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

Buy indicator:                  
              [ What are these indicators? | Switch to EWN's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 3.76%.   Win rate: 70.0%.   Sharpe Ratio: -1.362.   Maximum drawdown: -38.87% on 13 October 2022.
Mean CAGR: 82.57%. Time in market: 2503 days.   Hypothetical return: $1000 would be worth $1017.18 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 April 2024 for a 7.5% profit target: (70.0% * 8.09%) + (10.0% * 0.71%) - (20.0% * 9.90%) = 3.76%.
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.

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
30 March 2026   MEDIUM     smart_toy0.967 Williams %R (Weekly) $ 55.82 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 schedule
04 April 2025   MEDIUM   FIRE SALE   smart_toy0.984 Williams %R (Weekly) $ 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
30 December 2024   MEDIUM   FIRE SALE   smart_toy0.371 Williams %R (Weekly) $ 44.53 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
12 November 2024   MEDIUM     smart_toy0.398 Williams %R (Weekly) $ 45.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
02 August 2024   MEDIUM     smart_toy0.257 Williams %R (Weekly) $ 46.78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
23 October 2023   MEDIUM   FIRE SALE   smart_toy0.88 Williams %R (Weekly) $ 36.62 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_bolt
19 September 2023   MEDIUM     smart_toy0.284 Williams %R (Weekly) $ 39.04 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
17 August 2023   MEDIUM   FIRE SALE   smart_toy0.453 Williams %R (Weekly) $ 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   FIRE SALE   smart_toy0.987 Williams %R (Weekly) $ 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
02 September 2022   HIGH   FIRE SALE   smart_toy0.821 Williams %R (Weekly) $ 33.50 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 Williams %R (Weekly) $ 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 Williams %R (Weekly) $ 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 Williams %R (Weekly) $ 43.76 select_check_box select_check_box select_check_box select_check_box select_check_box
21 January 2022   LOW     smart_toy0.861 Williams %R (Weekly) $ 47.19 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 December 2021   LOW     smart_toy0.241 Williams %R (Weekly) $ 48.57 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares MSCI Netherlands (exchange: ARCX symbol: EWN) was last updated 30 Apr 2026 06:59. Data for this ETF is available from 04 Jan 2021 - 29 Apr 2026.