iShares MSCI Hong Kong (EWH) Daily/Weekly Backtest Results globe

Signal: 52 Week Low 26 Week Low 50 day low Double Seven Rate of Change Super Oversold Mega Dump MegaDump Lite
Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR Oversold Rebound Best Buy Signals [ What are these? | Switch to EWH's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: -7.52%. Win rate: 38.46%. Sharpe Ratio: -2.266. Maximum drawdown: -34.96% on 31 October 2022.
Mean CAGR: 35.73%. Time in market: 5513 days. Hypothetical return: $1000 would be worth $591.21 on 03 March 2025.
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 Hong Kong

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 13 signal(s) occurring before 19 June 2024 for a 7.5% profit target: (38.46% * 7.97%) + (15.38% * 5.62%) - (46.15% * 24.80%) = -7.52%.
Wins: 5 Breakevens: 2 Losses: 6

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.

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
12 June 2026 smart_toyLOW (14)	Mega Dump Lite	$ 22.00	schedule	schedule	schedule	schedule	schedule
13 May 2025 smart_toyLOW (24)	Mega Dump Lite	$ 18.67	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
11 April 2025 smart_toyMEDIUM (84) sirenFIRE SALE	Mega Dump Lite	$ 15.90	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
21 January 2025 smart_toyLOW (34)	Mega Dump Lite	$ 16.48	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
17 December 2024 smart_toyLOW (45)	Mega Dump Lite	$ 16.70	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 November 2024 smart_toyLOW (36)	Mega Dump Lite	$ 17.18	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
14 October 2024 smart_toyLOW (36)	Mega Dump Lite	$ 18.56	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
02 July 2024 smart_toyLOW (25)	Mega Dump Lite	$ 15.30	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
02 April 2024 smart_toyLOW (24)	Mega Dump Lite	$ 15.82	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_bolt
23 January 2024 smart_toyLOW (49)	Mega Dump Lite	$ 15.74	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
08 December 2023 smart_toyLOW (54)	Mega Dump Lite	$ 16.43	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
26 September 2023 smart_toyLOW (31)	Mega Dump Lite	$ 16.92	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
24 August 2023 smart_toyLOW (20)	Mega Dump Lite	$ 17.66	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
01 March 2023 smart_toyLOW (54)	Mega Dump Lite	$ 20.89	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
07 November 2022 smart_toyMEDIUM (84)	Mega Dump Lite	$ 17.92	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
04 October 2022 smart_toyHIGH (91) sirenFIRE SALE	Mega Dump Lite	$ 18.78	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
16 May 2022 smart_toyMEDIUM (82) sirenFIRE SALE	Mega Dump Lite	$ 21.12	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
12 April 2022 smart_toyLOW (27)	Mega Dump Lite	$ 22.10	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
11 March 2022 smart_toyLOW (51) sirenFIRE SALE	Mega Dump Lite	$ 21.75	select_check_box electric_boltelectric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
26 October 2021 smart_toyLOW (44)	Mega Dump Lite	$ 24.74	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
23 September 2021 smart_toyLOW (31)	Mega Dump Lite	$ 24.20	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default

The data for iShares MSCI Hong Kong (exchange: ARCX symbol: EWH) was last updated 01 Jul 2026 05:06. Data for this ETF is available from 04 Jan 2021 - 26 Jun 2026.