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:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -2.86%.   Win rate: 0%.   Sharpe Ratio: -8.628.   Maximum drawdown: -8.86% on 30 September 2022.
Mean CAGR: -1.09%. Time in market: 5828 days.   Hypothetical return: $1000 would be worth $917.90 on 25 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 9 signal(s) occurring before 13 August 2024 for a 7.5% profit target: (0% * 0%) + (33.33% * 2.22%) - (66.67% * 5.40%) = -2.86%.
Wins: 0 Breakevens: 3 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.

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
23 July 2026 Williams %R (Weekly) $ 101.23 11 37 7 80 schedule schedule schedule schedule schedule
01 June 2026 Williams %R (Weekly) $ 102.55 6 16 7 82 schedule schedule schedule schedule schedule
09 December 2025 Williams %R (Weekly) $ 102.56 8 25 10 87 schedule schedule schedule schedule schedule
05 November 2025 Williams %R (Weekly) $ 102.78 8 22 10 88 schedule schedule schedule schedule schedule
18 December 2024 Williams %R (Weekly) $ 100.47 11 37 4 82 select_check_box select_check_box select_check_box select_check_box select_check_box
03 October 2023 Williams %R (Weekly) $ 96.44 9 26 0 87 select_check_box select_check_box select_check_box select_check_box select_check_box
29 June 2023 Williams %R (Weekly) $ 97.42 15 30 select_check_box select_check_box select_check_box select_check_box select_check_box
31 August 2022 Williams %R (Weekly) $ 99.94 26 43 select_check_box select_check_box select_check_box select_check_box select_check_box
13 June 2022 Williams %R (Weekly) $ 102.28 49 79 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 May 2022 Williams %R (Weekly) $ 103.24 40 81 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 April 2022 Williams %R (Weekly) $ 103.98 16 41 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 January 2022 Williams %R (Weekly) $ 104.89 16 47 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 December 2021 Williams %R (Weekly) $ 105.43 16 41 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 September 2021 Williams %R (Weekly) $ 105.60 6 15 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 21 Aug 2026 07:24. Data for this ETF is available from 04 Jan 2021 - 20 Aug 2026.