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:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -8.08%.   Win rate: 55.17%.   Sharpe Ratio: -2.905.   Maximum drawdown: -58.18% on 31 October 2022.
Mean CAGR: 69.14%. Time in market: 10290 days.   Hypothetical return: $1000 would be worth $711.31 on 24 September 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 29 signal(s) occurring before 03 August 2024 for a 7.5% profit target: (55.17% * 9.78%) + (6.90% * 1.41%) - (37.93% * 35.79%) = -8.08%.
Wins: 16 Breakevens: 2 Losses: 11

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.

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
07 August 2026 Mega Dump Lite $ 36.12 28 19 58 92 28 32 schedule schedule schedule schedule schedule
06 July 2026  bubble_chart Mega Dump Lite $ 32.44 29 15 58 91 36 31 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule schedule
01 June 2026  bubble_chart Mega Dump Lite $ 35.28 39 16 57 92 35 37 schedule schedule schedule schedule schedule
09 March 2026  bubble_chart Mega Dump Lite $ 36.24 25 36 57 88 43 37 schedule schedule schedule schedule schedule
13 May 2025  bubble_chart Mega Dump Lite $ 35.68 36 23 53 89 31 40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 April 2025  bubble_chart Mega Dump Lite $ 31.70 83 78 51 85 31 90 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_bolt
21 January 2025  bubble_chart Mega Dump Lite $ 30.81 38 27 50 85 31 42 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
17 December 2024  bubble_chart Mega Dump Lite $ 30.50 46 30 50 83 33 48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
15 November 2024  bubble_chart Mega Dump Lite $ 30.16 48 35 46 85 31 52 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
14 October 2024  bubble_chart Mega Dump Lite $ 32.82 36 33 50 82 33 43 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
08 July 2024 Mega Dump Lite $ 26.23 33 11 45 95 37 30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
04 June 2024 Mega Dump Lite $ 26.99 27 41 42 96 47 40 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
21 February 2024 Mega Dump Lite $ 23.56 35 34 40 93 41 44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
17 January 2024 Mega Dump Lite $ 21.34 55 16 35 89 41 44 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
13 December 2023 Mega Dump Lite $ 23.78 53 16 41 90 44 43 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
26 September 2023 Mega Dump Lite $ 26.37 26 16 33 94 47 30 select_check_box select_check_box select_check_box select_check_box select_check_box
23 August 2023 Mega Dump Lite $ 26.54 24 16 28 93 47 28 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
11 July 2023 Mega Dump Lite $ 27.26 42 16 40 93 55 38 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
02 June 2023 Mega Dump Lite $ 27.23 51 35 0 27 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
14 April 2023 Mega Dump Lite $ 28.82 53 28 0 27 select_check_box select_check_box select_check_box select_check_box select_check_box
14 March 2023 Mega Dump Lite $ 27.60 74 65 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
09 February 2023 Mega Dump Lite $ 31.14 39 25 select_check_box select_check_box select_check_box select_check_box select_check_box
14 November 2022 Mega Dump Lite $ 25.64 76 53 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
11 October 2022 Mega Dump Lite $ 24.97 87 82 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
09 September 2022 Mega Dump Lite $ 29.32 84 48 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
18 July 2022 Mega Dump Lite $ 31.74 78 63 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 May 2022 Mega Dump Lite $ 30.56 86 86 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 disabled_by_default
18 April 2022 Mega Dump Lite $ 31.32 43 47 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
15 March 2022 Mega Dump Lite $ 26.76 72 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_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
11 February 2022 Mega Dump Lite $ 37.98 38 50 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 January 2022 Mega Dump Lite $ 36.70 40 42 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
07 December 2021 Mega Dump Lite $ 38.74 45 48 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 October 2021 Mega Dump Lite $ 41.83 35 34 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 September 2021 Mega Dump Lite $ 39.96 37 17 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 August 2021 Mega Dump Lite $ 40.70 38 22 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 July 2021 Mega Dump Lite $ 44.40 35 12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 May 2021 Mega Dump Lite $ 44.53 30 19 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
06 April 2021 Mega Dump Lite $ 47.50 35 12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 March 2021 Mega Dump Lite $ 50.08 35 31 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 13 Aug 2026 07:17. Data for this ETF is available from 04 Jan 2021 - 10 Aug 2026.