iShares Core MSCI Europe (IEUR) Daily/Weekly Backtest Results south_america

Signal:                  
                [ What are these? | Switch to IEUR's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 4.16%.   Win rate: 66.67%.   Sharpe Ratio: -2.052.   Maximum drawdown: -30.32% on 27 September 2022.
Mean CAGR: 93.13%. Time in market: 3097 days.   Hypothetical return: $1000 would be worth $1179.09 on 14 December 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 Europe

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 12 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (66.67% * 7.96%) + (16.67% * 0.54%) - (16.67% * 7.46%) = 4.16%.
Wins: 8 Breakevens: 2 Losses: 2

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%
12 March 2026   MEDIUM   smart_toy0.729  factory0.241   50 Day Low $ 70.94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
07 April 2025   MEDIUM   smart_toy0.9  factory0.679   FIRE SALE 50 Day Low $ 53.84 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
18 December 2024   MEDIUM   smart_toy0.403  factory0.306   50 Day Low $ 54.82 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
30 October 2024   MEDIUM   smart_toy0.488  factory0.274   50 Day Low $ 57.75 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2024   MEDIUM   smart_toy0.414  factory0.465   50 Day Low $ 55.28 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
25 October 2023   MEDIUM   smart_toy0.516  factory0.56   50 Day Low $ 47.87 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
21 September 2023   MEDIUM   smart_toy0.366  factory0.338   50 Day Low $ 50.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 August 2023   MEDIUM   smart_toy0.365  factory0.437   50 Day Low $ 50.84 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
19 September 2022   MEDIUM   smart_toy0.418  factory0.777   50 Day Low $ 42.82 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
13 July 2022   MEDIUM   smart_toy0.788  factory0.867   50 Day Low $ 43.45 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
10 June 2022   MEDIUM   smart_toy0.856  factory0.586   50 Day Low $ 46.84 select_check_box select_check_box select_check_box select_check_box select_check_box
09 May 2022   MEDIUM   smart_toy0.795  factory0.698   50 Day Low $ 47.25 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
03 March 2022   HIGH   smart_toy0.745  factory0.369   50 Day Low $ 51.62 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
24 January 2022   LOW   smart_toy0.555  factory0.378   50 Day Low $ 55.12 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2021   LOW   smart_toy0.462  factory0.257   50 Day Low $ 55.76 select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 September 2021   LOW   smart_toy0.596  factory0.243   50 Day Low $ 56.22 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
19 July 2021   LOW   smart_toy0.786  factory0.172   50 Day Low $ 55.80 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default

 

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