iShares MSCI South Korea (EWY) 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 Best Buy Signals [ What are these? | Switch to EWY's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: Off Classic Original AI Model ML4 AI Model Threshold: All Low High Very High [ What are these scores? ]
Expectancy: -2.48%. Win rate: 53.85%. Sharpe Ratio: -2.058. Maximum drawdown: -46.28% on 30 September 2022.
Mean CAGR: 68.62%. Time in market: 4684 days. Hypothetical return: $1000 would be worth $976.46 on 15 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 South Korea

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: (53.85% * 8.43%) + (7.69% * 0.95%) - (38.46% * 18.43%) = -2.48%.
Wins: 7 Breakevens: 1 Losses: 5

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%
04 April 2025 MEDIUM smart_toy0.866 factory0.679 FIRE SALE	50 Day Low	$ 51.85	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
03 December 2024 MEDIUM smart_toy0.317 factory0.188	50 Day Low	$ 55.20	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
22 October 2024 MEDIUM smart_toy0.454 factory0.268	50 Day Low	$ 60.88	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
05 August 2024 MEDIUM smart_toy0.41 factory0.351	50 Day Low	$ 59.28	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 April 2024 MEDIUM smart_toy0.399 factory0.241	50 Day Low	$ 61.22	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
17 January 2024 MEDIUM smart_toy0.822 factory0.369	50 Day Low	$ 57.33	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt
31 October 2023 MEDIUM smart_toy0.539 factory0.604	50 Day Low	$ 54.92	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
26 September 2023 MEDIUM smart_toy0.413 factory0.492	50 Day Low	$ 58.98	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
14 August 2023 MEDIUM smart_toy0.348 factory0.239	50 Day Low	$ 62.44	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
06 September 2022 MEDIUM smart_toy0.73 factory0.719	50 Day Low	$ 55.18	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
13 June 2022 MEDIUM smart_toy0.758 factory0.724	50 Day Low	$ 60.68	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
25 April 2022 MEDIUM smart_toy0.553 factory0.251	50 Day Low	$ 66.84	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 March 2022 HIGH smart_toy0.933 factory0.274 FIRE SALE	50 Day Low	$ 67.92	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
18 January 2022 LOW smart_toy0.887 factory0.266	50 Day Low	$ 75.34	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
26 November 2021 LOW smart_toy0.434 factory0.243	50 Day Low	$ 76.14	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
20 September 2021 LOW smart_toy0.752 factory0.171	50 Day Low	$ 80.99	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
30 July 2021 LOW smart_toy0.804 factory0.146	50 Day Low	$ 88.67	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default

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