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: 1.86%.   Win rate: 73.81%.   Sharpe Ratio: -4.458.   Maximum drawdown: -36.54% on 30 October 2023.
Mean CAGR: 42.64%. Time in market: 10298 days.   Hypothetical return: $1000 would be worth $1173.65 on 16 July 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 42 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (73.81% * 7.90%) + (7.14% * 5.75%) - (19.05% * 22.98%) = 1.86%.
Wins: 31 Breakevens: 3 Losses: 8

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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 May 2026   cards_starLOW     Double Seven $ 89.91 schedule schedule schedule schedule schedule
05 May 2026   cards_starLOW     Double Seven $ 89.88 schedule schedule schedule schedule schedule
07 April 2026   cards_starLOW     Double Seven $ 84.78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
02 April 2026   cards_starLOW     Double Seven $ 84.33 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
06 March 2026   cards_starLOW     Double Seven $ 88.31 schedule schedule schedule schedule schedule
02 March 2026   cards_starLOW     Double Seven $ 89.78 schedule schedule schedule schedule schedule
28 January 2026   cards_starLOW     Double Seven $ 83.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
27 January 2026   cards_starLOW     Double Seven $ 83.69 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
12 December 2025   cards_starLOW     Double Seven $ 83.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
10 November 2025   cards_starLOW     Double Seven $ 83.96 select_check_box select_check_box electric_bolt select_check_box schedule schedule
07 October 2025   cards_starLOW     Double Seven $ 83.44 select_check_box select_check_box select_check_box select_check_box schedule
04 September 2025   cards_starLOW     Double Seven $ 84.02 select_check_box select_check_box select_check_box schedule schedule
14 April 2025   cards_starMEDIUM     Double Seven $ 80.52 select_check_box select_check_box select_check_box select_check_box select_check_box
12 March 2025   cards_starLOW     Double Seven $ 84.55 select_check_box select_check_box select_check_box select_check_box select_check_box
03 January 2025   cards_starLOW     Double Seven $ 80.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
30 December 2024   cards_starLOW     Double Seven $ 80.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
02 December 2024   cards_starLOW     Double Seven $ 88.05 select_check_box select_check_box select_check_box select_check_box select_check_box
26 November 2024   cards_starLOW     Double Seven $ 88.94 select_check_box select_check_box select_check_box select_check_box select_check_box
29 October 2024   cards_starLOW     Double Seven $ 86.94 select_check_box select_check_box select_check_box select_check_box select_check_box
25 October 2024   cards_starLOW     Double Seven $ 87.20 select_check_box select_check_box select_check_box select_check_box select_check_box
27 September 2024   cards_starLOW     Double Seven $ 88.36 select_check_box select_check_box select_check_box select_check_box select_check_box
23 September 2024   cards_starLOW     Double Seven $ 90.20 select_check_box select_check_box select_check_box select_check_box select_check_box
29 July 2024   cards_starLOW     Double Seven $ 80.42 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
25 June 2024   cards_starLOW     Double Seven $ 76.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 May 2024   cards_starLOW     Double Seven $ 73.34 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
18 April 2024   cards_starLOW     Double Seven $ 68.60 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_bolt
16 April 2024   cards_starLOW     Double Seven $ 68.40 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
18 March 2024   cards_starLOW     Double Seven $ 70.19 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
15 March 2024   cards_starLOW     Double Seven $ 70.16 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
06 February 2024   cards_starMEDIUM     Double Seven $ 68.12 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
05 January 2024   cards_starLOW     Double Seven $ 72.08 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
04 January 2024   cards_starLOW     Double Seven $ 72.44 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
29 August 2023   cards_starLOW     Double Seven $ 70.89 select_check_box select_check_box select_check_box select_check_box select_check_box
28 August 2023   cards_starLOW     Double Seven $ 70.44 select_check_box select_check_box select_check_box select_check_box select_check_box
28 July 2023   cards_starLOW     Double Seven $ 73.52 select_check_box select_check_box select_check_box select_check_box select_check_box
25 July 2023   cards_starLOW     Double Seven $ 75.47 select_check_box select_check_box select_check_box select_check_box select_check_box
22 June 2023   cards_starLOW     Double Seven $ 71.72 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
21 June 2023   cards_starLOW     Double Seven $ 72.34 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
09 May 2022   cards_starLOW     Double Seven $ 83.94 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 May 2022   cards_starLOW     Double Seven $ 89.32 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 April 2022   cards_starLOW     Double Seven $ 96.35 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 March 2022   cards_starLOW     Double Seven $ 97.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 March 2022   cards_starLOW     Double Seven $ 92.42 select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
23 February 2022   cards_starLOW     Double Seven $ 88.74 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
31 January 2022   LOW     Double Seven $ 92.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
21 January 2022   LOW     Double Seven $ 92.21 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
28 December 2021   LOW     Double Seven $ 96.54 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 December 2021   LOW     Double Seven $ 93.50 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
23 November 2021   LOW     Double Seven $ 92.23 select_check_box electric_bolt select_check_box electric_bolt select_check_box disabled_by_default disabled_by_default
16 November 2021   LOW     Double Seven $ 92.72 select_check_box electric_bolt select_check_box disabled_by_default disabled_by_default disabled_by_default
18 October 2021   LOW     Double Seven $ 89.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box disabled_by_default
15 October 2021   LOW     Double Seven $ 90.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
14 September 2021   LOW     Double Seven $ 89.85 select_check_box select_check_box select_check_box electric_bolt select_check_box disabled_by_default
13 September 2021   LOW     Double Seven $ 89.94 select_check_box select_check_box select_check_box electric_bolt select_check_box disabled_by_default
13 August 2021   LOW     Double Seven $ 88.28 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
10 August 2021   LOW     Double Seven $ 88.32 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
12 July 2021   LOW     Double Seven $ 87.80 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
09 July 2021   LOW     Double Seven $ 86.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
08 June 2021   LOW     Double Seven $ 83.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 June 2021   LOW     Double Seven $ 82.98 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 2021   LOW     Double Seven $ 78.05 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_bolt
04 May 2021   LOW     Double Seven $ 78.98 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
01 April 2021   LOW     Double Seven $ 74.90 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 March 2021   LOW     Double Seven $ 70.98 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
01 March 2021   LOW     Double Seven $ 71.18 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
01 February 2021   LOW     Double Seven $ 68.35 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

 

The data for iShares Residential and Multisector Real Estate (US) (exchange: ARCX symbol: REZ) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.