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: -2.11%.   Win rate: 44.26%.   Sharpe Ratio: -12.251.   Maximum drawdown: -36.80% on 05 December 2008.
Mean CAGR: 25%. Time in market: 25421 days.   Hypothetical return: $1000 would be worth $478.98 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 61 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (44.26% * 8.24%) + (19.67% * 1.25%) - (36.07% * 16.65%) = -2.11%.
Wins: 27 Breakevens: 12 Losses: 22

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.

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
15 June 2026   smart_toyLOW (13)     Williams %R (Weekly) $ 26.17 schedule schedule schedule schedule schedule
22 December 2025   smart_toyLOW (30)     Williams %R (Weekly) $ 25.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt schedule
14 November 2025   smart_toyLOW (34)     Williams %R (Weekly) $ 26.14 select_check_box select_check_box select_check_box schedule schedule
01 August 2025   smart_toyLOW (16)     Williams %R (Weekly) $ 25.74 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box schedule
07 April 2025   smart_toyLOW (57)     sirenFIRE SALE Williams %R (Weekly) $ 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   smart_toyLOW (27)     Williams %R (Weekly) $ 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   smart_toyLOW (56)     Williams %R (Weekly) $ 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   smart_toyLOW (38)     sirenFIRE SALE Williams %R (Weekly) $ 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   smart_toyLOW (35)     sirenFIRE SALE Williams %R (Weekly) $ 19.61 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
22 June 2022   smart_toyMEDIUM (84)     sirenFIRE SALE Williams %R (Weekly) $ 21.39 select_check_box select_check_box select_check_box select_check_box select_check_box
26 June 2020   smart_toyLOW (48)     Williams %R (Weekly) $ 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
01 April 2020   smart_toyHIGH (90)     sirenFIRE SALE Williams %R (Weekly) $ 13.12 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
26 February 2020   smart_toyLOW (32)     Williams %R (Weekly) $ 14.81 select_check_box select_check_box select_check_box select_check_box select_check_box
12 August 2019   smart_toyLOW (55)     Williams %R (Weekly) $ 14.54 select_check_box select_check_box select_check_box select_check_box select_check_box
25 April 2019   smart_toyLOW (16)     Williams %R (Weekly) $ 15.20 select_check_box select_check_box select_check_box select_check_box select_check_box
14 February 2019   smart_toyLOW (19)     Williams %R (Weekly) $ 15.71 select_check_box select_check_box select_check_box select_check_box select_check_box
17 September 2018   smart_toyLOW (14)     Williams %R (Weekly) $ 15.76 select_check_box select_check_box select_check_box select_check_box select_check_box
10 August 2018   smart_toyLOW (19)     Williams %R (Weekly) $ 16.05 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 June 2018   smart_toyLOW (14)     Williams %R (Weekly) $ 16.96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 December 2017   smart_toyLOW (27)     Williams %R (Weekly) $ 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 (23)     Williams %R (Weekly) $ 17.57 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 June 2017   smart_toyLOW (31)     Williams %R (Weekly) $ 17.67 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
29 March 2017   smart_toyLOW (13)     Williams %R (Weekly) $ 18.35 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 December 2016   smart_toyLOW (24)     Williams %R (Weekly) $ 18.39 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 October 2016   smart_toyLOW (18)     Williams %R (Weekly) $ 18.53 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 August 2016   smart_toyLOW (15)     Williams %R (Weekly) $ 18.86 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 July 2016   smart_toyLOW (18)     Williams %R (Weekly) $ 19.03 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2016   smart_toyMEDIUM (87)     sirenFIRE SALE Williams %R (Weekly) $ 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 (34)     Williams %R (Weekly) $ 18.81 select_check_box select_check_box select_check_box select_check_box select_check_box
09 November 2015   smart_toyLOW (26)     Williams %R (Weekly) $ 19.05 select_check_box select_check_box select_check_box select_check_box select_check_box
24 July 2015   smart_toyLOW (8)     Williams %R (Weekly) $ 20.21 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 June 2015   smart_toyLOW (12)     Williams %R (Weekly) $ 20.22 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
