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: 5.35%.   Win rate: 75.76%.   Sharpe Ratio: -6.163.   Maximum drawdown: -24.06% on 30 September 2022.
Mean CAGR: 54.65%. Time in market: 7454 days.   Hypothetical return: $1000 would be worth $1312.59 on 14 October 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 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 33 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (75.76% * 8.14%) + (12.12% * 1.52%) - (12.12% * 8.22%) = 5.35%.
Wins: 25 Breakevens: 4 Losses: 4

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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 May 2026   cards_starLOW     Double Seven $ 73.52 schedule schedule schedule schedule schedule
08 May 2026   cards_starLOW     Double Seven $ 74.12 schedule schedule schedule schedule schedule
09 April 2026   cards_starLOW     Double Seven $ 70.44 select_check_box electric_boltelectric_bolt schedule schedule schedule schedule
06 April 2026   cards_starLOW     Double Seven $ 68.26 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
09 March 2026   cards_starLOW     Double Seven $ 68.27 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
03 March 2026   cards_starLOW     Double Seven $ 70.65 select_check_box electric_bolt schedule schedule schedule schedule
03 February 2026   cards_starMEDIUM     Double Seven $ 69.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
30 January 2026   cards_starLOW     Double Seven $ 68.78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
02 January 2026   cards_starMEDIUM     Double Seven $ 66.60 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
29 December 2025   cards_starMEDIUM     Double Seven $ 67.02 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
25 November 2025   cards_starMEDIUM     Double Seven $ 65.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
24 October 2025   cards_starLOW     Double Seven $ 66.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule
22 September 2025   cards_starMEDIUM     Double Seven $ 65.51 select_check_box select_check_box select_check_box select_check_box schedule
19 August 2025   cards_starMEDIUM     Double Seven $ 63.76 select_check_box select_check_box select_check_box select_check_box electric_bolt schedule
16 July 2025   cards_starLOW     Double Seven $ 62.78 select_check_box electric_bolt select_check_box select_check_box select_check_box schedule
11 March 2025   cards_starMEDIUM     Double Seven $ 58.32 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 March 2025   cards_starMEDIUM     Double Seven $ 58.81 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
07 February 2025   cards_starLOW     Double Seven $ 64.46 select_check_box select_check_box select_check_box select_check_box select_check_box
04 February 2025   cards_starLOW     Double Seven $ 64.08 select_check_box select_check_box select_check_box select_check_box select_check_box
06 January 2025   cards_starLOW     Double Seven $ 63.17 select_check_box select_check_box select_check_box select_check_box select_check_box
03 January 2025   cards_starLOW     Double Seven $ 62.66 select_check_box select_check_box select_check_box select_check_box select_check_box
03 December 2024   cards_starLOW     Double Seven $ 67.12 select_check_box select_check_box select_check_box select_check_box select_check_box
02 December 2024   cards_starLOW     Double Seven $ 67.32 select_check_box select_check_box select_check_box select_check_box select_check_box
01 November 2024   cards_starLOW     Double Seven $ 62.12 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
29 October 2024   cards_starLOW     Double Seven $ 62.62 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
30 September 2024   cards_starLOW     Double Seven $ 62.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
27 September 2024   cards_starLOW     Double Seven $ 62.42 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
27 August 2024   cards_starLOW     Double Seven $ 61.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
26 August 2024   cards_starLOW     Double Seven $ 62.03 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
26 July 2024   cards_starLOW     Double Seven $ 61.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 July 2024   cards_starLOW     Double Seven $ 60.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 June 2024   cards_starLOW     Double Seven $ 58.79 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 June 2024   cards_starLOW     Double Seven $ 58.46 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 May 2024   cards_starLOW     Double Seven $ 60.22 select_check_box select_check_box select_check_box select_check_box select_check_box
20 May 2024   cards_starLOW     Double Seven $ 60.33 select_check_box select_check_box select_check_box select_check_box select_check_box
18 April 2024   cards_starLOW     Double Seven $ 56.57 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 April 2024   cards_starLOW     Double Seven $ 57.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
18 March 2024   cards_starLOW     Double Seven $ 58.46 select_check_box select_check_box select_check_box select_check_box select_check_box
15 March 2024   cards_starLOW     Double Seven $ 58.42 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2024   cards_starMEDIUM     Double Seven $ 54.74 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
04 January 2024   cards_starLOW     Double Seven $ 53.92 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
03 January 2024   cards_starLOW     Double Seven $ 54.34 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
10 October 2023   cards_starLOW     Double Seven $ 49.65 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
29 September 2023   cards_starLOW     Double Seven $ 50.14 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
06 September 2023   cards_starLOW     Double Seven $ 52.08 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
28 August 2023   cards_starLOW     Double Seven $ 51.89 select_check_box select_check_box select_check_box select_check_box select_check_box
03 August 2023   cards_starLOW     Double Seven $ 53.50 select_check_box select_check_box select_check_box select_check_box select_check_box
25 July 2023   cards_starLOW     Double Seven $ 54.04 select_check_box select_check_box select_check_box select_check_box select_check_box
26 June 2023   cards_starLOW     Double Seven $ 50.36 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
23 June 2023   cards_starLOW     Double Seven $ 50.12 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
17 March 2023   cards_starMEDIUM     Double Seven $ 47.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 February 2023   cards_starLOW     Double Seven $ 52.96 select_check_box select_check_box select_check_box select_check_box select_check_box
10 January 2023   cards_starLOW     Double Seven $ 49.82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
07 December 2022   cards_starLOW     Double Seven $ 49.47 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
11 February 2022   LOW     Double Seven $ 53.16 select_check_box select_check_box select_check_box select_check_box select_check_box
10 January 2022   LOW     Double Seven $ 55.39 select_check_box select_check_box select_check_box select_check_box select_check_box
07 December 2021   LOW     Double Seven $ 55.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 November 2021   LOW     Double Seven $ 57.92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 October 2021   LOW     Double Seven $ 53.30 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
31 August 2021   LOW     Double Seven $ 55.10 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 July 2021   LOW     Double Seven $ 53.87 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
28 June 2021   LOW     Double Seven $ 54.11 select_check_box select_check_box select_check_box select_check_box select_check_box
25 May 2021   LOW     Double Seven $ 53.88 select_check_box select_check_box select_check_box select_check_box select_check_box
23 April 2021   LOW     Double Seven $ 54.44 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
23 March 2021   LOW     Double Seven $ 51.08 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
19 February 2021   LOW     Double Seven $ 50.38 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box

 

The data for iShares Core S&P Mid-Cap (exchange: ARCX symbol: IJH) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.