As with any covered gutter system, icicles may form on your Gutter System. While conventional gutters tend to collect ice (and debris) inside the trough, the Gutter System is designed to discourage anything from entering the trough except liquid water. Accordingly, although ice formation is mostly caused by factors not related to your Gutter System, You will probably see more ice (icicles) on the outside of the Gutter System in severe and extended periods of cold weather. The Gutter System will not eliminate or help eliminate ice formation or icicles at eaves. This condition can be severe in situations where there is excessive heat loss from the roof. We make no representation regarding the elimination or prevention of ice formation with the installation of our Gutter System.
One of the special things about MasterShield is that we have the capability of installing de-icing or heat cables in your Gutter System. This is an optional accessory and is rarely chosen due to the low prevalence of snow and ice in our area.
MasterShield does not cause nor prevent ice damming. Icicles are not ice damming. Icicles occur when it's cold and there is snow melting from the roof and refreezing when it comes away from the heat loss of your roof. It has nothing to do with the gutter or gutter guard it just means everything is in the process of freeze/thaw and will return to normal when the weather does.
If this is something of concern to you we can fit heat cables into the gutter system, but it's such a rare occurrence here we don't usually recommend it as it's an added expense most people in the Pacific NW don't need.
To reiterate: Open gutters do the same thing, but the ice first fills the gutter before coming over in icicles. MasterShield just keeps the ice in line with the roof and allows only liquid water to enter the system, provided there isn't ice blocking it for a short time.
Ice dams can form here, but it's rare. We don't normally see a lot of snow and ice in this area so often roofers do not install ice & water shield at the roof edge but it's required in areas where the average temperature in January is below a certain average threshold.
Code Compliance and Risk Reduction: Protection against ice dams is required by most building codess at eaves wherever the January average temperature is 25°F (3.8°C) or lower or where there is a possibility of ice forming in the eaves — i.e., the area labeled “North”.
Here is some more info from various 3rd parties about ice & water shield and it's application.
A builder, Tim Carter, getting excited about it.
A video from one of the manufacturers: Grace Ice & Water Shield
Link to a version from GAF, America's #1 asphalt shingle manufacturer by volume: here