iShares MSCI South Africa (EZA) Daily/Weekly Backtest Results globe

Signal:                  
                  [ What are these? | Switch to EZA's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 2.20%.   Win rate: 70.0%.   Sharpe Ratio: -2.31.   Maximum drawdown: -35.34% on 05 October 2023.
Mean CAGR: 52.38%. Time in market: 5390 days.   Hypothetical return: $1000 would be worth $667.22 on 16 August 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 Africa

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 20 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (70.0% * 8.17%) + (15.00% * 0.80%) - (15.00% * 24.23%) = 2.20%.
Wins: 14 Breakevens: 3 Losses: 3

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
12 May 2026   cards_starLOW     Double Seven $ 70.38 schedule schedule schedule schedule schedule
11 May 2026   cards_starLOW     Double Seven $ 71.92 schedule schedule schedule schedule schedule
10 April 2026   cards_starLOW     Double Seven $ 72.30 schedule schedule schedule schedule schedule
07 April 2026   cards_starLOW     Double Seven $ 68.18 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
10 March 2026   cards_starLOW     Double Seven $ 73.28 schedule schedule schedule schedule schedule
06 March 2026   cards_starLOW     Double Seven $ 69.84 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
06 February 2026   cards_starLOW     Double Seven $ 74.19 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
02 February 2026   cards_starLOW     Double Seven $ 73.06 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
05 January 2026   cards_starLOW     Double Seven $ 70.04 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 schedule
29 December 2025   cards_starLOW     Double Seven $ 68.67 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 schedule
01 December 2025   cards_starLOW     Double Seven $ 67.40 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
25 November 2025   cards_starLOW     Double Seven $ 66.00 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
27 October 2025   cards_starMEDIUM     Double Seven $ 64.30 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
24 October 2025   cards_starMEDIUM     Double Seven $ 65.01 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_boltelectric_bolt
23 September 2025   cards_starLOW     Double Seven $ 62.93 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 September 2025   cards_starMEDIUM     Double Seven $ 62.54 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 August 2025   cards_starLOW     Double Seven $ 58.24 select_check_box electric_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 August 2025   cards_starMEDIUM     Double Seven $ 56.84 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
21 July 2025   cards_starLOW     Double Seven $ 55.39 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_boltelectric_bolt
18 July 2025   cards_starLOW     Double Seven $ 54.84 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
17 June 2025   cards_starLOW     Double Seven $ 51.95 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
16 June 2025   cards_starLOW     Double Seven $ 53.12 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
14 May 2025   cards_starLOW     Double Seven $ 50.12 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
03 April 2025   cards_starMEDIUM     Double Seven $ 44.64 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 electric_boltelectric_bolt
25 February 2025   cards_starLOW     Double Seven $ 46.26 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
14 January 2025   cards_starLOW     Double Seven $ 41.13 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 select_check_box electric_bolt
07 January 2025   cards_starLOW     Double Seven $ 42.38 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
13 December 2024   cards_starLOW     Double Seven $ 49.10 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
06 December 2024   cards_starLOW     Double Seven $ 48.44 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
11 November 2024   cards_starLOW     Double Seven $ 47.92 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
04 November 2024   cards_starLOW     Double Seven $ 49.78 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
08 October 2024   cards_starLOW     Double Seven $ 48.96 select_check_box select_check_box select_check_box select_check_box select_check_box
01 October 2024   cards_starLOW     Double Seven $ 50.46 select_check_box select_check_box select_check_box select_check_box select_check_box
04 September 2024   cards_starLOW     Double Seven $ 45.55 select_check_box electric_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
30 August 2024   cards_starLOW     Double Seven $ 47.10 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
02 August 2024   cards_starLOW     Double Seven $ 44.17 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
29 July 2024   cards_starLOW     Double Seven $ 43.58 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
01 July 2024   cards_starLOW     Double Seven $ 43.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 June 2024   cards_starLOW     Double Seven $ 43.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
28 May 2024   cards_starLOW     Double Seven $ 42.84 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
24 May 2024   cards_starLOW     Double Seven $ 42.84 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
15 April 2024   cards_starLOW     Double Seven $ 39.36 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 December 2023   cards_starLOW     Double Seven $ 39.66 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
03 August 2023   cards_starLOW     Double Seven $ 40.81 select_check_box select_check_box select_check_box select_check_box select_check_box
02 August 2023   cards_starLOW     Double Seven $ 41.74 select_check_box select_check_box select_check_box select_check_box select_check_box
15 May 2023   cards_starMEDIUM     Double Seven $ 39.20 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
11 April 2023   cards_starLOW     Double Seven $ 42.28 select_check_box select_check_box select_check_box select_check_box select_check_box
22 February 2023   cards_starLOW     Double Seven $ 41.41 select_check_box select_check_box select_check_box select_check_box select_check_box
20 January 2023   cards_starLOW     Double Seven $ 45.80 select_check_box select_check_box select_check_box select_check_box select_check_box
19 January 2023   cards_starLOW     Double Seven $ 45.49 select_check_box select_check_box select_check_box select_check_box select_check_box
02 May 2022   cards_starLOW     Double Seven $ 47.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 March 2022   cards_starLOW     Double Seven $ 55.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
25 February 2022   cards_starLOW     Double Seven $ 51.72 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
23 November 2021   LOW     Double Seven $ 45.94 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 October 2021   LOW     Double Seven $ 48.92 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
07 July 2021   LOW     Double Seven $ 49.08 select_check_box select_check_box select_check_box select_check_box disabled_by_default
02 June 2021   LOW     Double Seven $ 54.96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 April 2021   LOW     Double Seven $ 49.56 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
29 March 2021   LOW     Double Seven $ 48.92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 February 2021   LOW     Double Seven $ 48.34 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for iShares MSCI South Africa (exchange: ARCX symbol: EZA) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.