iShares China Large Cap (FXI) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to FXI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -5.40%.   Win rate: 68.75%.   Sharpe Ratio: -1.511.   Maximum drawdown: -55.38% on 31 October 2022.
Mean CAGR: 88.1%. Time in market: 4737 days.   Hypothetical return: $1000 would be worth $530.82 on 13 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 China Large Cap

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 16 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (68.75% * 8.52%) + (0% * 0%) - (31.25% * 36.04%) = -5.40%.
Wins: 11 Breakevens: 0 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%
26 February 2026  bubble_chart   MEDIUM   smart_toy0.708  factory0.269   50 Day Low $ 37.42 schedule schedule schedule schedule schedule
19 November 2025  bubble_chart   MEDIUM   smart_toy0.581  factory0.362   50 Day Low $ 39.18 schedule schedule schedule schedule schedule
07 April 2025  bubble_chart   MEDIUM   smart_toy0.944  factory0.804   FIRE SALE 50 Day Low $ 30.30 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
08 January 2025  bubble_chart   MEDIUM   smart_toy0.562  factory0.403   50 Day Low $ 29.44 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
19 July 2024   MEDIUM   smart_toy0.237  factory0.133   50 Day Low $ 25.86 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
08 January 2024   MEDIUM   smart_toy0.716  factory0.217   50 Day Low $ 22.83 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 November 2023   MEDIUM   smart_toy0.213  factory0.629   50 Day Low $ 25.10 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
03 October 2023   MEDIUM   smart_toy0.476  factory0.57   50 Day Low $ 25.75 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
18 August 2023   MEDIUM   smart_toy0.288  factory0.368   50 Day Low $ 26.20 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
24 May 2023   MEDIUM   smart_toy0.775  factory0.244   50 Day Low $ 26.92 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
09 March 2023   MEDIUM   smart_toy0.286  factory0.47   50 Day Low $ 27.69 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
19 October 2022   MEDIUM   smart_toy0.763  factory0.695   50 Day Low $ 23.88 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
14 September 2022   MEDIUM   smart_toy0.273  factory0.719   50 Day Low $ 28.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 August 2022   MEDIUM   smart_toy0.242  factory0.682   50 Day Low $ 29.44 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt disabled_by_default
24 February 2022   HIGH   smart_toy0.767  factory0.317   50 Day Low $ 34.48 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 December 2021   LOW   smart_toy0.17  factory0.291   50 Day Low $ 37.76 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 September 2021   LOW   smart_toy0.41  factory0.275   50 Day Low $ 38.36 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
20 August 2021   LOW   smart_toy0.767  factory0.15   50 Day Low $ 38.56 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default
08 July 2021   LOW   smart_toy0.581  factory0.18   50 Day Low $ 42.89 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 May 2021   LOW   smart_toy0.619  factory0.136   50 Day Low $ 45.07 select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 March 2021   LOW   smart_toy0.429  factory0.218   50 Day Low $ 46.92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

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