SPDR S&P Emerging Markets Asia Pacific (GMF) Daily/Weekly Backtest Results
*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.
Calculations for Asia (Emerging)
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 15 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (53.33% * 8.00%) + (6.67% * 0.88%) - (40.0% * 17.61%) = -2.72%.
Wins: 8 Breakevens: 1 Losses: 6
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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= 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% | |||
| 19 March 2026 MEDIUM smart_toy0.765 factory0.255 | 50 Day Low | $ 137.50 | |||||
| 21 November 2025 MEDIUM smart_toy0.656 factory0.293 | 50 Day Low | $ 135.33 | |||||
| 04 April 2025 MEDIUM smart_toy0.919 factory0.7 FIRE SALE | 50 Day Low | $ 108.39 | |||||
| 30 December 2024 MEDIUM smart_toy0.303 factory0.337 | 50 Day Low | $ 116.20 | |||||
| 05 August 2024 MEDIUM smart_toy0.281 factory0.459 | 50 Day Low | $ 104.60 | |||||
| 17 January 2024 MEDIUM smart_toy0.504 factory0.377 | 50 Day Low | $ 95.34 | |||||
| 26 October 2023 MEDIUM smart_toy0.604 factory0.612 | 50 Day Low | $ 93.66 | |||||
| 21 September 2023 MEDIUM smart_toy0.36 factory0.308 | 50 Day Low | $ 96.78 | |||||
| 18 August 2023 MEDIUM smart_toy0.307 factory0.343 | 50 Day Low | $ 97.10 | |||||
| 31 May 2023 MEDIUM smart_toy0.74 factory0.233 | 50 Day Low | $ 95.28 | |||||
| 15 March 2023 MEDIUM smart_toy0.273 factory0.517 | 50 Day Low | $ 95.28 | |||||
| 10 October 2022 MEDIUM smart_toy0.899 factory0.698 FIRE SALE | 50 Day Low | $ 89.08 | |||||
| 06 September 2022 MEDIUM smart_toy0.39 factory0.658 | 50 Day Low | $ 98.58 | |||||
| 06 May 2022 MEDIUM smart_toy0.849 factory0.561 | 50 Day Low | $ 100.96 | |||||
| 04 March 2022 HIGH smart_toy0.76 factory0.296 | 50 Day Low | $ 111.20 | |||||
| 28 January 2022 LOW smart_toy0.53 factory0.331 | 50 Day Low | $ 116.24 | |||||
| 17 December 2021 LOW smart_toy0.194 factory0.253 | 50 Day Low | $ 121.24 | |||||
| 26 July 2021 LOW smart_toy0.756 factory0.173 | 50 Day Low | $ 125.02 | |||||
| 12 May 2021 LOW smart_toy0.187 factory0.143 | 50 Day Low | $ 127.18 | |||||
| 24 March 2021 LOW smart_toy0.399 factory0.213 | 50 Day Low | $ 129.01 | |||||
The data for SPDR S&P Emerging Markets Asia Pacific (exchange: ARCX symbol: GMF) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.