iShares MCSI Japan (EWJ) 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 Best Buy Signals Oversold Rebound [ What are these? | Switch to EWJ's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Threshold: All Low Medium High Very High [ What are these scores? ]
Expectancy: 1.65%. Win rate: 52.17%. Sharpe Ratio: -4.161. Maximum drawdown: -33.81% on 13 October 2022.
Mean CAGR: 23.33%. Time in market: 7268 days. Hypothetical return: $1000 would be worth $865.78 on 01 February 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 Japan

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 23 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (52.17% * 8.04%) + (26.09% * 2.41%) - (21.74% * 14.61%) = 1.65%.
Wins: 12 Breakevens: 6 Losses: 5

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%
01 June 2026 cards_starLOW	Double Seven	$ 92.85	schedule	schedule	schedule	schedule	schedule
28 April 2026 cards_starLOW	Double Seven	$ 87.74	select_check_box electric_boltelectric_boltelectric_bolt	schedule	schedule	schedule	schedule
27 March 2026 cards_starLOW	Double Seven	$ 81.81	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	schedule
23 February 2026 cards_starLOW	Double Seven	$ 91.52	schedule	schedule	schedule	schedule	schedule
20 January 2026 cards_starLOW	Double Seven	$ 83.78	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	schedule
16 December 2025 cards_starLOW	Double Seven	$ 80.98	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
14 November 2025 cards_starLOW	Double Seven	$ 83.81	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
13 October 2025 cards_starLOW	Double Seven	$ 79.16	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
09 September 2025 cards_starLOW	Double Seven	$ 79.94	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	schedule
08 August 2025 cards_starLOW	Double Seven	$ 77.82	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt
07 July 2025 cards_starLOW	Double Seven	$ 73.22	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 June 2025 cards_starLOW	Double Seven	$ 74.74	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
29 April 2025 cards_starMEDIUM	Double Seven	$ 71.85	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
28 March 2025 cards_starMEDIUM	Double Seven	$ 69.29	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
27 March 2025 cards_starMEDIUM	Double Seven	$ 70.69	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
14 January 2025 cards_starLOW	Double Seven	$ 65.24	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
16 December 2024 cards_starLOW	Double Seven	$ 69.13	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
11 December 2024 cards_starLOW	Double Seven	$ 70.94	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
29 October 2024 cards_starLOW	Double Seven	$ 68.30	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
25 October 2024 cards_starLOW	Double Seven	$ 67.36	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
27 September 2024 cards_starLOW	Double Seven	$ 71.38	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 September 2024 cards_starLOW	Double Seven	$ 71.61	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
26 August 2024 cards_starLOW	Double Seven	$ 71.20	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
20 August 2024 cards_starLOW	Double Seven	$ 70.06	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 July 2024 cards_starLOW	Double Seven	$ 70.18	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
19 July 2024 cards_starLOW	Double Seven	$ 70.09	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
21 June 2024 cards_starLOW	Double Seven	$ 66.06	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
17 June 2024 cards_starLOW	Double Seven	$ 66.38	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box
20 May 2024 cards_starLOW	Double Seven	$ 69.16	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
14 May 2024 cards_starLOW	Double Seven	$ 68.09	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
16 April 2024 cards_starLOW	Double Seven	$ 67.88	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
12 April 2024 cards_starLOW	Double Seven	$ 69.31	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
14 March 2024 cards_starLOW	Double Seven	$ 69.36	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
12 March 2024 cards_starLOW	Double Seven	$ 69.78	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
09 February 2024 cards_starLOW	Double Seven	$ 66.49	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
08 January 2024 cards_starLOW	Double Seven	$ 64.07	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
05 December 2023 cards_starLOW	Double Seven	$ 62.04	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
24 October 2023 cards_starLOW	Double Seven	$ 58.26	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	select_check_box electric_bolt
22 September 2023 cards_starLOW	Double Seven	$ 61.89	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box
21 August 2023 cards_starLOW	Double Seven	$ 59.34	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
18 July 2023 cards_starLOW	Double Seven	$ 63.23	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
16 June 2023 cards_starLOW	Double Seven	$ 63.44	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
15 May 2023 cards_starLOW	Double Seven	$ 59.98	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box
11 April 2023 cards_starLOW	Double Seven	$ 57.88	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
10 March 2023 cards_starMEDIUM	Double Seven	$ 57.06	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
06 February 2023 cards_starLOW	Double Seven	$ 57.50	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
29 November 2021 LOW	Double Seven	$ 67.24	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
25 October 2021 LOW	Double Seven	$ 68.36	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
21 September 2021 LOW	Double Seven	$ 73.16	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
30 March 2021 LOW	Double Seven	$ 69.11	select_check_box	select_check_box	disabled_by_default	disabled_by_default	disabled_by_default
25 February 2021 LOW	Double Seven	$ 69.78	select_check_box	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default

The data for iShares MCSI Japan (exchange: ARCX symbol: EWJ) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.