United States Copper Index Fund (CPER) Daily/Weekly Backtest Results
*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.
Calculations for Copper
Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.
Expectancy calculation for 18 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (77.78% * 7.87%) + (16.67% * 0.71%) - (5.56% * 14.18%) = 5.45%.
Wins: 14 Breakevens: 3 Losses: 1
The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.
50 day low Backtest Summary (Fixed Profits System)
This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.
Key:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= profit point achieved but CAGR was less than 5%.
| Signal Date and Score | Buy Signal | Price | Performance (mouseover for details) | ||||
|---|---|---|---|---|---|---|---|
| 5% | 6% | 7.5% | 10% | 20% | |||
| 18 March 2026 MEDIUM smart_toy0.703 factory0.226 | 50 Day Low | $ 33.88 | |||||
| 31 July 2025 MEDIUM smart_toy0.486 factory0.198 | 50 Day Low | $ 27.30 | |||||
| 07 April 2025 MEDIUM smart_toy0.887 factory0.734 FIRE SALE | 50 Day Low | $ 26.70 | |||||
| 31 December 2024 MEDIUM smart_toy0.213 factory0.302 | 50 Day Low | $ 25.20 | |||||
| 22 November 2024 MEDIUM smart_toy0.734 factory0.282 | 50 Day Low | $ 25.71 | |||||
| 18 July 2024 MEDIUM smart_toy0.167 factory0.181 | 50 Day Low | $ 26.78 | |||||
| 08 February 2024 MEDIUM smart_toy0.598 factory0.179 | 50 Day Low | $ 23.06 | |||||
| 26 September 2023 MEDIUM smart_toy0.283 factory0.502 | 50 Day Low | $ 22.61 | |||||
| 16 August 2023 MEDIUM smart_toy0.303 factory0.26 | 50 Day Low | $ 22.67 | |||||
| 11 May 2023 MEDIUM smart_toy0.395 factory0.203 | 50 Day Low | $ 22.89 | |||||
| 17 June 2022 MEDIUM smart_toy0.895 factory0.864 FIRE SALE | 50 Day Low | $ 24.52 | |||||
| 25 April 2022 MEDIUM smart_toy0.524 factory0.301 | 50 Day Low | $ 27.15 | |||||
| 18 August 2021 MEDIUM smart_toy0.245 factory0.252 | 50 Day Low | $ 25.30 | |||||
| 09 March 2020 HIGH smart_toy0.932 factory0.544 FIRE SALE | 50 Day Low | $ 15.55 | |||||
| 27 January 2020 LOW smart_toy0.344 factory0.246 | 50 Day Low | $ 16.34 | |||||
| 02 August 2019 LOW smart_toy0.182 factory0.404 | 50 Day Low | $ 16.22 | |||||
| 05 June 2019 LOW smart_toy0.77 factory0.665 | 50 Day Low | $ 16.41 | |||||
| 01 May 2019 LOW smart_toy0.403 factory0.241 | 50 Day Low | $ 17.66 | |||||
| 31 December 2018 MEDIUM smart_toy0.802 factory0.699 FIRE SALE | 50 Day Low | $ 16.52 | |||||
| 14 August 2018 MEDIUM smart_toy0.206 factory0.375 | 50 Day Low | $ 17.00 | |||||
| 20 June 2018 MEDIUM smart_toy0.514 factory0.327 | 50 Day Low | $ 19.32 | |||||
| 20 March 2018 MEDIUM smart_toy0.516 factory0.302 | 50 Day Low | $ 19.36 | |||||
| 12 April 2017 MEDIUM smart_toy0.381 factory0.218 | 50 Day Low | $ 16.76 | |||||
| 13 May 2016 LOW smart_toy0.645 factory0.279 | 50 Day Low | $ 13.82 | |||||
The data for United States Copper Index Fund (exchange: ARCX symbol: CPER) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2016 - 29 May 2026.