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

Signal:                
                   
              [ What are these? | Switch to IYR's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
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 05 August 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
02 October 2023 52 Week Low $ 77.30 43 64 100 60 95 55 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 52 Week Low $ 85.96 95 82 100 60 84 92 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
13 June 2022 52 Week Low $ 89.20 97 84 100 60 84 94 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 52 Week Low $ 92.98 77 70 100 60 84 78 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 52 Week Low $ 95.22 87 65 100 55 90 81 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
12 March 2020 52 Week Low $ 67.31 94 89 100 45 87 91 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 52 Week Low $ 60.07 47 61 100 76 91 58 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 52 Week Low $ 51.00 98 96 100 66 88 99 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 52 Week Low $ 31.80 99 79 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 52 Week Low $ 14.26 99 86 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 52 Week Low $ 18.87 97 89 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 52 Week Low $ 29.14 99 83 select_check_box select_check_box select_check_box select_check_box select_check_box
14 July 2008 52 Week Low $ 31.47 98 84 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 52 Week Low $ 34.69 98 76 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 52 Week Low $ 36.10 98 82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box disabled_by_default disabled_by_default
15 August 2007 52 Week Low $ 36.25 98 83 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 13 Aug 2026 07:17. Data for this ETF is available from 19 Jun 2000 - 12 Aug 2026.