IEF trading strategies, backtested
iShares 7-10 Year Treasury Bond ETF — intermediate Treasuries, the classic 60/40 diversifier. Every DeployQuant template run on IEF 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 | 2.2% | −12.9% | 0.47 | 166 | 62% | $11,301 |
| SMA 10/50 Trend | 1.2% | −5.7% | 0.28 | 14 | 43% | $10,680 |
| 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 |
| Golden Cross (SMA 50/200) | −0.3% | −8.5% | -0.05 | 4 | 50% | $9,835 |
| EMA 12/26 Trend | −0.3% | −10.6% | -0.04 | 25 | 20% | $9,836 |
| RSI(14) Mean Reversion | −0.3% | −13.8% | -0.04 | 15 | 67% | $9,812 |
| Weekly Entry + 7% Target | −1.0% | −18.2% | -0.11 | 63 | 8% | $9,476 |
| 3-Month Momentum Switch | −1.3% | −8.6% | -0.50 | 4 | 25% | $9,305 |
| SMA-200 Trend + 15% Trailing Stop | −1.5% | −21.5% | -0.21 | 1 | 0% | $9,205 |
| 200-Day SMA Regime Filter | −1.5% | −11.6% | -0.32 | 31 | 23% | $9,184 |
| First-to-Last Day of Month | −2.2% | −24.7% | -0.28 | 67 | 48% | $8,859 |
| Buy & hold IEF | −1.6% | −21.8% | -0.20 | — | — | $9,120 |
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 IEF?
Of the 12 templates tested on IEF over 2021-01-04–2026-07-17, the strongest by CAGR was RSI(2) snapback at 2.2% (max drawdown 12.9%), versus −1.6% 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 IEF?
11 of 12 templates beat IEF buy-and-hold (−1.6% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (21.8%).
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.