iShares MSCI Israel (EIS) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EIS's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 3.34%.   Win rate: 72.73%.   Sharpe Ratio: -1.   Maximum drawdown: -37.94% on 27 October 2023.
Mean CAGR: 87.51%. Time in market: 2284 days.   Hypothetical return: $1000 would be worth $922.27 on 15 May 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 Israel

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 11 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (72.73% * 8.09%) + (9.09% * 2.99%) - (18.18% * 15.50%) = 3.34%.
Wins: 8 Breakevens: 1 Losses: 2

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 March 2026   LOW   smart_toy0.903  factory0.418   50 Day Low $ 114.44 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_boltelectric_bolt select_check_box electric_boltelectric_bolt
11 March 2025   MEDIUM   smart_toy0.837  factory0.768   FIRE SALE 50 Day Low $ 75.78 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
02 August 2024   MEDIUM   smart_toy0.187  factory0.484   50 Day Low $ 59.72 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_boltelectric_bolt select_check_box electric_bolt
17 April 2024   MEDIUM   smart_toy0.872  factory0.235   50 Day Low $ 58.25 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 September 2023   HIGH   smart_toy0.709  factory0.604   50 Day Low $ 53.54 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 May 2023   HIGH   smart_toy0.932  factory0.348   50 Day Low $ 52.40 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
20 April 2023   HIGH   smart_toy0.754  factory0.33   50 Day Low $ 52.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 February 2023   MEDIUM   smart_toy0.859  factory0.696   50 Day Low $ 54.33 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2022   MEDIUM   smart_toy0.923  factory0.818   50 Day Low $ 56.70 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
26 September 2022   MEDIUM   smart_toy0.946  factory0.886   FIRE SALE 50 Day Low $ 59.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
10 June 2022   MEDIUM   smart_toy0.972  factory0.69   50 Day Low $ 61.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
02 May 2022   MEDIUM   smart_toy0.936  factory0.616   50 Day Low $ 67.00 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 March 2022   MEDIUM   smart_toy0.943  factory0.372   FIRE SALE 50 Day Low $ 69.92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
24 January 2022   LOW   smart_toy0.93  factory0.51   50 Day Low $ 72.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

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