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: 2.76%.   Win rate: 66.67%.   Sharpe Ratio: -1.134.   Maximum drawdown: -30.70% on 25 October 2023.
Mean CAGR: 66.74%. Time in market: 2445 days.   Hypothetical return: $1000 would be worth $808.69 on 14 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 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 9 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (66.67% * 8.54%) + (11.11% * 2.02%) - (22.22% * 14.18%) = 2.76%.
Wins: 6 Breakevens: 1 Losses: 2

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%
24 March 2026   60     50 Day Low $ 93.49 schedule schedule schedule schedule schedule
16 December 2025   45     50 Day Low $ 93.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
13 October 2025   45     50 Day Low $ 94.04 select_check_box select_check_box schedule schedule schedule
04 April 2025   45     50 Day Low $ 90.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule
17 December 2024   45     50 Day Low $ 96.13 select_check_box select_check_box select_check_box select_check_box select_check_box
04 November 2024   45     50 Day Low $ 97.96 select_check_box select_check_box select_check_box select_check_box select_check_box
12 April 2024   45     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   65     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   65     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   35     50 Day Low $ 83.42 select_check_box select_check_box select_check_box select_check_box select_check_box
20 September 2022   40     50 Day Low $ 89.92 select_check_box select_check_box select_check_box select_check_box select_check_box
10 June 2022   40     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   40     50 Day Low $ 97.33 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 February 2022   65     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       50 Day Low $ 106.41 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 September 2021       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

 

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