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

Buy indicator:                
              [ What are these indicators? | Switch to IEUR's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 6.23%.   Win rate: 75.00%.   Sharpe Ratio: -0.584.   Maximum drawdown: -28.93% on 27 September 2022.
Mean CAGR: 125.79%. Time in market: 1515 days.   Hypothetical return: $1000 would be worth $1280.43 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 8 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (75.00% * 8.27%) + (25.00% * 0.12%) - (0% * 0%) = 6.23%.
Wins: 6 Breakevens: 2 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.

 

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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
19 March 2026   25     Williams %R (Weekly) $ 69.14 schedule schedule schedule schedule schedule
08 April 2025   20     Williams %R (Weekly) $ 54.74 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   25     Williams %R (Weekly) $ 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
13 November 2024   30     Williams %R (Weekly) $ 55.28 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 August 2024   20     Williams %R (Weekly) $ 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   35     Williams %R (Weekly) $ 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   35     Williams %R (Weekly) $ 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
02 September 2022   20     Williams %R (Weekly) $ 43.14 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
14 July 2022   20     Williams %R (Weekly) $ 42.88 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_bolt
10 June 2022   20     Williams %R (Weekly) $ 46.84 select_check_box select_check_box select_check_box select_check_box select_check_box
09 May 2022   20     Williams %R (Weekly) $ 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
01 March 2022   45     Williams %R (Weekly) $ 52.32 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2022       Williams %R (Weekly) $ 55.12 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for iShares Core MSCI Europe (exchange: ARCX symbol: IEUR) was last updated 27 Mar 2026 13:45. Data for this ETF is available from 04 Jan 2021 - 26 Mar 2026.