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

Buy indicator:                  
              [ What are these indicators? | Switch to EIS's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 8.11%.   Win rate: 100%.   Sharpe Ratio: 15.531.   Maximum drawdown: -11.44% on 27 October 2023.
Mean CAGR: 76.86%. Time in market: 190 days.   Hypothetical return: $1000 would be worth $1263.65 on 16 July 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 3 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (100% * 8.11%) + (0% * 0%) - (0% * 0%) = 8.11%.
Wins: 3 Breakevens: 0 Losses: 0

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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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 Gap Down $ 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 schedule
04 April 2025   MEDIUM     smart_toy0.961 Gap Down $ 71.79 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 2024   MEDIUM     smart_toy0.643 Gap Down $ 60.87 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
09 October 2023   HIGH     smart_toy0.737 Gap Down $ 50.72 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 June 2022   MEDIUM   FIRE SALE   smart_toy0.969 Gap Down $ 58.12 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

 

The data for iShares MSCI Israel (exchange: ARCX symbol: EIS) was last updated 30 Apr 2026 06:58. Data for this ETF is available from 04 Jan 2021 - 29 Apr 2026.