iShares MSCI Germany (EWG) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EWG's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 0.85%.   Win rate: 58.33%.   Sharpe Ratio: -1.95.   Maximum drawdown: -41.37% on 29 September 2022.
Mean CAGR: 89.19%. Time in market: 3842 days.   Hypothetical return: $1000 would be worth $1135.21 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 Germany

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 22 May 2024 for a 7.5% profit target: (58.33% * 8.78%) + (8.33% * 0.30%) - (33.33% * 12.90%) = 0.85%.
Wins: 7 Breakevens: 1 Losses: 4

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%
03 March 2026   MEDIUM   smart_toy0.925  factory0.303   50 Day Low $ 41.20 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
04 November 2025   MEDIUM   smart_toy0.693  factory0.409   50 Day Low $ 40.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
25 September 2025   MEDIUM   smart_toy0.256  factory0.185   50 Day Low $ 40.72 select_check_box select_check_box select_check_box electric_bolt schedule schedule
07 April 2025   MEDIUM   smart_toy0.938  factory0.76   FIRE SALE 50 Day Low $ 33.45 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_boltelectric_bolt
13 November 2024   MEDIUM   smart_toy0.694  factory0.508   50 Day Low $ 31.29 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 electric_bolt
05 August 2024   MEDIUM   smart_toy0.552  factory0.747   50 Day Low $ 29.43 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_bolt
14 June 2024   MEDIUM   smart_toy0.454  factory0.18   50 Day Low $ 30.00 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 October 2023   MEDIUM   smart_toy0.882  factory0.678   FIRE SALE 50 Day Low $ 25.16 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
19 September 2023   MEDIUM   smart_toy0.438  factory0.317   50 Day Low $ 27.06 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 August 2023   MEDIUM   smart_toy0.488  factory0.35   50 Day Low $ 27.33 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
20 September 2022   MEDIUM   smart_toy0.944  factory0.851   FIRE SALE 50 Day Low $ 21.34 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
12 July 2022   MEDIUM   smart_toy0.989  factory0.93   FIRE SALE 50 Day Low $ 21.88 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
10 June 2022   MEDIUM   smart_toy0.983  factory0.732   50 Day Low $ 24.94 select_check_box select_check_box select_check_box select_check_box select_check_box
09 May 2022   MEDIUM   smart_toy0.951  factory0.681   FIRE SALE 50 Day Low $ 24.98 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
01 March 2022   HIGH   smart_toy0.946  factory0.525   FIRE SALE 50 Day Low $ 28.38 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2022   LOW   smart_toy0.912  factory0.49   50 Day Low $ 31.47 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021   LOW   smart_toy0.528  factory0.417   50 Day Low $ 32.15 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 September 2021   LOW   smart_toy0.943  factory0.288   50 Day Low $ 33.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 July 2021   LOW   smart_toy0.945  factory0.239   50 Day Low $ 33.58 select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

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