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: 3.85%.   Win rate: 80.0%.   Sharpe Ratio: -3.426.   Maximum drawdown: -31.80% on 27 October 2023.
Mean CAGR: 45.89%. Time in market: 6941 days.   Hypothetical return: $1000 would be worth $1107.61 on 16 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 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 30 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (80.0% * 8.20%) + (3.33% * 3.58%) - (16.67% * 17.01%) = 3.85%.
Wins: 24 Breakevens: 1 Losses: 5

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.

 

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%
19 May 2026   cards_starLOW     Double Seven $ 273.40 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule
08 May 2026   cards_starLOW     Double Seven $ 284.10 schedule schedule schedule schedule schedule
17 April 2026   cards_starLOW     Double Seven $ 274.76 select_check_box electric_bolt schedule schedule schedule schedule
06 April 2026   cards_starLOW     Double Seven $ 251.68 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 schedule
17 March 2026   cards_starLOW     Double Seven $ 249.96 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
03 March 2026   cards_starLOW     Double Seven $ 258.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
13 February 2026   cards_starLOW     Double Seven $ 261.78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
30 January 2026   cards_starLOW     Double Seven $ 260.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
12 January 2026   cards_starMEDIUM     Double Seven $ 260.39 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
29 December 2025   cards_starMEDIUM     Double Seven $ 250.07 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
09 December 2025   cards_starLOW     Double Seven $ 250.82 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
25 November 2025   cards_starMEDIUM     Double Seven $ 242.94 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
05 November 2025   cards_starLOW     Double Seven $ 243.32 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_starMEDIUM     Double Seven $ 249.62 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule
22 September 2025   cards_starMEDIUM     Double Seven $ 243.32 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
19 August 2025   cards_starLOW     Double Seven $ 227.12 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
17 July 2025   cards_starLOW     Double Seven $ 222.50 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
16 July 2025   cards_starLOW     Double Seven $ 220.62 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
24 March 2025   cards_starMEDIUM     Double Seven $ 207.91 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 February 2025   cards_starLOW     Double Seven $ 226.68 select_check_box select_check_box select_check_box select_check_box select_check_box
14 January 2025   cards_starLOW     Double Seven $ 219.45 select_check_box select_check_box select_check_box select_check_box select_check_box
13 December 2024   cards_starLOW     Double Seven $ 233.72 select_check_box select_check_box select_check_box select_check_box select_check_box
11 November 2024   cards_starLOW     Double Seven $ 241.11 select_check_box select_check_box select_check_box select_check_box select_check_box
08 October 2024   cards_starLOW     Double Seven $ 217.60 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
06 September 2024   cards_starMEDIUM     Double Seven $ 209.92 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
04 September 2024   cards_starLOW     Double Seven $ 212.88 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 August 2024   cards_starLOW     Double Seven $ 200.05 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_boltelectric_bolt
02 August 2024   cards_starLOW     Double Seven $ 208.88 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 June 2024   cards_starLOW     Double Seven $ 200.14 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
20 May 2024   cards_starLOW     Double Seven $ 208.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 April 2024   cards_starLOW     Double Seven $ 194.74 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 electric_bolt
15 March 2024   cards_starLOW     Double Seven $ 201.83 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
06 February 2024   cards_starMEDIUM     Double Seven $ 192.68 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 January 2024   cards_starLOW     Double Seven $ 193.94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
03 January 2024   cards_starLOW     Double Seven $ 195.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
29 September 2023   cards_starLOW     Double Seven $ 177.86 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
28 August 2023   cards_starLOW     Double Seven $ 185.24 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 July 2023   cards_starLOW     Double Seven $ 194.75 select_check_box select_check_box select_check_box select_check_box select_check_box
22 June 2023   cards_starLOW     Double Seven $ 183.76 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
21 June 2023   cards_starLOW     Double Seven $ 184.57 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
17 March 2023   cards_starMEDIUM     Double Seven $ 172.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
14 March 2023   cards_starLOW     Double Seven $ 177.56 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 February 2023   cards_starLOW     Double Seven $ 191.56 select_check_box select_check_box select_check_box select_check_box select_check_box
10 February 2023   cards_starLOW     Double Seven $ 189.80 select_check_box select_check_box select_check_box select_check_box select_check_box
21 December 2021   LOW     Double Seven $ 216.19 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 December 2021   LOW     Double Seven $ 213.67 select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 November 2021   LOW     Double Seven $ 236.96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 November 2021   LOW     Double Seven $ 239.56 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
12 October 2021   LOW     Double Seven $ 221.18 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
10 September 2021   LOW     Double Seven $ 223.39 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
09 September 2021   LOW     Double Seven $ 223.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
20 July 2021   LOW     Double Seven $ 215.25 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
12 July 2021   LOW     Double Seven $ 226.06 select_check_box select_check_box select_check_box electric_bolt disabled_by_default disabled_by_default
18 June 2021   LOW     Double Seven $ 222.92 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
08 June 2021   LOW     Double Seven $ 232.05 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 May 2021   LOW     Double Seven $ 224.02 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
05 April 2021   LOW     Double Seven $ 225.68 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
02 March 2021   LOW     Double Seven $ 223.76 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
28 January 2021   LOW     Double Seven $ 209.78 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

 

The data for iShares Russell 2000 (exchange: ARCX symbol: IWM) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.