IEI trading strategies, backtested
iShares 3-7 Year Treasury Bond ETF — shorter-duration Treasuries with milder swings. Every DeployQuant template run on IEI over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| SMA-200 Trend + 15% Trailing Stop | 1.9% | −5.2% | 0.56 | 0 | — | $11,100 |
| RSI(2) Dip Snapback | 1.6% | −6.9% | 0.54 | 166 | 66% | $10,926 |
| SMA 10/50 Trend | 1.4% | −3.2% | 0.49 | 14 | 57% | $10,814 |
| Golden Cross (SMA 50/200) | 1.1% | −5.5% | 0.40 | 2 | 50% | $10,643 |
| 200-Day SMA Regime Filter | 1.1% | −4.6% | 0.38 | 18 | 33% | $10,633 |
| EMA 12/26 Trend | 1.0% | −4.2% | 0.34 | 19 | 37% | $10,577 |
| RSI(14) Mean Reversion | 0.2% | −8.6% | 0.08 | 16 | 69% | $10,108 |
| 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 |
| Weekly Entry + 7% Target | −0.1% | −12.2% | -0.00 | 53 | 6% | $9,955 |
| First-to-Last Day of Month | −0.5% | −14.9% | -0.09 | 67 | 52% | $9,745 |
| 3-Month Momentum Switch | −0.6% | −3.8% | -0.52 | 2 | 0% | $9,670 |
| Buy & hold IEI | 0.0% | −13.8% | 0.03 | — | — | $10,017 |
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 IEI?
Of the 12 templates tested on IEI over 2021-01-04–2026-07-17, the strongest by CAGR was trend + trailing stop at 1.9% (max drawdown 5.2%), versus 0.0% 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 IEI?
7 of 12 templates beat IEI buy-and-hold (0.0% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (13.8%).
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.