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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -20.2% (compared to the benchmark's drawdown of -21.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.7%, compared to a Buy-and-Hold benchmark return of 4.0%. The strategy executed 10 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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% | 1.59% | 0.06% | 0.58% | 2.31% | 2.70% | 4.04% |
| Sharpe Ratio | 0.76 | 0.76 | 0.33 | 0.01 | 0.12 | 0.34 | 0.53 | 0.63 |
| Max Drawdown | -2.79% | -2.79% | -5.69% | -21.45% | -20.20% | -21.45% | -20.20% | -21.45% |
| % Time Invested | 100.0% | 100.0% | 73.9% | 100.0% | 71.8% | 100.0% | 77.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.7 | 0.0 | 0.6 | 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 | ||||||||
| 2023-09-13 | 2023-12-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.55% | Interest Income | |
| 2023-01-26 | 2023-09-13 | Completed | 100% | $43.83 | $42.90 | -2.17% | Signal | |
| 2022-01-19 | 2023-01-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.37% | Interest Income | |
| 2021-07-14 | 2022-01-19 | Completed | 100% | $49.89 | $48.35 | -3.12% | Signal | |
| 2021-03-19 | 2021-07-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-21 | 2021-03-19 | Completed | 100% | $46.95 | $47.69 | 1.52% | Signal | |
| 2020-04-22 | 2020-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-13 | 2020-04-22 | Completed | 100% | $46.61 | $46.31 | -0.70% | 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 | |
| 2018-11-05 | 2018-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2018-09-19 | 2018-11-05 | Completed | 100% | $40.19 | $39.71 | -1.24% | Signal | |
| 2018-03-02 | 2018-09-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2017-05-15 | 2018-03-02 | Completed | 100% | $39.94 | $40.15 | 0.47% | Signal | |
| 2016-12-16 | 2017-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2016-03-10 | 2016-12-16 | Completed | 100% | $37.65 | $38.52 | 2.26% | Signal | |
| 2015-06-25 | 2016-03-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2013-10-24 | 2015-06-25 | Completed | 100% | $34.99 | $36.83 | 5.21% | Signal | |
| 2013-06-26 | 2013-10-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-02-04 | 2013-06-26 | Completed | 100% | $25.13 | $33.89 | 34.82% | Signal | |
| 2009-01-02 | 2009-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |