iShares MSCI Philippines (EPHE) Daily/Weekly Backtest Results globe

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

Expectancy: 4.69%.   Win rate: 75.00%.   Sharpe Ratio: -1.807.   Maximum drawdown: -27.90% on 30 September 2022.
Mean CAGR: 49.87%. Time in market: 3147 days.   Hypothetical return: $1000 would be worth $1241.96 on 15 February 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 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 12 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (75.00% * 8.45%) + (8.33% * 0.00%) - (16.67% * 9.89%) = 4.69%.
Wins: 9 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:   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%
20 March 2026   25     Williams %R (Weekly) $ 24.42 schedule schedule schedule schedule schedule
28 October 2025   20     Williams %R (Weekly) $ 24.40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
25 September 2025   20     Williams %R (Weekly) $ 25.16 select_check_box select_check_box select_check_box select_check_box electric_bolt schedule
27 January 2025   35     Williams %R (Weekly) $ 24.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 December 2024   25     Williams %R (Weekly) $ 24.92 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
14 November 2024   35     Williams %R (Weekly) $ 25.11 select_check_box select_check_box select_check_box select_check_box select_check_box
29 May 2024   25     Williams %R (Weekly) $ 24.64 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
15 April 2024   25     Williams %R (Weekly) $ 25.62 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
23 October 2023   45     Williams %R (Weekly) $ 23.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 September 2023   45     Williams %R (Weekly) $ 24.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
14 August 2023   45     Williams %R (Weekly) $ 24.96 select_check_box select_check_box select_check_box select_check_box select_check_box
30 May 2023   45     Williams %R (Weekly) $ 25.45 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
19 April 2023   45     Williams %R (Weekly) $ 25.60 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
21 September 2022   35     Williams %R (Weekly) $ 24.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 July 2022   35     Williams %R (Weekly) $ 24.96 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
10 June 2022   35     Williams %R (Weekly) $ 27.42 select_check_box select_check_box select_check_box select_check_box select_check_box
29 April 2022   35     Williams %R (Weekly) $ 28.92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 March 2022   60     Williams %R (Weekly) $ 30.66 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 July 2021       Williams %R (Weekly) $ 28.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 April 2021       Williams %R (Weekly) $ 28.88 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

 

The data for iShares MSCI Philippines (exchange: ARCX symbol: EPHE) was last updated 27 Mar 2026 13:39. Data for this ETF is available from 04 Jan 2021 - 26 Mar 2026.