AGG trading strategies, backtested
iShares Core U.S. Aggregate Bond ETF — the broad US investment-grade bond market in one fund. Every DeployQuant template run on AGG over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| RSI(2) Dip Snapback | 1.7% | −10.6% | 0.45 | 166 | 60% | $10,964 |
| EMA 12/26 Trend | 1.2% | −4.9% | 0.34 | 21 | 38% | $10,707 |
| Golden Cross (SMA 50/200) | 0.9% | −7.2% | 0.26 | 3 | 33% | $10,522 |
| SMA 10/50 Trend | 0.8% | −6.5% | 0.23 | 18 | 44% | $10,454 |
| 200-Day SMA Regime Filter | 0.6% | −6.1% | 0.17 | 23 | 39% | $10,314 |
| RSI(14) Mean Reversion | 0.2% | −11.6% | 0.08 | 15 | 67% | $10,132 |
| Weekly Entry + 7% Target | 0.1% | −16.0% | 0.04 | 58 | 7% | $10,056 |
| Drawdown Dip Buyer + 8% Target | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| 20-Day Momentum + Trailing Stop | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| First-to-Last Day of Month | −0.5% | −18.9% | -0.07 | 67 | 54% | $9,720 |
| SMA-200 Trend + 15% Trailing Stop | −0.6% | −18.9% | -0.09 | 1 | 0% | $9,667 |
| 3-Month Momentum Switch | −0.8% | −5.7% | -0.41 | 3 | 0% | $9,583 |
| Buy & hold AGG | −0.3% | −17.6% | -0.02 | — | — | $9,849 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for AGG?
Of the 12 templates tested on AGG over 2021-01-04–2026-07-17, the strongest by CAGR was RSI(2) snapback at 1.7% (max drawdown 10.6%), versus −0.3% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding AGG?
9 of 12 templates beat AGG buy-and-hold (−0.3% CAGR) on this window; 10 of 12 had a shallower maximum drawdown than holding (17.6%).
Other bond etfs
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.