iShares MSCI France (EWQ) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EWQ's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 6.19%.   Win rate: 77.78%.   Sharpe Ratio: -0.661.   Maximum drawdown: -28.53% on 27 September 2022.
Mean CAGR: 89.62%. Time in market: 1519 days.   Hypothetical return: $1000 would be worth $1252.66 on 27 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 France

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 9 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (77.78% * 7.91%) + (22.22% * 0.20%) - (0% * 0%) = 6.19%.
Wins: 7 Breakevens: 2 Losses: 0

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%
05 March 2026   MEDIUM   smart_toy0.854  factory0.291   50 Day Low $ 44.44 select_check_box electric_bolt schedule schedule schedule schedule
04 April 2025   MEDIUM   smart_toy0.947  factory0.877   FIRE SALE 50 Day Low $ 37.63 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
19 December 2024   MEDIUM   smart_toy0.684  factory0.558   50 Day Low $ 35.63 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
30 October 2024   MEDIUM   smart_toy0.469  factory0.412   50 Day Low $ 38.10 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
02 August 2024   MEDIUM   smart_toy0.232  factory0.41   50 Day Low $ 37.52 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
11 June 2024   MEDIUM   smart_toy0.392  factory0.176   50 Day Low $ 39.36 select_check_box select_check_box select_check_box select_check_box select_check_box
18 October 2023   MEDIUM   smart_toy0.874  factory0.541   50 Day Low $ 34.62 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
06 September 2023   MEDIUM   smart_toy0.646  factory0.273   50 Day Low $ 36.64 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
20 September 2022   MEDIUM   smart_toy0.837  factory0.86   FIRE SALE 50 Day Low $ 28.69 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
14 July 2022   MEDIUM   smart_toy0.978  factory0.915   FIRE SALE 50 Day Low $ 28.69 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
10 June 2022   MEDIUM   smart_toy0.958  factory0.775   50 Day Low $ 31.37 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
01 March 2022   HIGH   smart_toy0.926  factory0.453   FIRE SALE 50 Day Low $ 34.44 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
25 January 2022   LOW   smart_toy0.928  factory0.543   50 Day Low $ 37.12 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
17 December 2021   LOW   smart_toy0.431  factory0.566   50 Day Low $ 37.29 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
19 July 2021   LOW   smart_toy0.898  factory0.237   50 Day Low $ 36.40 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box

 

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