iShares National Muni Bond (MUB) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to MUB's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -1.26%.   Win rate: 7.14%.   Sharpe Ratio: -7.872.   Maximum drawdown: -13.09% on 03 November 2022.
Mean CAGR: 3.22%. Time in market: 7173 days.   Hypothetical return: $1000 would be worth $898.00 on 15 October 2025.
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 Municipal Bonds

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 14 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (7.14% * 7.52%) + (57.14% * 1.25%) - (35.71% * 7.04%) = -1.26%.
Wins: 1 Breakevens: 8 Losses: 5

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%
18 March 2026   MEDIUM   smart_toy0.683  factory0.033   50 Day Low $ 107.06 schedule schedule schedule schedule schedule
23 December 2025   MEDIUM   smart_toy0.241  factory0.038   50 Day Low $ 106.69 schedule schedule schedule schedule schedule
18 July 2025   MEDIUM   smart_toy0.215  factory0.038   50 Day Low $ 103.28 select_check_box schedule schedule schedule schedule
26 March 2025   MEDIUM   smart_toy0.677  factory0.249   50 Day Low $ 105.04 select_check_box select_check_box select_check_box select_check_box select_check_box
19 December 2024   MEDIUM   smart_toy0.217  factory0.04   50 Day Low $ 105.90 select_check_box select_check_box select_check_box select_check_box select_check_box
14 October 2024   MEDIUM   smart_toy0.398  factory0.039   50 Day Low $ 107.44 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2024   MEDIUM   smart_toy0.238  factory0.039   50 Day Low $ 106.00 select_check_box select_check_box select_check_box select_check_box select_check_box
01 April 2024   MEDIUM   smart_toy0.389  factory0.039   50 Day Low $ 107.06 select_check_box select_check_box select_check_box select_check_box select_check_box
25 October 2023   MEDIUM   smart_toy0.621  factory0.427   50 Day Low $ 101.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
19 September 2023   MEDIUM   smart_toy0.26  factory0.03   50 Day Low $ 104.65 select_check_box select_check_box select_check_box select_check_box select_check_box
18 August 2023   MEDIUM   smart_toy0.344  factory0.053   50 Day Low $ 105.18 select_check_box select_check_box select_check_box select_check_box select_check_box
22 May 2023   MEDIUM   smart_toy0.723  factory0.045   50 Day Low $ 105.63 select_check_box select_check_box select_check_box select_check_box select_check_box
21 February 2023   MEDIUM   smart_toy0.214  factory0.425   50 Day Low $ 105.34 select_check_box select_check_box select_check_box select_check_box select_check_box
21 October 2022   MEDIUM   smart_toy0.897  factory0.674   FIRE SALE 50 Day Low $ 102.20 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
01 September 2022   MEDIUM   smart_toy0.219  factory0.698   50 Day Low $ 105.06 select_check_box select_check_box select_check_box select_check_box select_check_box
18 April 2022   MEDIUM   smart_toy0.434  factory0.072   50 Day Low $ 107.64 select_check_box select_check_box select_check_box select_check_box select_check_box
15 March 2022   HIGH   smart_toy0.922  factory0.121   50 Day Low $ 110.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 February 2022   LOW   smart_toy0.515  factory0.075   50 Day Low $ 112.75 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 January 2022   LOW   smart_toy0.458  factory0.045   50 Day Low $ 115.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 October 2021   LOW   smart_toy0.716  factory0.055   50 Day Low $ 115.94 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 September 2021   LOW   smart_toy0.876  factory0.035   50 Day Low $ 116.87 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares National Muni Bond (exchange: ARCX symbol: MUB) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.