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:           Threshold:         [ What are these scores? ]
Expectancy: -1.74%.   Win rate: 48.68%.   Sharpe Ratio: -13.777.   Maximum drawdown: -36.80% on 05 December 2008.
Mean CAGR: 36.93%. Time in market: 29679 days.   Hypothetical return: $1000 would be worth $726.47 on 14 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 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 76 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (48.68% * 8.32%) + (17.11% * 0.88%) - (34.21% * 17.38%) = -1.74%.
Wins: 37 Breakevens: 13 Losses: 26

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%
22 December 2025   MEDIUM   smart_toy0.594  factory0.22   50 Day Low $ 25.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt schedule
28 October 2025   MEDIUM   smart_toy0.286  factory0.293   50 Day Low $ 26.18 select_check_box select_check_box select_check_box schedule schedule
26 June 2025   MEDIUM   smart_toy0.448  factory0.166   50 Day Low $ 26.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule schedule
07 April 2025   MEDIUM   smart_toy0.823  factory0.603   FIRE SALE 50 Day Low $ 25.66 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
01 August 2024   MEDIUM   smart_toy0.123  factory0.169   50 Day Low $ 23.42 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 electric_bolt
15 December 2023   MEDIUM   smart_toy0.301  factory0.304   50 Day Low $ 21.44 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
10 January 2023   MEDIUM   smart_toy0.642  factory0.62   50 Day Low $ 19.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
09 December 2022   MEDIUM   smart_toy0.2  factory0.634   50 Day Low $ 19.61 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
18 October 2022   MEDIUM   smart_toy0.723  factory0.699   50 Day Low $ 20.00 select_check_box select_check_box select_check_box select_check_box select_check_box
22 June 2022   MEDIUM   smart_toy0.84  factory0.87   50 Day Low $ 21.39 select_check_box select_check_box select_check_box select_check_box select_check_box
08 July 2021   LOW   smart_toy0.487  factory0.192   50 Day Low $ 17.68 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 July 2021   LOW   smart_toy0.51  factory0.193   50 Day Low $ 16.82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
29 March 2021   LOW   smart_toy0.19  factory0.194   50 Day Low $ 16.04 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
26 June 2020   LOW   smart_toy0.285  factory0.337   50 Day 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   MEDIUM   smart_toy0.877  factory0.591   FIRE SALE 50 Day Low $ 12.70 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
06 March 2020   LOW   smart_toy0.729  factory0.504   50 Day Low $ 14.36 select_check_box select_check_box select_check_box select_check_box select_check_box
31 January 2020   LOW   smart_toy0.778  factory0.283   50 Day Low $ 14.92 select_check_box select_check_box select_check_box select_check_box select_check_box
06 September 2019   LOW   smart_toy0.626  factory0.188   50 Day Low $ 13.94 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
31 July 2019   LOW   smart_toy0.406  factory0.238   50 Day Low $ 15.04 select_check_box select_check_box select_check_box select_check_box select_check_box
25 April 2019   LOW   smart_toy0.491  factory0.194   50 Day Low $ 15.20 select_check_box select_check_box select_check_box select_check_box select_check_box
11 February 2019   LOW   smart_toy0.652  factory0.476   50 Day Low $ 15.75 select_check_box select_check_box select_check_box select_check_box select_check_box
21 December 2018   MEDIUM   smart_toy0.701  factory0.814   50 Day Low $ 15.80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 September 2018   LOW   smart_toy0.434  factory0.375   50 Day Low $ 15.66 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
23 August 2018   LOW   smart_toy0.516  factory0.349   50 Day Low $ 15.78 select_check_box select_check_box select_check_box select_check_box select_check_box
17 July 2018   LOW   smart_toy0.254  factory0.433   50 Day Low $ 16.06 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 June 2018   LOW   smart_toy0.412  factory0.165   50 Day Low $ 17.04 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 April 2018   LOW   smart_toy0.272  factory0.232   50 Day Low $ 17.12 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 December 2017   LOW   smart_toy0.752  factory0.27   50 Day Low $ 17.37 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 August 2017   LOW   smart_toy0.343  factory0.162   50 Day 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  factory0.278   50 Day Low $ 17.67 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
27 March 2017   LOW   smart_toy0.104  factory0.155   50 Day Low $ 18.49 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 December 2016   LOW   smart_toy0.666  factory0.269   50 Day Low $ 18.39 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 September 2016   LOW   smart_toy0.577  factory0.207   50 Day Low $ 18.58 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 August 2016   LOW   smart_toy0.374  factory0.164   50 Day Low $ 18.93 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 July 2016   LOW   smart_toy0.814  factory0.169   50 Day Low $ 19.14 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2016   MEDIUM   smart_toy0.896  factory0.788   FIRE SALE 50 Day 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  factory0.374   50 Day 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  factory0.354   50 Day 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  factory0.295   50 Day 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  factory0.264   50 Day 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  factory0.243   50 Day 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  factory0.294   50 Day Low $ 21.23 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 January 2015   LOW   smart_toy0.758  factory0.333   50 Day Low $ 22.83 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 December 2014   LOW   smart_toy0.737  factory0.241   50 Day Low $ 23.33 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 September 2014   LOW   smart_toy0.51  factory0.19   50 Day Low $ 23.53 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
