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:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -3.22%.   Win rate: 20.0%.   Sharpe Ratio: -4.181.   Maximum drawdown: -18.21% on 13 October 2022.
Mean CAGR: 7.43%. Time in market: 5350 days.   Hypothetical return: $1000 would be worth $911.50 on 23 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 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 10 signal(s) occurring before 13 August 2024 for a 7.5% profit target: (20.0% * 7.60%) + (30.0% * 0.70%) - (50.0% * 9.91%) = -3.22%.
Wins: 2 Breakevens: 3 Losses: 5

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.

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
23 July 2026 Williams %R (Weekly) $ 79.26 11 37 23 74 67 23 schedule schedule schedule schedule schedule
06 March 2026 Williams %R (Weekly) $ 79.72 7 26 20 73 73 16 schedule schedule schedule schedule schedule
03 April 2025 Williams %R (Weekly) $ 77.98 16 46 26 88 71 31 select_check_box select_check_box select_check_box select_check_box select_check_box
18 December 2024 Williams %R (Weekly) $ 78.66 21 37 29 87 72 33 select_check_box select_check_box select_check_box select_check_box select_check_box
10 April 2024 Williams %R (Weekly) $ 76.56 17 37 0 67 select_check_box select_check_box select_check_box select_check_box select_check_box
26 September 2023 Williams %R (Weekly) $ 73.71 23 16 0 74 select_check_box select_check_box select_check_box select_check_box select_check_box
22 September 2022 Williams %R (Weekly) $ 73.16 45 75 select_check_box select_check_box select_check_box select_check_box select_check_box
30 June 2022 Williams %R (Weekly) $ 73.14 76 66 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
11 May 2022 Williams %R (Weekly) $ 76.88 87 75 select_check_box select_check_box select_check_box select_check_box select_check_box
08 April 2022 Williams %R (Weekly) $ 80.36 26 62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 March 2022 Williams %R (Weekly) $ 82.10 41 47 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2022 Williams %R (Weekly) $ 85.59 16 39 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 November 2021 Williams %R (Weekly) $ 86.60 14 27 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 October 2021 Williams %R (Weekly) $ 86.94 11 45 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 21 Aug 2026 07:24. Data for this ETF is available from 04 Jan 2021 - 20 Aug 2026.