iShares MSCI Indonesia (EIDO) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EIDO's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 4.78%.   Win rate: 64.29%.   Sharpe Ratio: -2.48.   Maximum drawdown: -35.98% on 08 April 2025.
Mean CAGR: 59.8%. Time in market: 3518 days.   Hypothetical return: $1000 would be worth $1198.63 on 19 September 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 Indonesia

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% * 8.06%) + (28.57% * 2.05%) - (7.14% * 13.76%) = 4.78%.
Wins: 9 Breakevens: 4 Losses: 1

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%
27 April 2026   MEDIUM   smart_toy0.408  factory0.15   50 Day Low $ 15.21 schedule schedule schedule schedule schedule
03 March 2026   MEDIUM   smart_toy0.631  factory0.214   50 Day Low $ 17.13 schedule schedule schedule schedule schedule
28 January 2026   MEDIUM   smart_toy0.878  factory0.283   50 Day Low $ 17.60 schedule schedule schedule schedule schedule
09 September 2025   MEDIUM   smart_toy0.262  factory0.299   50 Day Low $ 17.13 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
18 March 2025   MEDIUM   smart_toy0.825  factory0.567   FIRE SALE 50 Day Low $ 15.78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
06 February 2025   MEDIUM   smart_toy0.901  factory0.264   50 Day Low $ 17.56 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
17 December 2024   MEDIUM   smart_toy0.487  factory0.293   50 Day Low $ 19.10 select_check_box select_check_box select_check_box select_check_box select_check_box
01 November 2024   MEDIUM   smart_toy0.404  factory0.235   50 Day Low $ 21.18 schedule schedule schedule schedule schedule
29 May 2024   MEDIUM   smart_toy0.384  factory0.146   50 Day Low $ 20.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
12 April 2024   MEDIUM   smart_toy0.369  factory0.187   50 Day Low $ 21.52 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
31 October 2023   MEDIUM   smart_toy0.625  factory0.68   50 Day Low $ 20.40 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 September 2023   MEDIUM   smart_toy0.495  factory0.324   50 Day Low $ 22.36 select_check_box select_check_box select_check_box select_check_box select_check_box
16 August 2023   MEDIUM   smart_toy0.405  factory0.158   50 Day Low $ 22.83 select_check_box select_check_box select_check_box select_check_box select_check_box
23 June 2023   MEDIUM   smart_toy0.74  factory0.23   50 Day Low $ 22.90 select_check_box select_check_box select_check_box select_check_box select_check_box
15 March 2023   MEDIUM   smart_toy0.552  factory0.469   50 Day Low $ 21.55 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
07 December 2022   MEDIUM   smart_toy0.364  factory0.653   50 Day Low $ 22.70 select_check_box select_check_box select_check_box select_check_box select_check_box
11 October 2022   MEDIUM   smart_toy0.924  factory0.786   FIRE SALE 50 Day Low $ 23.06 select_check_box select_check_box select_check_box select_check_box select_check_box
13 June 2022   MEDIUM   smart_toy0.85  factory0.84   FIRE SALE 50 Day Low $ 22.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
09 May 2022   MEDIUM   smart_toy0.773  factory0.653   50 Day Low $ 23.83 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 December 2021   LOW   smart_toy0.365  factory0.25   50 Day Low $ 22.86 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 June 2021   LOW   smart_toy0.514  factory0.141   50 Day Low $ 20.66 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
19 May 2021   LOW   smart_toy0.621  factory0.156   50 Day Low $ 20.96 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
24 March 2021   LOW   smart_toy0.411  factory0.214   50 Day Low $ 22.36 select_check_box select_check_box select_check_box select_check_box select_check_box

 

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