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

Signal:                  
                [ What are these? | Switch to EWU's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 4.57%.   Win rate: 71.93%.   Sharpe Ratio: -6.868.   Maximum drawdown: -59.79% on 09 March 2009.
Mean CAGR: 104.81%. Time in market: 12102 days.   Hypothetical return: $1000 would be worth $3887.35 on 12 March 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 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 57 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (71.93% * 8.98%) + (17.54% * 0.48%) - (10.53% * 18.73%) = 4.57%.
Wins: 41 Breakevens: 10 Losses: 6

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%
20 March 2026   MEDIUM   smart_toy0.903  factory0.332   50 Day Low $ 44.42 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
07 April 2025   MEDIUM   smart_toy0.98  factory0.751   FIRE SALE 50 Day Low $ 33.24 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
18 December 2024   MEDIUM   smart_toy0.569  factory0.435   50 Day Low $ 34.19 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
29 October 2024   MEDIUM   smart_toy0.706  factory0.394   50 Day Low $ 36.23 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2024   MEDIUM   smart_toy0.452  factory0.741   50 Day Low $ 34.36 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
02 October 2023   MEDIUM   smart_toy0.892  factory0.575   50 Day Low $ 31.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
15 March 2023   MEDIUM   smart_toy0.847  factory0.824   50 Day Low $ 30.50 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
01 September 2022   MEDIUM   smart_toy0.705  factory0.884   50 Day 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   MEDIUM   smart_toy0.761  factory0.844   50 Day Low $ 30.00 select_check_box select_check_box select_check_box select_check_box select_check_box
09 May 2022   MEDIUM   smart_toy0.968  factory0.782   FIRE SALE 50 Day 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
04 March 2022   HIGH   smart_toy0.931  factory0.443   FIRE SALE 50 Day Low $ 31.53 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
01 December 2021   LOW   smart_toy0.412  factory0.403   50 Day Low $ 32.13 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
17 September 2021   LOW   smart_toy0.885  factory0.193   50 Day Low $ 28.82 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 select_check_box electric_bolt
20 July 2021   LOW   smart_toy0.664  factory0.23   50 Day Low $ 27.80 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 electric_boltelectric_boltelectric_bolt
16 July 2021   LOW   smart_toy0.766  factory0.178   50 Day Low $ 28.73 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
08 July 2021   LOW   smart_toy0.632  factory0.179   50 Day Low $ 32.44 select_check_box select_check_box select_check_box select_check_box select_check_box
18 June 2021   LOW   smart_toy0.653  factory0.172   50 Day Low $ 28.77 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
29 March 2021   LOW   smart_toy0.809  factory0.419   50 Day Low $ 27.36 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_boltelectric_bolt
28 October 2020   LOW   smart_toy0.655  factory0.562   50 Day Low $ 20.91 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_boltelectric_bolt
21 September 2020   LOW   smart_toy0.6  factory0.671   50 Day Low $ 21.73 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_boltelectric_bolt
24 February 2020   LOW   smart_toy0.497  factory0.412   50 Day Low $ 26.61 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2019   LOW   smart_toy0.363  factory0.716   50 Day Low $ 25.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 May 2019   LOW   smart_toy0.748  factory0.761   50 Day Low $ 26.37 select_check_box select_check_box select_check_box select_check_box select_check_box
06 December 2018   MEDIUM   smart_toy0.927  factory0.848   FIRE SALE 50 Day 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   LOW   smart_toy0.919  factory0.803   FIRE SALE 50 Day Low $ 25.84 select_check_box select_check_box select_check_box select_check_box select_check_box
06 September 2018   LOW   smart_toy0.959  factory0.471   50 Day Low $ 26.33 select_check_box select_check_box select_check_box select_check_box select_check_box
02 August 2018   LOW   smart_toy0.611  factory0.593   50 Day Low $ 27.22 select_check_box select_check_box select_check_box select_check_box select_check_box
19 June 2018   LOW   smart_toy0.643  factory0.475   50 Day Low $ 27.53 select_check_box select_check_box select_check_box select_check_box select_check_box
