iShares MSCI Canada (EWC) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EWC's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 6.11%.   Win rate: 75.00%.   Sharpe Ratio: -0.122.   Maximum drawdown: -15.27% on 12 October 2022.
Mean CAGR: 91.45%. Time in market: 1193 days.   Hypothetical return: $1000 would be worth $1359.86 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 Canada

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 8 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (75.00% * 8.10%) + (25.00% * 0.14%) - (0% * 0%) = 6.11%.
Wins: 6 Breakevens: 2 Losses: 0

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%
19 March 2026   MEDIUM   smart_toy0.838  factory0.291   50 Day Low $ 54.00 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
10 March 2025   MEDIUM   smart_toy0.926  factory0.791   50 Day Low $ 39.82 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
18 December 2024   MEDIUM   smart_toy0.673  factory0.524   50 Day Low $ 40.46 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
05 August 2024   MEDIUM   smart_toy0.543  factory0.593   50 Day Low $ 36.18 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
14 June 2024   MEDIUM   smart_toy0.393  factory0.179   50 Day Low $ 36.47 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
27 September 2023   MEDIUM   smart_toy0.576  factory0.436   50 Day Low $ 33.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 August 2023   MEDIUM   smart_toy0.514  factory0.329   50 Day Low $ 33.60 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
15 March 2023   MEDIUM   smart_toy0.75  factory0.809   50 Day Low $ 32.28 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
23 September 2022   MEDIUM   smart_toy0.957  factory0.923   FIRE SALE 50 Day Low $ 31.59 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
14 June 2022   MEDIUM   smart_toy0.764  factory0.825   50 Day Low $ 34.82 select_check_box select_check_box select_check_box select_check_box select_check_box
09 May 2022   MEDIUM   smart_toy0.951  factory0.677   FIRE SALE 50 Day Low $ 35.86 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
20 December 2021   LOW   smart_toy0.622  factory0.599   50 Day Low $ 36.36 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default
19 July 2021   LOW   smart_toy0.945  factory0.237   50 Day Low $ 35.64 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

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