iShares MSCI USA (Equal Weighted) (EUSA) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EUSA's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 3.37%.   Win rate: 55.56%.   Sharpe Ratio: -1.791.   Maximum drawdown: -20.81% on 12 October 2022.
Mean CAGR: 46.43%. Time in market: 2684 days.   Hypothetical return: $1000 would be worth $1127.23 on 14 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 USA

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 9 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (55.56% * 8.10%) + (33.33% * 0.41%) - (11.11% * 11.41%) = 3.37%.
Wins: 5 Breakevens: 3 Losses: 1

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%
12 March 2026   MEDIUM   smart_toy0.843  factory0.301   50 Day Low $ 103.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
04 November 2025   MEDIUM   smart_toy0.711  factory0.375   50 Day Low $ 101.39 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box schedule
10 March 2025   MEDIUM   smart_toy0.913  factory0.773   50 Day Low $ 94.30 select_check_box select_check_box select_check_box select_check_box select_check_box
13 January 2025   HIGH   smart_toy0.743  factory0.646   50 Day Low $ 94.70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
05 August 2024   MEDIUM   smart_toy0.43  factory0.601   50 Day Low $ 86.64 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
25 October 2023   HIGH   smart_toy0.781  factory0.655   50 Day Low $ 71.98 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
21 September 2023   HIGH   smart_toy0.536  factory0.292   50 Day Low $ 76.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 March 2023   MEDIUM   smart_toy0.705  factory0.836   50 Day Low $ 72.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 September 2022   MEDIUM   smart_toy0.931  factory0.846   FIRE SALE 50 Day Low $ 69.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
13 June 2022   MEDIUM   smart_toy0.907  factory0.87   FIRE SALE 50 Day Low $ 70.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
29 April 2022   MEDIUM   smart_toy0.899  factory0.635   50 Day Low $ 79.08 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2022   HIGH   smart_toy0.867  factory0.44   FIRE SALE 50 Day Low $ 81.17 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
20 January 2022   LOW   smart_toy0.797  factory0.454   50 Day Low $ 84.76 select_check_box select_check_box select_check_box select_check_box select_check_box
30 September 2021   LOW   smart_toy0.899  factory0.338   50 Day Low $ 84.36 select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares MSCI USA (Equal Weighted) (exchange: ARCX symbol: EUSA) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.