iShares MSCI Emerging Markets (EEM) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to EEM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 0.65%.   Win rate: 64.29%.   Sharpe Ratio: -2.058.   Maximum drawdown: -34.03% on 24 October 2022.
Mean CAGR: 52.94%. Time in market: 4381 days.   Hypothetical return: $1000 would be worth $1090.26 on 22 February 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 Emerging Markets

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 14 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (64.29% * 8.37%) + (7.14% * 0.16%) - (28.57% * 16.60%) = 0.65%.
Wins: 9 Breakevens: 1 Losses: 4

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%
20 March 2026   MEDIUM   smart_toy0.724  factory0.351   50 Day Low $ 56.30 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
04 April 2025   MEDIUM   smart_toy0.858  factory0.734   FIRE SALE 50 Day Low $ 40.96 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
17 December 2024   MEDIUM   smart_toy0.503  factory0.316   50 Day Low $ 42.84 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
02 August 2024   MEDIUM   smart_toy0.246  factory0.244   50 Day Low $ 41.56 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
17 January 2024   MEDIUM   smart_toy0.505  factory0.376   50 Day Low $ 37.59 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
26 October 2023   MEDIUM   smart_toy0.517  factory0.567   50 Day Low $ 36.52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
21 September 2023   MEDIUM   smart_toy0.314  factory0.32   50 Day Low $ 38.06 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
15 August 2023   MEDIUM   smart_toy0.361  factory0.254   50 Day Low $ 39.05 select_check_box select_check_box select_check_box select_check_box select_check_box
10 March 2023   MEDIUM   smart_toy0.173  factory0.476   50 Day Low $ 37.93 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 October 2022   MEDIUM   smart_toy0.784  factory0.781   50 Day Low $ 34.68 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
07 September 2022   MEDIUM   smart_toy0.365  factory0.672   50 Day Low $ 38.38 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
05 July 2022   MEDIUM   smart_toy0.843  factory0.867   FIRE SALE 50 Day Low $ 39.28 select_check_box select_check_box select_check_box select_check_box select_check_box
06 May 2022   MEDIUM   smart_toy0.849  factory0.57   50 Day Low $ 41.02 select_check_box select_check_box select_check_box select_check_box select_check_box
04 March 2022   HIGH   smart_toy0.701  factory0.281   50 Day Low $ 44.63 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 January 2022   LOW   smart_toy0.62  factory0.312   50 Day Low $ 47.33 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021   LOW   smart_toy0.269  factory0.257   50 Day Low $ 48.88 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 July 2021   LOW   smart_toy0.756  factory0.173   50 Day Low $ 51.46 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 March 2021   LOW   smart_toy0.399  factory0.22   50 Day Low $ 52.12 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default

 

The data for iShares MSCI Emerging Markets (exchange: ARCX symbol: EEM) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.