iShares US Real Estate (IYR) Daily/Weekly Backtest Results
*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 24 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (83.33% * 8.36%) + (4.17% * 0.40%) - (12.50% * 40.09%) = 1.97%.
Wins: 20 Breakevens: 1 Losses: 3
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.
26 week low Backtest Summary (Fixed Profits System)
This table summarises how profitable it would have been to have bought this stock at each 26 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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= 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% | |||
| 27 March 2026 LOW smart_toy0.623 | 26 Week Low | $ 92.90 | |||||
| 16 December 2025 MEDIUM smart_toy0.723 | 26 Week Low | $ 93.88 | |||||
| 07 April 2025 MEDIUM FIRE SALE smart_toy0.96 | 26 Week Low | $ 87.10 | |||||
| 10 January 2025 HIGH smart_toy0.812 | 26 Week Low | $ 89.85 | |||||
| 25 September 2023 HIGH smart_toy0.693 | 26 Week Low | $ 79.48 | |||||
| 23 September 2022 MEDIUM FIRE SALE smart_toy0.962 | 26 Week Low | $ 85.96 | |||||
| 10 June 2022 MEDIUM FIRE SALE smart_toy0.929 | 26 Week Low | $ 92.98 | |||||
| 09 May 2022 MEDIUM FIRE SALE smart_toy0.865 | 26 Week Low | $ 97.33 | |||||
| 27 January 2022 LOW smart_toy0.864 | 26 Week Low | $ 102.95 | |||||
| 28 February 2020 LOW smart_toy0.504 | 26 Week Low | $ 77.46 | |||||
| 24 December 2018 LOW FIRE SALE smart_toy0.918 | 26 Week Low | $ 62.49 | |||||
| 12 January 2018 LOW smart_toy0.516 | 26 Week Low | $ 63.71 | |||||
| 02 November 2016 LOW smart_toy0.494 | 26 Week Low | $ 58.32 | |||||
| 09 February 2016 LOW FIRE SALE smart_toy0.924 | 26 Week Low | $ 51.00 | |||||
| 24 August 2015 LOW FIRE SALE smart_toy0.84 | 26 Week Low | $ 52.99 | |||||
| 05 June 2015 LOW smart_toy0.631 | 26 Week Low | $ 54.10 | |||||
| 16 August 2013 LOW smart_toy0.851 | 26 Week Low | $ 43.08 | |||||
| 03 October 2011 MEDIUM FIRE SALE smart_toy0.986 | 26 Week Low | $ 31.80 | |||||
| 04 August 2011 LOW FIRE SALE smart_toy0.813 | 26 Week Low | $ 35.69 | |||||
| 27 February 2009 HIGH smart_toy0.638 | 26 Week Low | $ 14.26 | |||||
| 12 November 2008 HIGH FIRE SALE smart_toy0.945 | 26 Week Low | $ 18.87 | |||||
| 06 October 2008 LOW smart_toy0.694 | 26 Week Low | $ 29.14 | |||||
| 14 July 2008 LOW smart_toy0.667 | 26 Week Low | $ 31.47 | |||||
| 03 January 2008 LOW smart_toy0.914 | 26 Week Low | $ 34.69 | |||||
| 20 November 2007 LOW smart_toy0.704 | 26 Week Low | $ 36.10 | |||||
| 30 July 2007 LOW smart_toy0.914 | 26 Week Low | $ 37.48 | |||||
| 26 June 2007 LOW smart_toy0.78 | 26 Week Low | $ 40.38 | |||||
| 24 May 2007 LOW smart_toy0.882 | 26 Week Low | $ 42.50 | |||||
The data for iShares US Real Estate (exchange: ARCX symbol: IYR) was last updated 30 Apr 2026 07:46. Data for this ETF is available from 19 Jun 2000 - 29 Apr 2026.