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: 6.34%.   Win rate: 75.86%.   Sharpe Ratio: -7.32.   Maximum drawdown: -37.11% on 27 September 2022.
Mean CAGR: 90.31%. Time in market: 5202 days.   Hypothetical return: $1000 would be worth $1390.35 on 09 April 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 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 29 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (75.86% * 8.03%) + (24.14% * 1.04%) - (0% * 0%) = 6.34%.
Wins: 22 Breakevens: 7 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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
12 May 2026  bubble_chart   cards_starLOW     Double Seven $ 83.38 schedule schedule schedule schedule schedule
10 April 2026  bubble_chart   cards_starLOW     Double Seven $ 86.14 schedule schedule schedule schedule schedule
10 March 2026  bubble_chart   cards_starLOW     Double Seven $ 85.98 schedule schedule schedule schedule schedule
06 February 2026  bubble_chart   cards_starLOW     Double Seven $ 87.50 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
16 December 2025   cards_starLOW     Double Seven $ 69.10 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 select_check_box electric_boltelectric_boltelectric_bolt
25 November 2025   cards_starLOW     Double Seven $ 61.60 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
14 November 2025   cards_starLOW     Double Seven $ 61.50 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
23 October 2025   cards_starLOW     Double Seven $ 61.78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 October 2025   cards_starMEDIUM     Double Seven $ 63.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
11 August 2025   cards_starLOW     Double Seven $ 51.44 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
08 July 2025   cards_starLOW     Double Seven $ 49.53 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
06 June 2025   cards_starLOW     Double Seven $ 48.83 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
03 June 2025   cards_starLOW     Double Seven $ 47.80 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
05 May 2025   cards_starMEDIUM     Double Seven $ 44.80 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
02 May 2025   cards_starMEDIUM     Double Seven $ 44.22 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_bolt
01 April 2025   cards_starMEDIUM     Double Seven $ 44.31 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
31 March 2025   cards_starMEDIUM     Double Seven $ 43.82 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
03 January 2025   cards_starLOW     Double Seven $ 39.98 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
17 December 2024   cards_starLOW     Double Seven $ 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 December 2024   cards_starLOW     Double Seven $ 42.84 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
15 November 2024   cards_starLOW     Double Seven $ 42.34 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
29 October 2024   cards_starLOW     Double Seven $ 44.76 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
14 October 2024   cards_starLOW     Double Seven $ 43.50 select_check_box select_check_box select_check_box select_check_box select_check_box
27 September 2024   cards_starLOW     Double Seven $ 44.05 select_check_box select_check_box select_check_box select_check_box select_check_box
10 September 2024   cards_starMEDIUM     Double Seven $ 38.74 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
26 August 2024   cards_starLOW     Double Seven $ 40.80 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 August 2024   cards_starMEDIUM     Double Seven $ 39.38 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
23 July 2024   cards_starLOW     Double Seven $ 40.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
08 July 2024   cards_starLOW     Double Seven $ 41.85 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box
21 June 2024   cards_starLOW     Double Seven $ 40.56 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
03 June 2024   cards_starLOW     Double Seven $ 43.80 select_check_box select_check_box select_check_box select_check_box select_check_box
20 May 2024   cards_starLOW     Double Seven $ 44.69 select_check_box select_check_box select_check_box select_check_box select_check_box
30 April 2024   cards_starLOW     Double Seven $ 41.08 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
16 April 2024   cards_starLOW     Double Seven $ 39.05 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
28 March 2024   cards_starLOW     Double Seven $ 39.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
11 March 2024   cards_starLOW     Double Seven $ 37.38 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
06 February 2024   cards_starMEDIUM     Double Seven $ 33.61 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 January 2024   cards_starLOW     Double Seven $ 33.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
03 January 2024   cards_starLOW     Double Seven $ 33.78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
20 October 2023   cards_starLOW     Double Seven $ 28.93 select_check_box electric_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
18 September 2023   cards_starLOW     Double Seven $ 31.70 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 August 2023   cards_starLOW     Double Seven $ 32.11 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
14 July 2023   cards_starLOW     Double Seven $ 32.40 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
12 June 2023   cards_starLOW     Double Seven $ 30.51 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 May 2023   cards_starMEDIUM     Double Seven $ 31.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
06 April 2023   cards_starMEDIUM     Double Seven $ 30.44 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
06 March 2023   cards_starMEDIUM     Double Seven $ 30.18 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box
31 January 2023   cards_starLOW     Double Seven $ 30.84 select_check_box select_check_box select_check_box select_check_box select_check_box
14 December 2022   cards_starLOW     Double Seven $ 28.63 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
06 June 2022   cards_starLOW     Double Seven $ 31.32 select_check_box select_check_box select_check_box select_check_box select_check_box
03 May 2022   cards_starLOW     Double Seven $ 31.82 select_check_box select_check_box select_check_box select_check_box select_check_box
02 May 2022   cards_starLOW     Double Seven $ 31.49 select_check_box select_check_box select_check_box select_check_box select_check_box
31 March 2022   cards_starLOW     Double Seven $ 37.15 select_check_box select_check_box select_check_box select_check_box select_check_box
29 March 2022   cards_starLOW     Double Seven $ 37.31 select_check_box select_check_box select_check_box select_check_box select_check_box
28 February 2022   cards_starLOW     Double Seven $ 34.54 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
25 February 2022   cards_starLOW     Double Seven $ 33.74 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
25 January 2022   LOW     Double Seven $ 32.43 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
24 January 2022   LOW     Double Seven $ 32.74 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
01 April 2021   LOW     Double Seven $ 34.42 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
01 March 2021   LOW     Double Seven $ 37.54 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for iShares MSCI Peru & Global Exposure (exchange: ARCX symbol: EPU) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.