iShares MSCI United Kingdom (EWU) Daily/Weekly Backtest Results globe

Signal: 52 Week Low 26 Week Low 50 day low Double Seven Rate of Change Super Oversold Mega Dump MegaDump Lite
Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR Oversold Rebound Best Buy Signals [ What are these? | Switch to EWU's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: 5.62%. Win rate: 78.26%. Sharpe Ratio: -1.82. Maximum drawdown: -54.27% on 09 March 2009.
Mean CAGR: 124.85%. Time in market: 3882 days. Hypothetical return: $1000 would be worth $2121.98 on 12 January 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 United Kingdom

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 23 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (78.26% * 9.10%) + (13.04% * 0.86%) - (8.70% * 18.61%) = 5.62%.
Wins: 18 Breakevens: 3 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.

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
20 September 2022 smart_toyMEDIUM (86)	52 Week Low	$ 28.12	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
01 September 2022 smart_toyLOW (71)	52 Week Low	$ 28.42	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
13 June 2022 smart_toyHIGH (90)	52 Week Low	$ 30.00	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
09 May 2022 smart_toyHIGH (93)	52 Week Low	$ 30.88	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box
06 March 2020 smart_toyLOW (77)	52 Week Low	$ 24.50	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
06 December 2018 smart_toyMEDIUM (83)	52 Week Low	$ 24.22	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
11 October 2018 smart_toyLOW (19)	52 Week Low	$ 25.84	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 September 2018 smart_toyLOW (33)	52 Week Low	$ 26.03	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
11 February 2016 smart_toyHIGH (99)	52 Week Low	$ 20.37	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
06 January 2016 smart_toyLOW (57)	52 Week Low	$ 22.30	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
28 September 2015 smart_toyLOW (71)	52 Week Low	$ 22.73	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box
24 August 2015 smart_toyLOW (38)	52 Week Low	$ 23.22	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
15 December 2014 smart_toyLOW (54)	52 Week Low	$ 24.01	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
14 October 2014 smart_toyLOW (42)	52 Week Low	$ 24.93	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
22 September 2011 smart_toyHIGH (90)	52 Week Low	$ 17.43	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt
25 February 2009 smart_toyHIGH (99)	52 Week Low	$ 11.38	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_boltelectric_bolt
22 January 2009 smart_toyHIGH (99)	52 Week Low	$ 11.57	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
22 October 2008 smart_toyHIGH (98)	52 Week Low	$ 13.42	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
16 September 2008 smart_toyHIGH (98)	52 Week Low	$ 18.16	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box
14 August 2008 smart_toyHIGH (98)	52 Week Low	$ 20.62	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
27 June 2008 smart_toyHIGH (98)	52 Week Low	$ 21.71	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
17 March 2008 smart_toyHIGH (99)	52 Week Low	$ 21.80	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	disabled_by_default
22 January 2008 smart_toyHIGH (99)	52 Week Low	$ 22.02	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	disabled_by_default

The data for iShares MSCI United Kingdom (exchange: ARCX symbol: EWU) was last updated 01 Jul 2026 05:06. Data for this ETF is available from 03 Jan 2000 - 30 Jun 2026.