iShares MSCI Switzerland (EWL) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EWL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 6.55%.   Win rate: 90.0%.   Sharpe Ratio: -0.982.   Maximum drawdown: -24.75% on 13 October 2022.
Mean CAGR: 71.1%. Time in market: 1813 days.   Hypothetical return: $1000 would be worth $1288.34 on 15 May 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 Switzerland

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 10 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (90.0% * 7.69%) + (0% * 0%) - (10.0% * 3.78%) = 6.55%.
Wins: 9 Breakevens: 0 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_toy0.923  factory0.363   50 Day Low $ 59.50 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
31 July 2025   MEDIUM   smart_toy0.144  factory0.189   50 Day Low $ 52.89 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
07 April 2025   MEDIUM   smart_toy0.977  factory0.725   FIRE SALE 50 Day Low $ 46.88 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
16 December 2024   MEDIUM   smart_toy0.627  factory0.336   50 Day Low $ 47.04 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 October 2024   MEDIUM   smart_toy0.706  factory0.409   50 Day Low $ 50.36 select_check_box select_check_box select_check_box select_check_box select_check_box
16 April 2024   MEDIUM   smart_toy0.864  factory0.318   50 Day Low $ 45.21 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
26 October 2023   HIGH   smart_toy0.569  factory0.665   50 Day Low $ 42.12 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_toy0.591  factory0.429   50 Day Low $ 44.83 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
06 July 2023   HIGH   smart_toy0.389  factory0.261   50 Day Low $ 44.98 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
19 September 2022   MEDIUM   smart_toy0.824  factory0.868   FIRE SALE 50 Day Low $ 39.86 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
10 June 2022   MEDIUM   smart_toy0.945  factory0.764   50 Day Low $ 41.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
09 May 2022   MEDIUM   smart_toy0.953  factory0.784   FIRE SALE 50 Day Low $ 43.43 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
04 March 2022   HIGH   smart_toy0.928  factory0.367   FIRE SALE 50 Day Low $ 45.88 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
24 January 2022   LOW   smart_toy0.932  factory0.479   50 Day Low $ 48.80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 September 2021   LOW   smart_toy0.883  factory0.289   50 Day Low $ 47.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

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