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

Signal: 52 Week Low 26 Week Low 50 day low Double Seven Rate of Change Super Oversold Mega Dump MegaDump Lite
Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR Best Buy Signals Oversold Rebound [ What are these? | Switch to EFA's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Threshold: All Low Medium High Very High [ What are these scores? ]
Expectancy: -1.06%. Win rate: 43.75%. Sharpe Ratio: -8.681. Maximum drawdown: -31.93% on 12 October 2022.
Mean CAGR: 12.3%. Time in market: 14560 days. Hypothetical return: $1000 would be worth $1116.38 on 19 January 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 32 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (43.75% * 7.77%) + (9.38% * 5.47%) - (46.88% * 10.60%) = -1.06%.
Wins: 14 Breakevens: 3 Losses: 15

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.

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
12 May 2026 cards_starLOW	Double Seven	$ 103.07	schedule	schedule	schedule	schedule	schedule
08 May 2026 cards_starLOW	Double Seven	$ 103.86	schedule	schedule	schedule	schedule	schedule
10 April 2026 cards_starLOW	Double Seven	$ 102.40	schedule	schedule	schedule	schedule	schedule
06 April 2026 cards_starLOW	Double Seven	$ 98.31	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	schedule	schedule	schedule
10 March 2026 cards_starLOW	Double Seven	$ 99.48	select_check_box electric_bolt	schedule	schedule	schedule	schedule
03 March 2026 cards_starLOW	Double Seven	$ 99.37	select_check_box electric_bolt	schedule	schedule	schedule	schedule
06 February 2026 cards_starLOW	Double Seven	$ 102.15	schedule	schedule	schedule	schedule	schedule
30 January 2026 cards_starLOW	Double Seven	$ 101.04	schedule	schedule	schedule	schedule	schedule
29 December 2025 cards_starLOW	Double Seven	$ 96.27	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule	schedule
25 November 2025 cards_starLOW	Double Seven	$ 93.48	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
24 October 2025 cards_starLOW	Double Seven	$ 95.06	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
22 September 2025 cards_starLOW	Double Seven	$ 93.13	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	schedule
19 August 2025 cards_starLOW	Double Seven	$ 92.22	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	schedule
18 July 2025 cards_starLOW	Double Seven	$ 88.69	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	schedule
16 June 2025 cards_starLOW	Double Seven	$ 88.22	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	schedule
06 May 2025 cards_starMEDIUM	Double Seven	$ 86.18	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
02 May 2025 cards_starMEDIUM	Double Seven	$ 86.03	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
03 April 2025 cards_starMEDIUM	Double Seven	$ 80.78	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
31 March 2025 cards_starMEDIUM	Double Seven	$ 81.50	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
03 March 2025 cards_starMEDIUM	Double Seven	$ 82.82	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
25 February 2025 cards_starLOW	Double Seven	$ 82.37	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
02 December 2024 cards_starLOW	Double Seven	$ 79.14	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
28 October 2024 cards_starLOW	Double Seven	$ 80.38	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
25 October 2024 cards_starLOW	Double Seven	$ 80.11	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
24 September 2024 cards_starLOW	Double Seven	$ 82.94	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 September 2024 cards_starLOW	Double Seven	$ 82.48	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 August 2024 cards_starLOW	Double Seven	$ 82.40	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
20 August 2024 cards_starLOW	Double Seven	$ 81.12	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
22 July 2024 cards_starLOW	Double Seven	$ 80.30	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
19 July 2024 cards_starLOW	Double Seven	$ 79.66	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
17 June 2024 cards_starLOW	Double Seven	$ 77.88	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
14 May 2024 cards_starLOW	Double Seven	$ 80.80	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
11 April 2024 cards_starLOW	Double Seven	$ 78.54	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
11 March 2024 cards_starLOW	Double Seven	$ 78.76	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
06 February 2024 cards_starMEDIUM	Double Seven	$ 74.96	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
04 January 2024 cards_starLOW	Double Seven	$ 74.03	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
03 January 2024 cards_starLOW	Double Seven	$ 73.86	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
11 September 2023 cards_starLOW	Double Seven	$ 71.05	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
08 August 2023 cards_starLOW	Double Seven	$ 72.15	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
05 July 2023 cards_starLOW	Double Seven	$ 71.76	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
02 June 2023 cards_starMEDIUM	Double Seven	$ 71.34	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
01 May 2023 cards_starMEDIUM	Double Seven	$ 72.27	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
28 March 2023 cards_starMEDIUM	Double Seven	$ 69.46	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box
22 February 2023 cards_starLOW	Double Seven	$ 69.98	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
18 January 2023 cards_starLOW	Double Seven	$ 71.02	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
16 December 2022 cards_starLOW	Double Seven	$ 65.44	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
20 December 2021 LOW	Double Seven	$ 76.34	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
29 November 2021 LOW	Double Seven	$ 77.63	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
16 November 2021 LOW	Double Seven	$ 81.14	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
25 October 2021 LOW	Double Seven	$ 80.32	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
15 October 2021 LOW	Double Seven	$ 79.87	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
21 September 2021 LOW	Double Seven	$ 79.94	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
13 September 2021 LOW	Double Seven	$ 81.88	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
18 August 2021 LOW	Double Seven	$ 80.08	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
10 August 2021 LOW	Double Seven	$ 80.36	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
13 July 2021 LOW	Double Seven	$ 79.54	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
07 July 2021 LOW	Double Seven	$ 79.20	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
11 June 2021 LOW	Double Seven	$ 80.96	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
04 June 2021 LOW	Double Seven	$ 81.60	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
05 May 2021 LOW	Double Seven	$ 78.76	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
03 May 2021 LOW	Double Seven	$ 78.86	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
30 March 2021 LOW	Double Seven	$ 76.04	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default	disabled_by_default
26 February 2021 LOW	Double Seven	$ 74.44	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box

The data for iShares MSCI EAFE (Non-US Developed Markets) (exchange: ARCX symbol: EFA) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.