iShares MSCI Austria (EWO) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EWO's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 5.96%.   Win rate: 90.0%.   Sharpe Ratio: -0.074.   Maximum drawdown: -36.31% on 29 September 2022.
Mean CAGR: 148.25%. Time in market: 1176 days.   Hypothetical return: $1000 would be worth $1379.07 on 08 April 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 Austria

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% * 8.14%) + (0% * 0%) - (10.0% * 13.61%) = 5.96%.
Wins: 9 Breakevens: 0 Losses: 1

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%
09 March 2026   MEDIUM   smart_toy0.86  factory0.285   50 Day Low $ 35.02 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
18 December 2024   MEDIUM   smart_toy0.438  factory0.445   50 Day Low $ 20.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
22 October 2024   MEDIUM   smart_toy0.756  factory0.367   50 Day Low $ 21.84 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 August 2024   MEDIUM   smart_toy0.49  factory0.739   50 Day Low $ 21.35 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
14 June 2024   MEDIUM   smart_toy0.498  factory0.193   50 Day Low $ 21.38 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
08 February 2024   MEDIUM   smart_toy0.932  factory0.607   50 Day Low $ 20.59 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 October 2023   MEDIUM   smart_toy0.9  factory0.576   FIRE SALE 50 Day Low $ 19.07 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
08 September 2023   MEDIUM   smart_toy0.731  factory0.278   50 Day Low $ 19.86 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
16 March 2023   MEDIUM   smart_toy0.926  factory0.831   FIRE SALE 50 Day Low $ 19.29 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
06 September 2022   MEDIUM   smart_toy0.887  factory0.885   FIRE SALE 50 Day Low $ 16.90 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_bolt select_check_box electric_bolt
23 June 2022   MEDIUM   smart_toy0.986  factory0.959   FIRE SALE 50 Day Low $ 18.43 select_check_box select_check_box select_check_box select_check_box select_check_box
12 May 2022   MEDIUM   smart_toy0.981  factory0.939   FIRE SALE 50 Day Low $ 18.80 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
23 February 2022   HIGH   smart_toy0.893  factory0.475   FIRE SALE 50 Day Low $ 24.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021   LOW   smart_toy0.632  factory0.451   50 Day Low $ 24.22 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
19 July 2021   LOW   smart_toy0.906  factory0.214   50 Day Low $ 23.20 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 disabled_by_default

 

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