iShares Core S&P Mid-Cap (IJH) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to IJH's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.04%.   Win rate: 88.89%.   Sharpe Ratio: 0.357.   Maximum drawdown: -17.25% on 30 September 2022.
Mean CAGR: 69.36%. Time in market: 1125 days.   Hypothetical return: $1000 would be worth $1457.30 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 US Mid-Caps

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 9 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (88.89% * 7.89%) + (11.11% * 0.18%) - (0% * 0%) = 7.04%.
Wins: 8 Breakevens: 1 Losses: 0

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%
19 March 2026   MEDIUM   smart_toy0.922  factory0.435   50 Day Low $ 66.89 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
04 November 2025   MEDIUM   smart_toy0.806  factory0.493   50 Day Low $ 64.24 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
03 April 2025   MEDIUM   smart_toy0.903  factory0.817   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_bolt select_check_box electric_bolt
27 February 2025   MEDIUM   smart_toy0.69  factory0.515   50 Day Low $ 61.65 select_check_box select_check_box select_check_box select_check_box select_check_box
10 January 2025   HIGH   smart_toy0.858  factory0.65   50 Day Low $ 61.97 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
05 August 2024   MEDIUM   smart_toy0.716  factory0.809   50 Day Low $ 56.80 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
23 October 2023   MEDIUM   smart_toy0.787  factory0.791   50 Day Low $ 47.36 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
19 September 2023   MEDIUM   smart_toy0.47  factory0.476   50 Day Low $ 51.28 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 March 2023   MEDIUM   smart_toy0.52  factory0.786   50 Day Low $ 48.03 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 September 2022   HIGH   smart_toy0.942  factory0.869   FIRE SALE 50 Day Low $ 44.11 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 electric_bolt
13 June 2022   HIGH   smart_toy0.902  factory0.881   FIRE SALE 50 Day Low $ 46.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
27 April 2022   HIGH   smart_toy0.742  factory0.69   50 Day Low $ 50.32 select_check_box select_check_box select_check_box select_check_box select_check_box
24 February 2022   HIGH   smart_toy0.708  factory0.515   50 Day Low $ 50.66 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
20 January 2022   LOW   smart_toy0.816  factory0.581   50 Day Low $ 53.15 select_check_box select_check_box select_check_box select_check_box select_check_box
18 June 2021   LOW   smart_toy0.882  factory0.225   50 Day Low $ 52.23 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box

 

The data for iShares Core S&P Mid-Cap (exchange: ARCX symbol: IJH) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.