iShares US Real Estate (IYR) Daily/Weekly Backtest Results corporate_fare

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

Expectancy: 7.93%.   Win rate: 93.75%.   Sharpe Ratio: -0.017.   Maximum drawdown: -56.63% on 09 March 2009.
Mean CAGR: 130.99%. Time in market: 1454 days.   Hypothetical return: $1000 would be worth $2408.91 on 29 November 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 Real Estate

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 16 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (93.75% * 8.43%) + (6.25% * 0.40%) - (0% * 0%) = 7.93%.
Wins: 15 Breakevens: 1 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.

 

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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%
02 October 2023   HIGH   smart_toy0.732   52 Week Low $ 77.30 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
23 September 2022   MEDIUM   smart_toy0.962   52 Week Low $ 85.96 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
13 June 2022   MEDIUM   smart_toy0.894   52 Week Low $ 89.20 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
10 June 2022   LOW   smart_toy0.988   52 Week Low $ 92.98 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
10 May 2022   MEDIUM   smart_toy0.921   52 Week Low $ 95.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
12 March 2020   HIGH   smart_toy0.966   52 Week Low $ 67.31 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
08 February 2018   LOW   smart_toy0.696   52 Week Low $ 60.07 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
09 February 2016   LOW   smart_toy0.924   52 Week Low $ 51.00 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
03 October 2011   MEDIUM   smart_toy0.986   52 Week Low $ 31.80 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 select_check_box electric_bolt
27 February 2009   HIGH   smart_toy0.638   52 Week Low $ 14.26 select_check_box electric_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 electric_boltelectric_bolt
12 November 2008   HIGH   smart_toy0.945   52 Week Low $ 18.87 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
06 October 2008   LOW   smart_toy0.694   52 Week Low $ 29.14 select_check_box select_check_box select_check_box select_check_box select_check_box
14 July 2008   LOW   smart_toy0.667   52 Week Low $ 31.47 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 select_check_box electric_boltelectric_bolt
03 January 2008   LOW   smart_toy0.914   52 Week Low $ 34.69 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
20 November 2007   LOW   smart_toy0.704   52 Week Low $ 36.10 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box disabled_by_default disabled_by_default
15 August 2007   LOW   smart_toy0.753   52 Week Low $ 36.25 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 US Real Estate (exchange: ARCX symbol: IYR) was last updated 15 May 2026 23:40. Data for this ETF is available from 19 Jun 2000 - 15 May 2026.