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

Signal:                  
                [ What are these? | Switch to REZ's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
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 22 May 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   HIGH   smart_toy0.424  factory0.442   50 Day Low $ 82.84 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
30 October 2025   MEDIUM   smart_toy0.583  factory0.462   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   MEDIUM   smart_toy0.742  factory0.321   50 Day Low $ 81.47 select_check_box select_check_box select_check_box select_check_box schedule
07 April 2025   MEDIUM   smart_toy0.926  factory0.881   FIRE SALE 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 select_check_box
11 December 2024   MEDIUM   smart_toy0.758  factory0.576   50 Day Low $ 84.74 select_check_box select_check_box select_check_box select_check_box select_check_box
04 November 2024   MEDIUM   smart_toy0.738  factory0.608   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   HIGH   smart_toy0.875  factory0.782   FIRE SALE 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   HIGH   smart_toy0.739  factory0.5   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   HIGH   smart_toy0.678  factory0.491   50 Day Low $ 70.34 select_check_box select_check_box select_check_box select_check_box select_check_box
22 March 2023   MEDIUM   smart_toy0.786  factory0.632   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   MEDIUM   smart_toy0.936  factory0.822   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   HIGH   smart_toy0.808  factory0.879   FIRE SALE 50 Day Low $ 77.44 select_check_box select_check_box select_check_box select_check_box select_check_box
09 June 2022   HIGH   smart_toy0.945  factory0.756   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   HIGH   smart_toy0.908  factory0.833   50 Day Low $ 86.60 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 February 2022   LOW   smart_toy0.907  factory0.584   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   LOW   smart_toy0.961  factory0.385   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 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.