iShares Global Utilities (JXI) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to JXI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.04%.   Win rate: 100%.   Sharpe Ratio: 10.179.   Maximum drawdown: -12.33% on 03 October 2023.
Mean CAGR: 64.26%. Time in market: 707 days.   Hypothetical return: $1000 would be worth $1708.53 on 28 March 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 Global Utilities

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 8 signal(s) occurring before 30 July 2024 for a 7.5% profit target: (100% * 8.04%) + (0% * 0%) - (0% * 0%) = 8.04%.
Wins: 8 Breakevens: 0 Losses: 0

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.

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
06 August 2026 Williams %R (Weekly) $ 83.00 30 70 100 85 84 48 schedule schedule schedule schedule schedule
01 June 2026 Williams %R (Weekly) $ 82.73 19 62 100 84 86 36 schedule schedule schedule schedule schedule
11 December 2024 Williams %R (Weekly) $ 66.74 53 85 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
13 February 2024 Williams %R (Weekly) $ 54.60 44 76 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 September 2023 Williams %R (Weekly) $ 56.02 32 87 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
03 August 2023 Williams %R (Weekly) $ 58.60 26 81 select_check_box select_check_box select_check_box select_check_box select_check_box
28 February 2023 Williams %R (Weekly) $ 57.82 47 84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
27 September 2022 Williams %R (Weekly) $ 57.40 90 91 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
13 June 2022 Williams %R (Weekly) $ 59.88 90 92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
22 February 2022 Williams %R (Weekly) $ 60.39 32 79 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
28 September 2021 Williams %R (Weekly) $ 59.26 17 62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box

 

The data for iShares Global Utilities (exchange: ARCX symbol: JXI) was last updated 07 Aug 2026 04:11. Data for this ETF is available from 04 Jan 2021 - 06 Aug 2026.