iShares MSCI Netherlands (EWN) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EWN's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 3.81%.   Win rate: 70.0%.   Sharpe Ratio: -1.354.   Maximum drawdown: -38.87% on 13 October 2022.
Mean CAGR: 70.19%. Time in market: 2510 days.   Hypothetical return: $1000 would be worth $1103.74 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 Netherlands

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: (70.0% * 8.17%) + (10.0% * 0.71%) - (20.0% * 9.90%) = 3.81%.
Wins: 7 Breakevens: 1 Losses: 2

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%
19 March 2026   MEDIUM   smart_toy0.93  factory0.261   50 Day Low $ 57.62 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
31 July 2025   MEDIUM   smart_toy0.182  factory0.2   50 Day Low $ 51.41 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
04 April 2025   MEDIUM   smart_toy0.984  factory0.816   FIRE SALE 50 Day Low $ 43.74 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 select_check_box electric_boltelectric_bolt
13 January 2025   HIGH   smart_toy0.983  factory0.632   FIRE SALE 50 Day Low $ 44.10 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 select_check_box electric_bolt
23 October 2024   MEDIUM   smart_toy0.903  factory0.334   50 Day Low $ 47.52 select_check_box select_check_box select_check_box select_check_box select_check_box
19 July 2024   MEDIUM   smart_toy0.188  factory0.178   50 Day Low $ 49.69 select_check_box select_check_box select_check_box select_check_box select_check_box
21 September 2023   MEDIUM   smart_toy0.701  factory0.333   50 Day Low $ 38.52 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
17 August 2023   MEDIUM   smart_toy0.453  factory0.356   50 Day Low $ 41.32 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box electric_bolt
11 October 2022   HIGH   smart_toy0.987  factory0.802   FIRE SALE 50 Day Low $ 30.16 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
06 September 2022   HIGH   smart_toy0.889  factory0.858   FIRE SALE 50 Day Low $ 33.30 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 June 2022   HIGH   smart_toy0.974  factory0.833   FIRE SALE 50 Day Low $ 34.94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
06 May 2022   HIGH   smart_toy0.956  factory0.749   50 Day Low $ 37.16 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
23 February 2022   HIGH   smart_toy0.87  factory0.334   FIRE SALE 50 Day Low $ 43.76 select_check_box select_check_box select_check_box select_check_box select_check_box
21 January 2022   LOW   smart_toy0.861  factory0.461   50 Day Low $ 47.19 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 December 2021   LOW   smart_toy0.241  factory0.611   50 Day Low $ 48.57 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 October 2021   LOW   smart_toy0.935  factory0.652   50 Day Low $ 48.94 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default

 

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