iShares Residential and Multisector Real Estate (US) (REZ) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to REZ's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 4.71%.   Win rate: 80.0%.   Sharpe Ratio: -0.874.   Maximum drawdown: -28.85% on 30 October 2023.
Mean CAGR: 88.43%. Time in market: 2027 days.   Hypothetical return: $1000 would be worth $1134.97 on 17 June 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 Multisector REIT

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 10 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (80.0% * 7.85%) + (10.0% * 0.58%) - (10.0% * 16.23%) = 4.71%.
Wins: 8 Breakevens: 1 Losses: 1

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   50     50 Day Low $ 82.84 schedule schedule schedule schedule schedule
30 October 2025  bubble_chart   30     50 Day Low $ 81.48 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
11 August 2025  bubble_chart   30     50 Day Low $ 81.47 select_check_box select_check_box select_check_box select_check_box schedule
07 April 2025  bubble_chart   30     50 Day Low $ 78.30 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box schedule
11 December 2024  bubble_chart   35     50 Day Low $ 84.74 select_check_box select_check_box select_check_box select_check_box select_check_box
04 November 2024  bubble_chart   35     50 Day Low $ 84.91 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
25 October 2023   55     50 Day Low $ 62.94 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
21 September 2023   55     50 Day Low $ 68.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
16 August 2023   55     50 Day Low $ 70.34 select_check_box select_check_box select_check_box select_check_box select_check_box
22 March 2023   30     50 Day Low $ 66.93 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
20 December 2022   25     50 Day Low $ 67.51 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
20 September 2022   55     50 Day Low $ 77.44 select_check_box select_check_box select_check_box select_check_box select_check_box
09 June 2022   55     50 Day Low $ 81.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
06 May 2022   55     50 Day Low $ 86.60 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 February 2022       50 Day Low $ 89.94 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default
27 September 2021       50 Day Low $ 86.61 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default

 

The data for iShares Residential and Multisector Real Estate (US) (exchange: ARCX symbol: REZ) was last updated 27 Mar 2026 13:49. Data for this ETF is available from 04 Jan 2021 - 26 Mar 2026.