12 August 2014   LOW   smart_toy0.446  factory0.177   50 Day Low $ 24.15 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 July 2014   LOW   smart_toy0.546  factory0.17   50 Day Low $ 25.33 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 May 2014   LOW   smart_toy0.414  factory0.178   50 Day Low $ 25.80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 January 2014   LOW   smart_toy0.651  factory0.314   50 Day Low $ 22.42 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_boltelectric_bolt
16 December 2013   LOW   smart_toy0.474  factory0.313   50 Day Low $ 22.77 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 November 2013   LOW   smart_toy0.442  factory0.287   50 Day Low $ 23.00 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
29 July 2013   LOW   smart_toy0.508  factory0.274   50 Day 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  factory0.563   50 Day 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  factory0.251   50 Day Low $ 23.67 select_check_box select_check_box select_check_box select_check_box select_check_box
02 April 2013   LOW   smart_toy0.404  factory0.203   50 Day Low $ 23.97 select_check_box select_check_box select_check_box select_check_box select_check_box
26 February 2013   LOW   smart_toy0.328  factory0.2   50 Day Low $ 24.27 select_check_box select_check_box select_check_box select_check_box select_check_box
23 January 2013   LOW   smart_toy0.341  factory0.186   50 Day Low $ 25.64 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2012   LOW   smart_toy0.532  factory0.206   50 Day Low $ 26.06 select_check_box select_check_box select_check_box select_check_box select_check_box
09 November 2012   LOW   smart_toy0.642  factory0.385   50 Day Low $ 26.59 select_check_box select_check_box select_check_box select_check_box select_check_box
26 September 2012   LOW   smart_toy0.571  factory0.189   50 Day Low $ 27.02 select_check_box select_check_box select_check_box select_check_box select_check_box
14 May 2012   LOW   smart_toy0.524  factory0.573   50 Day 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  factory0.356   50 Day 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
09 March 2012   LOW   smart_toy0.5  factory0.199   50 Day Low $ 26.33 select_check_box select_check_box select_check_box select_check_box select_check_box
18 November 2011   LOW   smart_toy0.77  factory0.716   50 Day Low $ 27.26 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 September 2011   LOW   smart_toy0.818  factory0.707   FIRE SALE 50 Day Low $ 29.14 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 August 2011   LOW   smart_toy0.666  factory0.625   50 Day Low $ 29.20 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
23 June 2011   LOW   smart_toy0.209  factory0.271   50 Day Low $ 29.60 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
12 May 2011   LOW   smart_toy0.538  factory0.23   50 Day Low $ 29.94 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 May 2010   LOW   smart_toy0.421  factory0.816   50 Day 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
04 March 2010   LOW   smart_toy0.464  factory0.626   50 Day Low $ 23.16 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
27 January 2010   LOW   smart_toy0.585  factory0.662   50 Day Low $ 23.64 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
07 July 2009   LOW   smart_toy0.436  factory0.759   50 Day Low $ 22.36 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
02 March 2009  bubble_chart   MEDIUM   smart_toy0.675  factory0.717   50 Day Low $ 21.20 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
21 November 2008  bubble_chart   MEDIUM   smart_toy0.739  factory0.832   50 Day 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
10 October 2008  bubble_chart   HIGH   smart_toy0.204  factory0.831   50 Day Low $ 22.70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
05 September 2008  bubble_chart   LOW   smart_toy0.417  factory0.802   50 Day Low $ 30.17 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 August 2008  bubble_chart   LOW   smart_toy0.544  factory0.815   50 Day Low $ 31.73 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
02 May 2008  bubble_chart   LOW   smart_toy0.642  factory0.887   50 Day Low $ 32.79 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
16 August 2007   LOW   smart_toy0.81  factory0.866   50 Day Low $ 23.05 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
08 May 2007   LOW   smart_toy0.21  factory0.805   50 Day Low $ 22.32 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
30 March 2007   LOW   smart_toy0.061  factory0.742   50 Day Low $ 22.97 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt

 

The data for Invesco DB Agriculture Fund (exchange: ARCX symbol: DBA) was last updated 30 May 2026 15:00. Data for this ETF is available from 05 Jan 2007 - 29 May 2026.