iShares MSCI EAFE (Non-US Developed Markets) (EFA) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to EFA's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 3.04%.   Win rate: 58.33%.   Sharpe Ratio: -3.023.   Maximum drawdown: -28.74% on 12 October 2022.
Mean CAGR: 62.19%. Time in market: 4185 days.   Hypothetical return: $1000 would be worth $1117.39 on 01 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 Non-US (Developed)

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 12 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (58.33% * 7.95%) + (16.67% * 0.20%) - (25.00% * 6.51%) = 3.04%.
Wins: 7 Breakevens: 2 Losses: 3

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%
19 March 2026   MEDIUM   smart_toy0.922  factory0.364   50 Day Low $ 95.73 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
04 April 2025   MEDIUM   smart_toy0.883  factory0.872   FIRE SALE 50 Day Low $ 76.14 select_check_box electric_boltelectric_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
18 December 2024   MEDIUM   smart_toy0.674  factory0.523   50 Day Low $ 76.46 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
30 October 2024   MEDIUM   smart_toy0.836  factory0.518   50 Day Low $ 79.64 select_check_box select_check_box select_check_box select_check_box select_check_box
02 August 2024   MEDIUM   smart_toy0.629  factory0.568   50 Day Low $ 77.08 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
27 October 2023   MEDIUM   smart_toy0.843  factory0.813   FIRE SALE 50 Day Low $ 66.17 select_check_box electric_boltelectric_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
25 September 2023   MEDIUM   smart_toy0.629  factory0.587   50 Day Low $ 69.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 August 2023   MEDIUM   smart_toy0.727  factory0.591   50 Day Low $ 70.20 select_check_box select_check_box select_check_box select_check_box select_check_box
19 September 2022   MEDIUM   smart_toy0.769  factory0.846   50 Day Low $ 60.16 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
13 July 2022   MEDIUM   smart_toy0.954  factory0.915   FIRE SALE 50 Day Low $ 60.94 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
10 June 2022   MEDIUM   smart_toy0.962  factory0.736   50 Day Low $ 64.88 select_check_box select_check_box select_check_box select_check_box select_check_box
06 May 2022   MEDIUM   smart_toy0.889  factory0.799   50 Day Low $ 67.36 select_check_box select_check_box select_check_box select_check_box select_check_box
03 March 2022   HIGH   smart_toy0.882  factory0.5   FIRE SALE 50 Day Low $ 71.66 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2022   LOW   smart_toy0.783  factory0.645   50 Day Low $ 75.24 select_check_box select_check_box select_check_box select_check_box select_check_box
14 December 2021   LOW   smart_toy0.539  factory0.541   50 Day Low $ 76.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 September 2021   LOW   smart_toy0.892  factory0.335   50 Day Low $ 78.20 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 July 2021   LOW   smart_toy0.955  factory0.293   50 Day Low $ 77.00 select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default

 

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