iShares US Financial Services (IYG) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to IYG's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 6.49%.   Win rate: 80.0%.   Sharpe Ratio: -0.588.   Maximum drawdown: -22.53% on 12 October 2022.
Mean CAGR: 132.13%. Time in market: 1522 days.   Hypothetical return: $1000 would be worth $1486.16 on 12 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 Financial Services

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 10 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (80.0% * 8.06%) + (20.0% * 0.24%) - (0% * 0%) = 6.49%.
Wins: 8 Breakevens: 2 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%
19 March 2026   45     50 Day Low $ 81.34 schedule schedule schedule schedule schedule
12 February 2026   30     50 Day Low $ 88.51 schedule schedule schedule schedule schedule
18 November 2025   35     50 Day Low $ 85.64 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
10 March 2025   45     50 Day Low $ 75.90 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 October 2023   45     50 Day Low $ 49.27 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
22 September 2023   45     50 Day Low $ 52.71 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
04 May 2023   45     50 Day Low $ 48.10 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
10 March 2023   25     50 Day Low $ 51.54 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
26 September 2022   25   smart_toy0.972   mode_heat 50 Day Low $ 47.93 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
13 June 2022   25   smart_toy0.965   mode_heat 50 Day Low $ 49.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 April 2022   25     50 Day Low $ 56.04 select_check_box select_check_box select_check_box select_check_box select_check_box
02 March 2022   60     50 Day Low $ 60.58 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2022       50 Day Low $ 61.32 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default
20 December 2021       50 Day Low $ 61.93 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default

 

The data for iShares US Financial Services (exchange: ARCX symbol: IYG) was last updated 27 Mar 2026 13:46. Data for this ETF is available from 04 Jan 2021 - 26 Mar 2026.