iShares US Broker-Dealers & Securities Exchanges (IAI) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to IAI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 3.57%.   Win rate: 69.57%.   Sharpe Ratio: -3.122.   Maximum drawdown: -28.03% on 16 June 2022.
Mean CAGR: 50.68%. Time in market: 5451 days.   Hypothetical return: $1000 would be worth $1500.43 on 21 March 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 Securities Exchanges

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 23 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (69.57% * 8.10%) + (13.04% * 1.18%) - (17.39% * 12.76%) = 3.57%.
Wins: 16 Breakevens: 3 Losses: 4

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
29 May 2026   LOW   smart_toy0.392  factory0.545   Double Seven $ 181.23 schedule schedule schedule schedule schedule
27 April 2026   LOW   smart_toy0.755  factory0.518   Double Seven $ 176.79 schedule schedule schedule schedule schedule
23 February 2026   MEDIUM   smart_toy0.961  factory0.463   Double Seven $ 169.15 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
20 January 2026   LOW   smart_toy0.676  factory0.55   Double Seven $ 186.02 schedule schedule schedule schedule schedule
16 December 2025   LOW   smart_toy0.754  factory0.709   Double Seven $ 178.67 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
14 November 2025   LOW   smart_toy0.846  factory0.8   Double Seven $ 173.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
13 October 2025   LOW   smart_toy0.898  factory0.753   Double Seven $ 173.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
09 September 2025   LOW   smart_toy0.927  factory0.866   Double Seven $ 174.60 select_check_box select_check_box select_check_box electric_bolt schedule schedule
08 August 2025   LOW   smart_toy0.854  factory0.669   Double Seven $ 174.46 select_check_box select_check_box select_check_box schedule schedule
07 July 2025   LOW   smart_toy0.979  factory0.61   Double Seven $ 171.50 select_check_box select_check_box select_check_box select_check_box schedule
02 June 2025   LOW   smart_toy0.54  factory0.727   Double Seven $ 154.16 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_bolt
29 April 2025   LOW    factory0.79   Double Seven $ 139.50 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
28 March 2025   LOW    factory0.859   Double Seven $ 140.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
24 February 2025   LOW    factory0.865   Double Seven $ 152.50 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
14 January 2025   LOW    factory0.841   Double Seven $ 142.56 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_bolt
13 December 2024   LOW    factory0.858   Double Seven $ 150.68 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
11 November 2024   LOW    factory0.747   Double Seven $ 149.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
08 October 2024   LOW    factory0.888   Double Seven $ 129.56 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
06 September 2024   LOW    factory0.799   Double Seven $ 124.34 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
05 August 2024   LOW    factory0.9   Double Seven $ 115.34 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 select_check_box electric_boltelectric_bolt
17 June 2024   LOW    factory0.848   Double Seven $ 115.48 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 electric_bolt
14 May 2024   LOW    factory0.76   Double Seven $ 116.73 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
11 April 2024   LOW    factory0.617   Double Seven $ 112.88 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
11 March 2024   LOW    factory0.842   Double Seven $ 112.69 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
06 February 2024   LOW    factory0.847   Double Seven $ 105.68 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
04 January 2024   LOW    factory0.725   Double Seven $ 105.86 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
06 September 2023   MEDIUM    factory0.932   Double Seven $ 93.86 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
02 August 2023   LOW    factory0.714   Double Seven $ 96.98 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
17 March 2023   MEDIUM    factory0.876   Double Seven $ 88.76 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
13 February 2023   LOW    factory0.867   Double Seven $ 104.14 select_check_box select_check_box select_check_box select_check_box select_check_box
10 January 2023   LOW    factory0.88   Double Seven $ 100.43 select_check_box select_check_box select_check_box select_check_box select_check_box
07 December 2022   LOW    factory0.863   Double Seven $ 98.98 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
01 March 2022   MEDIUM    factory0.609   Double Seven $ 101.55 select_check_box select_check_box select_check_box select_check_box select_check_box
28 January 2022   LOW    factory0.906   Double Seven $ 104.18 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
27 December 2021   LOW    factory0.359   Double Seven $ 111.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 November 2021   LOW    factory0.316   Double Seven $ 111.39 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 October 2021   LOW    factory0.381   Double Seven $ 113.30 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 September 2021   LOW    factory0.207   Double Seven $ 106.18 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
16 August 2021   LOW    factory0.171   Double Seven $ 108.40 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
13 July 2021   LOW    factory0.187   Double Seven $ 102.32 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 June 2021   LOW    factory0.256   Double Seven $ 101.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 April 2021   LOW    factory0.169   Double Seven $ 95.50 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 March 2021   LOW    factory0.235   Double Seven $ 93.22 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
22 January 2021   LOW    factory0.726   Double Seven $ 84.21 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_bolt

 

The data for iShares US Broker-Dealers & Securities Exchanges (exchange: ARCX symbol: IAI) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.