Invesco Leisure and Entertainment (PEJ) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to PEJ's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 5.55%.   Win rate: 83.33%.   Sharpe Ratio: -0.483.   Maximum drawdown: -28.66% on 30 September 2022.
Mean CAGR: 145.55%. Time in market: 1701 days.   Hypothetical return: $1000 would be worth $1297.63 on 15 February 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 Leisure

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 12 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (83.33% * 8.54%) + (8.33% * 0.23%) - (8.33% * 19.11%) = 5.55%.
Wins: 10 Breakevens: 1 Losses: 1

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%
06 March 2026   MEDIUM   smart_toy0.749  factory0.242   50 Day Low $ 59.29 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
04 November 2025   MEDIUM   smart_toy0.514  factory0.22   50 Day Low $ 57.40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
06 March 2025   MEDIUM   smart_toy0.822  factory0.573   FIRE SALE 50 Day Low $ 51.42 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
02 August 2024   MEDIUM   smart_toy0.253  factory0.458   50 Day Low $ 43.36 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_boltelectric_bolt
26 October 2023   MEDIUM   smart_toy0.473  factory0.602   50 Day Low $ 35.20 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
20 September 2023   MEDIUM   smart_toy0.175  factory0.232   50 Day Low $ 39.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box
18 August 2023   MEDIUM   smart_toy0.329  factory0.314   50 Day Low $ 40.32 select_check_box select_check_box select_check_box select_check_box select_check_box
28 December 2022   LOW   smart_toy0.56  factory0.643   50 Day Low $ 36.21 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
23 September 2022   MEDIUM   smart_toy0.873  factory0.797   FIRE SALE 50 Day Low $ 35.44 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 June 2022   MEDIUM   smart_toy0.868  factory0.799   FIRE SALE 50 Day Low $ 37.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 May 2022   MEDIUM   smart_toy0.668  factory0.584   50 Day Low $ 42.83 select_check_box select_check_box select_check_box select_check_box select_check_box
07 March 2022   HIGH   smart_toy0.774  factory0.395   50 Day Low $ 44.42 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box
24 January 2022   LOW   smart_toy0.557  factory0.279   50 Day Low $ 45.00 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default
24 November 2021   LOW   smart_toy0.35  factory0.268   50 Day Low $ 48.54 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 August 2021   LOW   smart_toy0.615  factory0.25   50 Day Low $ 47.38 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
05 May 2021   LOW   smart_toy0.688  factory0.242   50 Day Low $ 44.50 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt

 

The data for Invesco Leisure and Entertainment (exchange: ARCX symbol: PEJ) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.