IOO trading strategies, backtested
iShares Global 100 ETF — 100 of the largest multinational companies in one ticker. Every DeployQuant template run on IOO over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| Weekly Entry + 7% Target | 15.7% | −23.5% | 1.02 | 50 | 44% | $22,368 |
| First-to-Last Day of Month | 15.4% | −21.1% | 0.99 | 67 | 67% | $22,040 |
| RSI(2) Dip Snapback | 13.7% | −11.7% | 1.20 | 161 | 71% | $20,365 |
| Golden Cross (SMA 50/200) | 11.9% | −18.8% | 0.95 | 2 | 100% | $18,651 |
| 200-Day SMA Regime Filter | 10.7% | −16.5% | 0.96 | 15 | 33% | $17,554 |
| EMA 12/26 Trend | 10.7% | −15.8% | 0.98 | 21 | 48% | $17,502 |
| SMA-200 Trend + 15% Trailing Stop | 10.1% | −19.7% | 0.83 | 2 | 50% | $17,042 |
| SMA 10/50 Trend | 9.4% | −22.0% | 0.90 | 15 | 53% | $16,472 |
| Drawdown Dip Buyer + 8% Target | 8.6% | −10.8% | 1.05 | 6 | 100% | $15,786 |
| 3-Month Momentum Switch | 7.8% | −15.5% | 0.79 | 11 | 55% | $15,192 |
| 20-Day Momentum + Trailing Stop | 6.7% | −19.6% | 0.67 | 4 | 50% | $14,343 |
| RSI(14) Mean Reversion | 4.6% | −18.8% | 0.44 | 13 | 85% | $12,844 |
| Buy & hold IOO | 16.4% | −23.0% | 1.03 | — | — | $23,170 |
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 IOO?
Of the 12 templates tested on IOO over 2021-01-04–2026-07-17, the strongest by CAGR was weekly 7% target at 15.7% (max drawdown 23.5%), versus 16.4% 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 IOO?
0 of 12 templates beat IOO buy-and-hold (16.4% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (23.0%).
Other broad index 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.