iShares 0-5 Years TIPS Bond (STIP) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to STIP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -2.41%.   Win rate: 0%.   Sharpe Ratio: -9.199.   Maximum drawdown: -8.88% on 30 September 2022.
Mean CAGR: -0.84%. Time in market: 6198 days.   Hypothetical return: $1000 would be worth $919.00 on 05 September 2023.
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 0-5 Years TIPS 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 10 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (0% * 0%) + (40.0% * 1.98%) - (60.0% * 5.33%) = -2.41%.
Wins: 0 Breakevens: 4 Losses: 6

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%
08 December 2025   MEDIUM   smart_toy0.076  factory0.355   50 Day Low $ 102.64 schedule schedule schedule schedule schedule
30 October 2025   MEDIUM   smart_toy0.123  factory0.302   50 Day Low $ 103.10 schedule schedule schedule schedule schedule
06 June 2025   MEDIUM   smart_toy0.252  factory0.198   50 Day Low $ 102.06 schedule schedule schedule schedule schedule
18 December 2024   LOW   smart_toy0.102  factory0.413   50 Day Low $ 100.47 select_check_box select_check_box select_check_box select_check_box select_check_box
25 September 2023   MEDIUM   smart_toy0.061  factory0.377   50 Day Low $ 96.94 select_check_box select_check_box select_check_box select_check_box select_check_box
29 June 2023   MEDIUM   smart_toy0.102  factory0.212   50 Day Low $ 97.42 select_check_box select_check_box select_check_box select_check_box select_check_box
25 May 2023   MEDIUM   smart_toy0.191  factory0.234   50 Day Low $ 97.80 select_check_box select_check_box select_check_box select_check_box select_check_box
31 August 2022   MEDIUM   smart_toy0.45  factory0.762   50 Day Low $ 99.94 select_check_box select_check_box select_check_box select_check_box select_check_box
13 June 2022   MEDIUM   smart_toy0.211  factory0.777   50 Day Low $ 102.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 May 2022   MEDIUM   smart_toy0.576  factory0.732   50 Day Low $ 103.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 April 2022   MEDIUM   smart_toy0.583  factory0.26   50 Day Low $ 103.86 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 January 2022   LOW   smart_toy0.151  factory0.312   50 Day Low $ 104.89 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 December 2021   LOW   smart_toy0.042  factory0.336   50 Day Low $ 105.43 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 September 2021   LOW   smart_toy0.86  factory0.263   50 Day Low $ 105.63 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares 0-5 Years TIPS Bond (exchange: ARCX symbol: STIP) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.