Invesco DB Agriculture Fund (DBA) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to DBA's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 0.74%.   Win rate: 54.55%.   Sharpe Ratio: -6.89.   Maximum drawdown: -24.74% on 27 April 2020.
Mean CAGR: 18.05%. Time in market: 12235 days.   Hypothetical return: $1000 would be worth $1102.27 on 11 April 2023.
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 Agriculture

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 33 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (54.55% * 7.94%) + (18.18% * 1.10%) - (27.27% * 13.90%) = 0.74%.
Wins: 18 Breakevens: 6 Losses: 9

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.

 

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
22 December 2025   smart_toyLOW (43)     52 Week Low $ 25.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt schedule
20 January 2023   smart_toyLOW (45)     52 Week Low $ 19.34 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 June 2020   smart_toyLOW (37)     52 Week Low $ 12.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
21 April 2020   smart_toyLOW (76)     52 Week Low $ 12.70 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
12 March 2020   smart_toyHIGH (94)     52 Week Low $ 13.72 select_check_box select_check_box select_check_box select_check_box select_check_box
12 August 2019   smart_toyLOW (39)     52 Week Low $ 14.54 select_check_box select_check_box select_check_box select_check_box select_check_box
25 April 2019   smart_toyLOW (15)     52 Week Low $ 15.20 select_check_box select_check_box select_check_box select_check_box select_check_box
20 February 2019   smart_toyLOW (24)     52 Week Low $ 15.64 select_check_box select_check_box select_check_box select_check_box select_check_box
28 September 2018   smart_toyLOW (17)     52 Week Low $ 15.66 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
13 August 2018   smart_toyLOW (16)     52 Week Low $ 15.82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 June 2018   smart_toyLOW (16)     52 Week Low $ 16.76 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 December 2017   smart_toyLOW (17)     52 Week Low $ 17.00 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
15 August 2017   smart_toyLOW (18)     52 Week Low $ 17.57 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 June 2017   smart_toyLOW (16)     52 Week Low $ 17.67 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
04 April 2017   smart_toyLOW (10)     52 Week Low $ 18.16 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2016   smart_toyMEDIUM (83)     52 Week Low $ 18.38 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 December 2015   smart_toyLOW (55)     52 Week Low $ 18.81 select_check_box select_check_box select_check_box select_check_box select_check_box
09 November 2015   smart_toyLOW (33)     52 Week Low $ 19.05 select_check_box select_check_box select_check_box select_check_box select_check_box
24 July 2015   smart_toyLOW (12)     52 Week Low $ 20.21 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 May 2015   smart_toyLOW (25)     52 Week Low $ 20.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
20 April 2015   smart_toyLOW (19)     52 Week Low $ 20.49 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
25 February 2015   smart_toyLOW (17)     52 Week Low $ 21.23 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2015   smart_toyLOW (12)     52 Week Low $ 22.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 December 2013   smart_toyLOW (52)     52 Week Low $ 22.53 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
29 July 2013   smart_toyLOW (28)     52 Week Low $ 22.80 select_check_box select_check_box select_check_box select_check_box select_check_box
21 June 2013   smart_toyLOW (38)     52 Week Low $ 23.43 select_check_box select_check_box select_check_box select_check_box select_check_box
16 May 2013   smart_toyLOW (20)     52 Week Low $ 23.67 select_check_box select_check_box select_check_box select_check_box select_check_box
04 April 2013   smart_toyLOW (16)     52 Week Low $ 23.93 select_check_box select_check_box select_check_box select_check_box select_check_box
14 May 2012   smart_toyLOW (29)     52 Week Low $ 24.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
10 April 2012   smart_toyLOW (26)     52 Week Low $ 25.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 November 2011   smart_toyLOW (56)     52 Week Low $ 26.78 select_check_box select_check_box select_check_box select_check_box select_check_box
14 May 2010   smart_toyLOW (76)     52 Week Low $ 22.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
21 November 2008  bubble_chart   smart_toyHIGH (97)     52 Week Low $ 21.56 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 electric_bolt
06 October 2008  bubble_chart   smart_toyHIGH (99)     52 Week Low $ 24.01 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Invesco DB Agriculture Fund (exchange: ARCX symbol: DBA) was last updated 01 Jul 2026 05:06. Data for this ETF is available from 05 Jan 2007 - 30 Jun 2026.