iShares Russell 2000 (IWM) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to IWM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 3.91%.   Win rate: 72.73%.   Sharpe Ratio: -1.126.   Maximum drawdown: -24.64% on 27 October 2023.
Mean CAGR: 75.11%. Time in market: 2301 days.   Hypothetical return: $1000 would be worth $1256.20 on 15 May 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 Russell 2000

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: (72.73% * 8.22%) + (9.09% * 0.28%) - (18.18% * 11.52%) = 3.91%.
Wins: 8 Breakevens: 1 Losses: 2

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%
18 March 2026   MEDIUM   smart_toy0.668  factory0.223   50 Day Low $ 247.22 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
14 November 2025   MEDIUM   smart_toy0.577  factory0.218   50 Day Low $ 235.41 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
03 April 2025   MEDIUM   smart_toy0.839  factory0.696   FIRE SALE 50 Day Low $ 191.38 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
26 February 2025   MEDIUM   smart_toy0.43  factory0.259   50 Day Low $ 215.87 select_check_box select_check_box select_check_box select_check_box select_check_box
10 January 2025   MEDIUM   smart_toy0.685  factory0.362   50 Day Low $ 217.57 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
18 April 2024   MEDIUM   smart_toy0.434  factory0.195   50 Day Low $ 193.27 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
20 October 2023   MEDIUM   smart_toy0.756  factory0.484   50 Day Low $ 167.55 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_boltelectric_bolt
18 September 2023   MEDIUM   smart_toy0.132  factory0.229   50 Day Low $ 183.04 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
15 March 2023   MEDIUM   smart_toy0.244  factory0.448   50 Day Low $ 172.77 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 September 2022   MEDIUM   smart_toy0.796  factory0.597   50 Day Low $ 168.16 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
14 June 2022   MEDIUM   smart_toy0.822  factory0.732   FIRE SALE 50 Day Low $ 170.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
25 April 2022   MEDIUM   smart_toy0.377  factory0.266   50 Day Low $ 192.42 select_check_box select_check_box select_check_box select_check_box select_check_box
24 February 2022   HIGH   smart_toy0.726  factory0.358   50 Day Low $ 193.18 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
18 January 2022   LOW   smart_toy0.513  factory0.247   50 Day Low $ 210.02 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 December 2021   LOW   smart_toy0.226  factory0.37   50 Day Low $ 216.79 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 July 2021   LOW   smart_toy0.756  factory0.212   50 Day Low $ 211.18 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default

 

The data for iShares Russell 2000 (exchange: ARCX symbol: IWM) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.