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

Buy indicator:                  
              [ What are these indicators? | Switch to DBA's monthly backtests ]
Fixed profit target:               -or-  

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 08 May 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 and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
22 December 2025   MEDIUM   smart_toy0.594   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   MEDIUM   smart_toy0.614   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   LOW   smart_toy0.285   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   LOW   smart_toy0.877   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   LOW   smart_toy0.681   52 Week Low $ 13.72 select_check_box select_check_box select_check_box select_check_box select_check_box
12 August 2019   LOW   smart_toy0.427   52 Week Low $ 14.54 select_check_box select_check_box select_check_box select_check_box select_check_box
25 April 2019   LOW   smart_toy0.491   52 Week Low $ 15.20 select_check_box select_check_box select_check_box select_check_box select_check_box
20 February 2019   LOW   smart_toy0.605   52 Week Low $ 15.64 select_check_box select_check_box select_check_box select_check_box select_check_box
28 September 2018   LOW   smart_toy0.434   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   LOW   smart_toy0.432   52 Week Low $ 15.82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 June 2018   LOW   smart_toy0.263   52 Week Low $ 16.76 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 December 2017   LOW   smart_toy0.639   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   LOW   smart_toy0.343   52 Week Low $ 17.57 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 June 2017   LOW   smart_toy0.265   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   LOW   smart_toy0.174   52 Week Low $ 18.16 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2016   LOW   smart_toy0.896   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   LOW   smart_toy0.627   52 Week Low $ 18.81 select_check_box select_check_box select_check_box select_check_box select_check_box
09 November 2015   LOW   smart_toy0.698   52 Week Low $ 19.05 select_check_box select_check_box select_check_box select_check_box select_check_box
24 July 2015   LOW   smart_toy0.707   52 Week Low $ 20.21 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 May 2015   LOW   smart_toy0.433   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   LOW   smart_toy0.554   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   LOW   smart_toy0.648   52 Week Low $ 21.23 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2015   LOW   smart_toy0.639   52 Week Low $ 22.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 December 2013   LOW   smart_toy0.533   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   LOW   smart_toy0.508   52 Week Low $ 22.80 select_check_box select_check_box select_check_box select_check_box select_check_box
21 June 2013   LOW   smart_toy0.385   52 Week Low $ 23.43 select_check_box select_check_box select_check_box select_check_box select_check_box
16 May 2013   LOW   smart_toy0.418   52 Week Low $ 23.67 select_check_box select_check_box select_check_box select_check_box select_check_box
04 April 2013   LOW   smart_toy0.485   52 Week Low $ 23.93 select_check_box select_check_box select_check_box select_check_box select_check_box
14 May 2012   LOW   smart_toy0.524   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   LOW   smart_toy0.47   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   LOW   smart_toy0.532   52 Week Low $ 26.78 select_check_box select_check_box select_check_box select_check_box select_check_box
14 May 2010   LOW   smart_toy0.421   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   HIGH   smart_toy0.739   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   MEDIUM   smart_toy0.214   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 15 May 2026 23:40. Data for this ETF is available from 05 Jan 2007 - 15 May 2026.