iShares MSCI Singapore (EWS) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to EWS's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 0.02%.   Win rate: 69.23%.   Sharpe Ratio: -1.775.   Maximum drawdown: -28.56% on 21 October 2022.
Mean CAGR: 59.27%. Time in market: 3974 days.   Hypothetical return: $1000 would be worth $1098.07 on 14 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 Singapore

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 13 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (69.23% * 8.11%) + (0% * 0%) - (30.77% * 18.18%) = 0.02%.
Wins: 9 Breakevens: 0 Losses: 4

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%
06 March 2026   MEDIUM   smart_toy0.943  factory0.337   50 Day Low $ 27.22 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule schedule
20 November 2025   MEDIUM   smart_toy0.657  factory0.457   50 Day Low $ 27.98 select_check_box schedule schedule schedule schedule
04 April 2025   MEDIUM   smart_toy0.921  factory0.859   50 Day Low $ 22.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
05 August 2024   MEDIUM   smart_toy0.48  factory0.589   50 Day Low $ 18.40 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
17 January 2024   MEDIUM   smart_toy0.875  factory0.692   50 Day Low $ 17.56 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
04 October 2023   HIGH   smart_toy0.794  factory0.642   50 Day Low $ 17.85 select_check_box select_check_box select_check_box select_check_box select_check_box
18 August 2023   HIGH   smart_toy0.463  factory0.387   50 Day Low $ 18.02 select_check_box select_check_box select_check_box select_check_box select_check_box
06 July 2023   HIGH   smart_toy0.438  factory0.265   50 Day Low $ 18.06 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
25 May 2023   HIGH   smart_toy0.851  factory0.435   50 Day Low $ 18.40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
10 March 2023   MEDIUM   smart_toy0.839  factory0.746   50 Day Low $ 18.65 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
26 September 2022   MEDIUM   smart_toy0.907  factory0.855   FIRE SALE 50 Day Low $ 17.24 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
13 June 2022   MEDIUM   smart_toy0.937  factory0.875   FIRE SALE 50 Day Low $ 17.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
09 May 2022   MEDIUM   smart_toy0.948  factory0.795   FIRE SALE 50 Day Low $ 18.70 select_check_box select_check_box select_check_box select_check_box select_check_box
24 February 2022   HIGH   smart_toy0.957  factory0.529   FIRE SALE 50 Day Low $ 20.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 November 2021   LOW   smart_toy0.312  factory0.432   50 Day Low $ 22.50 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 October 2021   LOW   smart_toy0.962  factory0.639   50 Day Low $ 22.83 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
22 June 2021   LOW   smart_toy0.813  factory0.228   50 Day Low $ 22.90 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default

 

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