Invesco MSCI Global Timber (CUT) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to CUT's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 1.42%.   Win rate: 63.64%.   Sharpe Ratio: -1.834.   Maximum drawdown: -24.74% on 29 September 2022.
Mean CAGR: 55.96%. Time in market: 3468 days.   Hypothetical return: $1000 would be worth $1201.02 on 19 March 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Global Timber

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 11 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (63.64% * 8.00%) + (9.09% * 0.45%) - (27.27% * 13.61%) = 1.42%.
Wins: 7 Breakevens: 1 Losses: 3

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

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:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = 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%
15 May 2026   LOW   smart_toy0.367  factory0.187   50 Day Low $ 26.92 schedule schedule schedule schedule schedule
12 March 2026   MEDIUM   smart_toy0.44  factory0.214   50 Day Low $ 28.74 schedule schedule schedule schedule schedule
31 October 2025   MEDIUM   smart_toy0.162  factory0.285   50 Day Low $ 28.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
25 September 2025   MEDIUM   smart_toy0.198  factory0.182   50 Day Low $ 29.19 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
31 July 2025   MEDIUM   smart_toy0.208  factory0.183   50 Day Low $ 29.58 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box schedule
13 March 2025   MEDIUM   smart_toy0.861  factory0.625   FIRE SALE 50 Day Low $ 31.13 select_check_box schedule schedule schedule schedule
18 December 2024   MEDIUM   smart_toy0.55  factory0.399   50 Day Low $ 32.88 schedule schedule schedule schedule schedule
05 August 2024   MEDIUM   smart_toy0.345  factory0.456   50 Day Low $ 31.56 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
01 February 2024   MEDIUM   smart_toy0.64  factory0.291   50 Day Low $ 30.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
03 October 2023   MEDIUM   smart_toy0.409  factory0.556   50 Day Low $ 29.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
31 May 2023   MEDIUM   smart_toy0.741  factory0.259   50 Day Low $ 28.37 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 February 2023   MEDIUM   smart_toy0.256  factory0.581   50 Day Low $ 30.12 select_check_box select_check_box select_check_box select_check_box select_check_box
16 September 2022   MEDIUM   smart_toy0.196  factory0.805   50 Day Low $ 30.01 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
14 July 2022   MEDIUM   smart_toy0.885  factory0.911   FIRE SALE 50 Day Low $ 30.16 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
10 June 2022   MEDIUM   smart_toy0.898  factory0.532   50 Day Low $ 33.51 select_check_box select_check_box select_check_box select_check_box select_check_box
24 February 2022   HIGH   smart_toy0.743  factory0.407   50 Day Low $ 34.77 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 November 2021   LOW   smart_toy0.132  factory0.28   50 Day Low $ 35.88 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 September 2021   LOW   smart_toy0.52  factory0.224   50 Day Low $ 36.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 June 2021   LOW   smart_toy0.636  factory0.177   50 Day Low $ 36.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default

 

The data for Invesco MSCI Global Timber (exchange: ARCX symbol: CUT) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.