40.02 | -0.02% | Stop | |
| 2018-09-26 | 2018-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2014-07-31 | 2018-09-26 | Completed | 100% | $36.60 | $40.23 | 9.89% | Signal | |
| 2014-03-18 | 2014-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-10-06 | 2014-03-18 | Completed | 100% | $28.09 | $35.61 | 26.69% | Signal | |
| 2009-01-22 | 2009-10-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2009-01-06 | 2009-01-22 | Completed | 100% | $25.03 | $25.21 | 0.66% | Signal | |
| 2009-01-02 | 2009-01-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |