iShares US Insurance (IAK) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to IAK's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.12%.   Win rate: 100%.   Sharpe Ratio: 11.134.   Maximum drawdown: -9.35% on 24 March 2023.
Mean CAGR: 100.12%. Time in market: 468 days.   Hypothetical return: $1000 would be worth $1257.00 on 14 November 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 Insurance

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 4 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 8.12%) + (0% * 0%) - (0% * 0%) = 8.12%.
Wins: 4 Breakevens: 0 Losses: 0

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.

 

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%
18 March 2026   MEDIUM   smart_toy0.76  factory0.327   50 Day Low $ 128.72 schedule schedule schedule schedule schedule
16 October 2025   MEDIUM   smart_toy0.741  factory0.484   50 Day Low $ 127.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
10 July 2025   MEDIUM   smart_toy0.537  factory0.296   50 Day Low $ 129.54 select_check_box select_check_box schedule schedule schedule
07 April 2025   MEDIUM   smart_toy0.917  factory0.892   FIRE SALE 50 Day Low $ 122.42 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
19 December 2024   MEDIUM   smart_toy0.887  factory0.628   50 Day Low $ 124.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
09 March 2023   MEDIUM   smart_toy0.736  factory0.834   50 Day Low $ 89.75 select_check_box select_check_box select_check_box select_check_box select_check_box
26 September 2022   MEDIUM   smart_toy0.797  factory0.912   50 Day Low $ 78.84 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
10 June 2022   MEDIUM   smart_toy0.932  factory0.744   50 Day Low $ 83.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box
18 June 2021   LOW   smart_toy0.933  factory0.217   50 Day Low $ 75.33 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

 

The data for iShares US Insurance (exchange: ARCX symbol: IAK) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.