iShares MSCI Peru & Global Exposure (EPU) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EPU's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.53%.   Win rate: 90.0%.   Sharpe Ratio: 0.017.   Maximum drawdown: -29.13% on 20 August 2021.
Mean CAGR: 132.53%. Time in market: 1367 days.   Hypothetical return: $1000 would be worth $1365.06 on 15 December 2023.
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 Peru

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 10 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (90.0% * 8.35%) + (10.0% * 0.22%) - (0% * 0%) = 7.53%.
Wins: 9 Breakevens: 1 Losses: 0

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%
20 March 2026  bubble_chart   MEDIUM   smart_toy0.931  factory0.669   50 Day Low $ 75.31 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
07 April 2025   MEDIUM   smart_toy0.945  factory0.73   FIRE SALE 50 Day Low $ 39.15 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
17 December 2024   MEDIUM   smart_toy0.762  factory0.353   50 Day Low $ 40.94 select_check_box 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_toy0.175  factory0.266   50 Day Low $ 39.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
21 September 2023   MEDIUM   smart_toy0.448  factory0.269   50 Day Low $ 30.76 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
16 March 2023   MEDIUM   smart_toy0.744  factory0.594   50 Day Low $ 28.42 select_check_box electric_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 electric_bolt
27 September 2022   MEDIUM   smart_toy0.973  factory0.909   FIRE SALE 50 Day Low $ 23.61 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 electric_boltelectric_bolt
22 June 2022   MEDIUM   smart_toy0.941  factory0.881   FIRE SALE 50 Day Low $ 27.02 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
25 April 2022   MEDIUM   smart_toy0.838  factory0.371   50 Day Low $ 32.19 select_check_box select_check_box select_check_box select_check_box select_check_box
20 August 2021   LOW   smart_toy0.672  factory0.161   50 Day Low $ 24.10 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
19 July 2021   LOW   smart_toy0.835  factory0.158   50 Day Low $ 27.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
09 June 2021   LOW   smart_toy0.697  factory0.209   50 Day Low $ 31.10 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
28 April 2021   LOW   smart_toy0.641  factory0.17   50 Day Low $ 31.72 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
24 March 2021   LOW   smart_toy0.476  factory0.214   50 Day Low $ 34.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box

 

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