iShares US Pharmaceuticals (IHE) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to IHE's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.99%.   Win rate: 90.91%.   Sharpe Ratio: 1.303.   Maximum drawdown: -7.99% on 31 October 2023.
Mean CAGR: 93.37%. Time in market: 1307 days.   Hypothetical return: $1000 would be worth $1839.19 on 15 July 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 Pharmaceuticals

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 11 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (90.91% * 8.11%) + (9.09% * 6.84%) - (0% * 0%) = 7.99%.
Wins: 10 Breakevens: 1 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%
20 March 2026   MEDIUM   smart_toy0.856  factory0.548   50 Day Low $ 84.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
04 April 2025   MEDIUM   smart_toy0.909  factory0.772   FIRE SALE 50 Day Low $ 64.60 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
18 December 2024   MEDIUM   smart_toy0.796  factory0.622   50 Day Low $ 66.12 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 October 2024   MEDIUM   smart_toy0.85  factory0.481   50 Day Low $ 69.90 select_check_box select_check_box select_check_box select_check_box select_check_box
15 April 2024   MEDIUM   smart_toy0.78  factory0.407   50 Day Low $ 63.85 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
31 October 2023   HIGH   smart_toy0.725  factory0.834   50 Day Low $ 55.82 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
29 September 2023   HIGH   smart_toy0.564  factory0.612   50 Day Low $ 59.34 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 March 2023   MEDIUM   smart_toy0.737  factory0.791   50 Day Low $ 56.80 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box
16 February 2023   MEDIUM   smart_toy0.521  factory0.806   50 Day Low $ 60.67 select_check_box select_check_box select_check_box select_check_box select_check_box
10 October 2022   MEDIUM   smart_toy0.932  factory0.927   FIRE SALE 50 Day Low $ 56.27 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
30 August 2022   MEDIUM   smart_toy0.618  factory0.926   50 Day Low $ 59.37 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
13 June 2022   MEDIUM   smart_toy0.772  factory0.891   50 Day Low $ 60.48 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
09 May 2022   MEDIUM   smart_toy0.836  factory0.814   FIRE SALE 50 Day Low $ 60.52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
24 January 2022   LOW   smart_toy0.739  factory0.637   50 Day Low $ 61.45 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
28 September 2021   LOW   smart_toy0.938  factory0.313   50 Day Low $ 61.39 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box

 

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