iShares MSCI Thailand (THD) Daily/Weekly Backtest Results globe

Signal:                
                   
              [ What are these? | Switch to THD's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 1.90%.   Win rate: 57.14%.   Sharpe Ratio: -1.896.   Maximum drawdown: -32.58% on 08 April 2025.
Mean CAGR: 36.44%. Time in market: 4213 days.   Hypothetical return: $1000 would be worth $676.95 on 05 September 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 Thailand

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 14 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (57.14% * 8.60%) + (28.57% * 1.62%) - (14.29% * 24.32%) = 1.90%.
Wins: 8 Breakevens: 4 Losses: 2

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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
21 November 2025   smart_toyLOW (50)     50 Day Low $ 57.84 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
23 June 2025   smart_toyLOW (23)     50 Day Low $ 48.52 select_check_box electric_boltelectric_boltelectric_bolt 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
10 March 2025   smart_toyLOW (43)     50 Day Low $ 52.51 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
03 February 2025   smart_toyLOW (36)     50 Day Low $ 57.21 select_check_box select_check_box select_check_box select_check_box select_check_box
17 December 2024   smart_toyLOW (58)     50 Day Low $ 60.64 select_check_box select_check_box select_check_box select_check_box select_check_box
14 November 2024   smart_toyLOW (36)     50 Day Low $ 62.46 select_check_box select_check_box select_check_box select_check_box select_check_box
10 June 2024   smart_toyLOW (18)     50 Day Low $ 55.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
28 March 2024   smart_toyLOW (17)     50 Day Low $ 58.52 select_check_box select_check_box select_check_box select_check_box select_check_box
17 January 2024   smart_toyLOW (48)     50 Day Low $ 59.56 select_check_box select_check_box select_check_box select_check_box select_check_box
23 October 2023   smart_toyLOW (47)     50 Day Low $ 59.56 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
19 September 2023   smart_toyLOW (27)     50 Day Low $ 65.42 select_check_box select_check_box select_check_box select_check_box select_check_box
21 June 2023   smart_toyLOW (24)     50 Day Low $ 66.95 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
19 May 2023   smart_toyLOW (28)     50 Day Low $ 69.00 select_check_box select_check_box select_check_box select_check_box select_check_box
27 February 2023   smart_toyLOW (58)     50 Day Low $ 72.12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 September 2022   smart_toyMEDIUM (80)     sirenFIRE SALE 50 Day Low $ 65.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 June 2022   smart_toyLOW (68)     50 Day Low $ 70.18 select_check_box select_check_box select_check_box select_check_box select_check_box
25 April 2022   smart_toyLOW (44)     50 Day Low $ 75.13 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
26 November 2021   smart_toyLOW (46)     50 Day Low $ 74.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
02 August 2021   smart_toyLOW (21)     50 Day Low $ 72.66 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
24 June 2021   smart_toyLOW (14)     50 Day Low $ 78.40 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for iShares MSCI Thailand (exchange: ARCX symbol: THD) was last updated 16 Jul 2026 03:30. Data for this ETF is available from 04 Jan 2021 - 15 Jul 2026.