02 March 2018   LOW   smart_toy0.783  factory0.421   50 Day Low $ 26.61 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
11 October 2016   LOW   smart_toy0.516  factory0.422   50 Day Low $ 22.56 select_check_box select_check_box select_check_box select_check_box select_check_box
14 June 2016   LOW   smart_toy0.801  factory0.645   50 Day Low $ 21.74 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
12 January 2016   MEDIUM   smart_toy0.939  factory0.701   FIRE SALE 50 Day Low $ 21.67 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 December 2015   MEDIUM   smart_toy0.947  factory0.678   FIRE SALE 50 Day Low $ 22.86 select_check_box select_check_box select_check_box select_check_box select_check_box
24 September 2015   MEDIUM   smart_toy0.979  factory0.605   FIRE SALE 50 Day Low $ 22.97 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
21 August 2015   MEDIUM   smart_toy0.737  factory0.765   50 Day Low $ 24.43 select_check_box select_check_box select_check_box select_check_box select_check_box
30 June 2015   LOW   smart_toy0.628  factory0.832   50 Day Low $ 25.85 select_check_box select_check_box select_check_box select_check_box select_check_box
15 December 2014   MEDIUM   smart_toy0.917  factory0.481   50 Day 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
10 October 2014   LOW   smart_toy0.846  factory0.391   FIRE SALE 50 Day Low $ 25.02 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
08 September 2014   LOW   smart_toy0.676  factory0.22   50 Day Low $ 27.04 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 July 2014   LOW   smart_toy0.584  factory0.25   50 Day Low $ 27.77 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 June 2013   LOW   smart_toy0.577  factory0.906   50 Day Low $ 22.20 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
16 November 2012   LOW   smart_toy0.881  factory0.728   FIRE SALE 50 Day Low $ 20.86 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
14 May 2012   LOW   smart_toy0.73  factory0.836   50 Day Low $ 20.00 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 September 2011   MEDIUM   smart_toy0.975  factory0.874   FIRE SALE 50 Day 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
04 August 2011   LOW   smart_toy0.61  factory0.52   50 Day Low $ 19.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
15 June 2011   LOW   smart_toy0.646  factory0.351   50 Day Low $ 20.68 select_check_box select_check_box select_check_box select_check_box select_check_box
15 March 2011   LOW   smart_toy0.86  factory0.494   50 Day Low $ 20.09 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
30 November 2010   LOW   smart_toy0.643  factory0.564   50 Day Low $ 18.73 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
05 May 2010   LOW   smart_toy0.783  factory0.799   50 Day Low $ 17.28 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
22 January 2010   LOW   smart_toy0.9  factory0.654   50 Day Low $ 18.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
25 February 2009   HIGH   smart_toy0.937  factory0.756   50 Day 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   HIGH   smart_toy0.986  factory0.838   50 Day 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
20 November 2008   HIGH   smart_toy0.933  factory0.789   50 Day Low $ 11.62 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
29 September 2008   MEDIUM   smart_toy0.83  factory0.834   50 Day Low $ 17.44 select_check_box select_check_box select_check_box select_check_box select_check_box
19 August 2008   LOW   smart_toy0.704  factory0.884   50 Day Low $ 20.13 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 July 2008   LOW   smart_toy0.648  factory0.905   50 Day Low $ 20.82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 June 2008   LOW   smart_toy0.817  factory0.899   50 Day Low $ 22.82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 March 2008   LOW   smart_toy0.567  factory0.797   50 Day 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
08 January 2008   LOW   smart_toy0.595  factory0.776   50 Day Low $ 24.70 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 July 2007   LOW   smart_toy0.767  factory0.872   50 Day Low $ 24.77 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
01 March 2007   LOW   smart_toy0.624  factory0.774   50 Day Low $ 23.28 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
08 June 2006   LOW   smart_toy0.73  factory0.885   50 Day Low $ 19.67 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for iShares MSCI United Kingdom (exchange: ARCX symbol: EWU) was last updated 30 May 2026 15:00. Data for this ETF is available from 03 Jan 2000 - 29 May 2026.