iShares iBOXX USD High Yield Corporate Bond (HYG) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to HYG's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -4.33%.   Win rate: 15.38%.   Sharpe Ratio: -5.13.   Maximum drawdown: -18.30% on 13 October 2022.
Mean CAGR: 4.93%. Time in market: 7197 days.   Hypothetical return: $1000 would be worth $861.06 on 18 September 2023.
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 US High Yield Bonds

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: (15.38% * 7.60%) + (30.77% * 2.06%) - (53.85% * 11.39%) = -4.33%.
Wins: 2 Breakevens: 4 Losses: 7

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%
02 March 2026   MEDIUM   smart_toy0.201  factory0.043   50 Day Low $ 80.17 schedule schedule schedule schedule schedule
04 November 2025   MEDIUM   smart_toy0.372  factory0.063   50 Day Low $ 80.06 schedule schedule schedule schedule schedule
01 April 2025   MEDIUM   smart_toy0.555  factory0.421   50 Day Low $ 78.68 select_check_box select_check_box select_check_box select_check_box select_check_box
18 December 2024   MEDIUM   smart_toy0.101  factory0.059   50 Day Low $ 78.66 select_check_box select_check_box select_check_box select_check_box select_check_box
10 April 2024   MEDIUM   smart_toy0.138  factory0.112   50 Day Low $ 76.56 select_check_box select_check_box select_check_box select_check_box select_check_box
21 September 2023   MEDIUM   smart_toy0.145  factory0.151   50 Day Low $ 73.98 select_check_box select_check_box select_check_box select_check_box select_check_box
13 March 2023   MEDIUM   smart_toy0.134  factory0.555   50 Day Low $ 73.12 select_check_box select_check_box select_check_box select_check_box select_check_box
16 September 2022   MEDIUM   smart_toy0.786  factory0.703   50 Day Low $ 73.85 select_check_box select_check_box select_check_box select_check_box select_check_box
30 June 2022   MEDIUM   smart_toy0.953  factory0.824   FIRE SALE 50 Day Low $ 73.14 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
18 May 2022   MEDIUM   smart_toy0.979  factory0.694   FIRE SALE 50 Day Low $ 76.10 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
11 April 2022   MEDIUM   smart_toy0.799  factory0.181   50 Day Low $ 79.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 February 2022   HIGH   smart_toy0.953  factory0.377   50 Day Low $ 82.52 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 January 2022   LOW   smart_toy0.308  factory0.229   50 Day Low $ 85.44 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 November 2021   LOW   smart_toy0.044  factory0.05   50 Day Low $ 86.60 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 October 2021   LOW   smart_toy0.716  factory0.063   50 Day Low $ 86.94 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 August 2021   LOW   smart_toy0.826  factory0.035   50 Day Low $ 87.04 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 March 2021   LOW   smart_toy0.141  factory0.13   50 Day Low $ 85.90 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares iBOXX USD High Yield Corporate Bond (exchange: ARCX symbol: HYG) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.