04 May 2015   smart_toyLOW (21)     Williams %R (Weekly) $ 20.35 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
31 March 2015   smart_toyLOW (25)     Williams %R (Weekly) $ 20.62 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2015   smart_toyLOW (13)     Williams %R (Weekly) $ 21.35 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2015   smart_toyLOW (25)     Williams %R (Weekly) $ 22.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 December 2014   smart_toyLOW (24)     Williams %R (Weekly) $ 23.30 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 September 2014   smart_toyLOW (12)     Williams %R (Weekly) $ 23.99 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 August 2014   smart_toyLOW (15)     Williams %R (Weekly) $ 24.33 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 July 2014   smart_toyLOW (13)     Williams %R (Weekly) $ 25.33 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 January 2014   smart_toyLOW (27)     Williams %R (Weekly) $ 22.36 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
17 December 2013   smart_toyLOW (26)     Williams %R (Weekly) $ 22.71 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 November 2013   smart_toyLOW (35)     Williams %R (Weekly) $ 22.94 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 July 2013   smart_toyLOW (18)     Williams %R (Weekly) $ 22.93 select_check_box select_check_box select_check_box select_check_box select_check_box
20 June 2013   smart_toyLOW (29)     Williams %R (Weekly) $ 23.45 select_check_box select_check_box select_check_box select_check_box select_check_box
16 May 2013   smart_toyLOW (17)     Williams %R (Weekly) $ 23.67 select_check_box select_check_box select_check_box select_check_box select_check_box
02 April 2013   smart_toyLOW (16)     Williams %R (Weekly) $ 23.97 select_check_box select_check_box select_check_box select_check_box select_check_box
26 February 2013   smart_toyLOW (15)     Williams %R (Weekly) $ 24.27 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2013   smart_toyLOW (14)     Williams %R (Weekly) $ 25.56 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2012   smart_toyLOW (21)     Williams %R (Weekly) $ 26.06 select_check_box select_check_box select_check_box select_check_box select_check_box
13 November 2012   smart_toyLOW (28)     Williams %R (Weekly) $ 26.35 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2012   smart_toyLOW (27)     Williams %R (Weekly) $ 26.85 select_check_box select_check_box select_check_box select_check_box select_check_box
05 June 2012   smart_toyLOW (52)     Williams %R (Weekly) $ 24.02 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
02 May 2012   smart_toyLOW (34)     Williams %R (Weekly) $ 25.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
29 March 2012   smart_toyLOW (26)     Williams %R (Weekly) $ 25.75 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
17 November 2011   smart_toyLOW (34)     Williams %R (Weekly) $ 27.51 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 September 2011   smart_toyLOW (50)     sirenFIRE SALE Williams %R (Weekly) $ 29.14 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 August 2011   smart_toyLOW (57)     Williams %R (Weekly) $ 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
16 May 2011   smart_toyLOW (20)     Williams %R (Weekly) $ 29.78 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
14 May 2010   smart_toyLOW (69)     Williams %R (Weekly) $ 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
09 March 2010   smart_toyLOW (65)     Williams %R (Weekly) $ 22.89 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
27 January 2010   smart_toyMEDIUM (80)     Williams %R (Weekly) $ 23.64 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
20 November 2008  bubble_chart   smart_toyHIGH (92)     Williams %R (Weekly) $ 21.91 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
07 October 2008  bubble_chart   smart_toyHIGH (91)     Williams %R (Weekly) $ 24.17 select_check_box select_check_box select_check_box select_check_box select_check_box
05 September 2008  bubble_chart   smart_toyMEDIUM (82)     Williams %R (Weekly) $ 30.17 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 August 2008  bubble_chart   smart_toyHIGH (90)     Williams %R (Weekly) $ 31.73 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
27 May 2008  bubble_chart   smart_toyMEDIUM (81)     Williams %R (Weekly) $ 32.61 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default

 

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.