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: 2.96%.   Win rate: 79.17%.   Sharpe Ratio: -3.461.   Maximum drawdown: -71.14% on 09 March 2009.
Mean CAGR: 83.74%. Time in market: 9836 days.   Hypothetical return: $1000 would be worth $936.41 on 12 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 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 48 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (79.17% * 8.43%) + (8.33% * 2.08%) - (12.50% * 31.11%) = 2.96%.
Wins: 38 Breakevens: 4 Losses: 6

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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
24 March 2026   smart_toyLOW (19)    apartmentLOW   50 Day Low $ 93.49 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
16 December 2025   smart_toyLOW (29)    apartmentHIGH   50 Day Low $ 93.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule
13 October 2025   smart_toyLOW (38)    apartmentLOW   50 Day Low $ 94.04 select_check_box select_check_box select_check_box select_check_box schedule
04 April 2025   smart_toyLOW (52)    apartmentLOW   sirenFIRE SALE 50 Day Low $ 90.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
17 December 2024   smart_toyLOW (57)    apartmentLOW   50 Day Low $ 96.13 select_check_box select_check_box select_check_box select_check_box select_check_box
04 November 2024   smart_toyLOW (39)    apartmentLOW   50 Day Low $ 97.96 select_check_box select_check_box select_check_box select_check_box select_check_box
12 April 2024   smart_toyLOW (37)    apartmentLOW   50 Day Low $ 85.10 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
25 October 2023   smart_toyLOW (44)    apartmentLOW   sirenFIRE SALE 50 Day Low $ 73.74 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
21 September 2023   smart_toyLOW (19)    apartmentLOW   50 Day Low $ 81.91 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 March 2023   smart_toyLOW (72)    apartmentHIGH   50 Day Low $ 83.42 select_check_box select_check_box select_check_box select_check_box select_check_box
20 September 2022   smart_toyLOW (75)    apartmentLOW   sirenFIRE SALE 50 Day Low $ 89.92 select_check_box select_check_box select_check_box select_check_box select_check_box
10 June 2022   smart_toyLOW (73)    apartmentLOW   50 Day 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
09 May 2022   smart_toyLOW (73)    apartmentLOW   sirenFIRE SALE 50 Day Low $ 97.33 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 February 2022   smart_toyLOW (43)    apartmentLOW   50 Day Low $ 100.34 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default
20 January 2022   smart_toyLOW (31)    apartmentLOW   50 Day Low $ 106.41 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 September 2021   smart_toyLOW (9)    apartmentLOW   50 Day Low $ 103.31 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
28 September 2021   smart_toyLOW (19)    apartmentLOW   50 Day Low $ 94.90 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
31 March 2021   smart_toyLOW (23)    apartmentLOW   50 Day Low $ 83.93 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
24 September 2020   smart_toyLOW (31)     sirenFIRE SALE 50 Day Low $ 69.23 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 electric_boltelectric_bolt
28 February 2020   smart_toyLOW (70)     50 Day Low $ 77.46 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
13 December 2019   smart_toyLOW (44)     50 Day Low $ 79.07 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
08 November 2019   smart_toyLOW (49)     50 Day Low $ 79.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 December 2018   smart_toyHIGH (92)     sirenFIRE SALE 50 Day Low $ 62.49 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
27 September 2018   smart_toyLOW (15)     50 Day Low $ 67.03 select_check_box select_check_box select_check_box select_check_box select_check_box
10 January 2018   smart_toyLOW (27)     50 Day Low $ 64.51 select_check_box select_check_box select_check_box select_check_box select_check_box
27 October 2016   smart_toyLOW (45)     50 Day Low $ 59.69 select_check_box select_check_box select_check_box select_check_box select_check_box
09 September 2016   smart_toyLOW (16)     50 Day Low $ 62.82 select_check_box select_check_box select_check_box select_check_box select_check_box
14 January 2016   smart_toyLOW (71)     sirenFIRE SALE 50 Day Low $ 54.31 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
24 August 2015   smart_toyLOW (31)     sirenFIRE SALE 50 Day Low $ 52.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
05 June 2015   smart_toyLOW (15)     50 Day Low $ 54.10 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
30 April 2015   smart_toyLOW (23)     50 Day Low $ 56.00 select_check_box select_check_box select_check_box select_check_box select_check_box
06 March 2015   smart_toyLOW (34)     50 Day Low $ 56.37 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
15 September 2014   smart_toyLOW (27)     50 Day Low $ 51.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 December 2013   smart_toyLOW (58)     50 Day Low $ 43.82 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 August 2013   smart_toyLOW (34)     50 Day Low $ 43.08 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
04 June 2013   smart_toyLOW (28)     50 Day Low $ 46.83 select_check_box select_check_box select_check_box select_check_box select_check_box
25 October 2012   smart_toyLOW (55)     50 Day Low $ 42.83 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
01 June 2012   smart_toyHIGH (93)     50 Day Low $ 39.50 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
03 October 2011   smart_toyHIGH (91)     sirenFIRE SALE 50 Day 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
03 August 2011   smart_toyLOW (15)     50 Day Low $ 36.90 select_check_box select_check_box select_check_box select_check_box select_check_box
06 July 2010   smart_toyHIGH (94)     50 Day Low $ 28.45 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
20 May 2010   smart_toyHIGH (93)     50 Day Low $ 29.20 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
08 July 2009   smart_toyLOW (76)     50 Day Low $ 18.17 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_boltelectric_bolt
17 February 2009   smart_toyHIGH (94)     50 Day Low $ 15.37 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
12 November 2008   smart_toyHIGH (93)     50 Day 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
02 October 2008   smart_toyMEDIUM (80)     50 Day Low $ 32.61 select_check_box select_check_box select_check_box select_check_box select_check_box
15 July 2008   smart_toyMEDIUM (85)     50 Day Low $ 30.96 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
12 June 2008   smart_toyLOW (76)     50 Day Low $ 35.77 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
03 January 2008   smart_toyMEDIUM (87)     50 Day 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
08 November 2007   smart_toyLOW (77)     50 Day Low $ 37.67 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 July 2007   smart_toyMEDIUM (89)     50 Day Low $ 39.49 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
21 June 2007   smart_toyHIGH (91)     50 Day Low $ 41.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 May 2007   smart_toyLOW (78)     50 Day Low $ 43.80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 May 2006   smart_toyMEDIUM (87)     50 Day Low $ 34.62 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

 

The data for iShares US Real Estate (exchange: ARCX symbol: IYR) was last updated 16 Jul 2026 03:30. Data for this ETF is available from 19 Jun 2000 - 15 Jul 2026.