iShares MSCI Philippines (EPHE) Daily/Weekly Backtest Results
*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.
Calculations for Philippines
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 13 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (76.92% * 8.41%) + (7.69% * 0.00%) - (15.38% * 9.89%) = 4.95%.
Wins: 10 Breakevens: 1 Losses: 2
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.
Williams %R (Weekly) Backtest Summary (Fixed Profits System)
This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= 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% | |||
| 28 April 2026 LOW smart_toy0.353 | Williams %R (Weekly) | $ 24.12 | |||||
| 20 March 2026 MEDIUM smart_toy0.701 | Williams %R (Weekly) | $ 24.42 | |||||
| 28 October 2025 MEDIUM smart_toy0.483 | Williams %R (Weekly) | $ 24.40 | |||||
| 25 September 2025 MEDIUM smart_toy0.129 | Williams %R (Weekly) | $ 25.16 | |||||
| 27 January 2025 MEDIUM smart_toy0.828 | Williams %R (Weekly) | $ 24.02 | |||||
| 17 December 2024 MEDIUM smart_toy0.521 | Williams %R (Weekly) | $ 24.92 | |||||
| 14 November 2024 MEDIUM smart_toy0.312 | Williams %R (Weekly) | $ 25.11 | |||||
| 29 May 2024 MEDIUM smart_toy0.399 | Williams %R (Weekly) | $ 24.64 | |||||
| 15 April 2024 MEDIUM smart_toy0.411 | Williams %R (Weekly) | $ 25.62 | |||||
| 23 October 2023 MEDIUM smart_toy0.817 FIRE SALE | Williams %R (Weekly) | $ 23.90 | |||||
| 15 September 2023 MEDIUM smart_toy0.4 | Williams %R (Weekly) | $ 24.28 | |||||
| 14 August 2023 MEDIUM smart_toy0.378 FIRE SALE | Williams %R (Weekly) | $ 24.96 | |||||
| 30 May 2023 MEDIUM smart_toy0.77 | Williams %R (Weekly) | $ 25.45 | |||||
| 19 April 2023 MEDIUM smart_toy0.376 FIRE SALE | Williams %R (Weekly) | $ 25.60 | |||||
| 21 September 2022 MEDIUM smart_toy0.608 FIRE SALE | Williams %R (Weekly) | $ 24.57 | |||||
| 13 July 2022 MEDIUM smart_toy0.879 FIRE SALE | Williams %R (Weekly) | $ 24.96 | |||||
| 10 June 2022 MEDIUM smart_toy0.864 | Williams %R (Weekly) | $ 27.42 | |||||
| 29 April 2022 MEDIUM smart_toy0.61 FIRE SALE | Williams %R (Weekly) | $ 28.92 | |||||
| 10 March 2022 HIGH smart_toy0.922 FIRE SALE | Williams %R (Weekly) | $ 30.66 | |||||
| 19 July 2021 LOW smart_toy0.716 | Williams %R (Weekly) | $ 28.44 | |||||
| 26 April 2021 LOW smart_toy0.55 | Williams %R (Weekly) | $ 28.88 | |||||
The data for iShares MSCI Philippines (exchange: ARCX symbol: EPHE) was last updated 15 May 2026 23:40. Data for this ETF is available from 04 Jan 2021 - 15 May 2026.