iShares TIPS Bond (TIP) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to TIP's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: -5.79%.   Win rate: 0%.   Sharpe Ratio: -5.094.   Maximum drawdown: -20.02% on 06 October 2023.
Mean CAGR: -2.52%. Time in market: 5908 days.   Hypothetical return: $1000 would be worth $838.40 on 08 January 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 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 April 2024 for a 7.5% profit target: (0% * 0%) + (40.0% * 2.43%) - (60.0% * 11.27%) = -5.79%.
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.

 

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 week 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%
27 March 2026   LOW     smart_toy0.214 26 Week Low $ 109.66 schedule schedule schedule schedule schedule
06 January 2025   MEDIUM     smart_toy0.19 26 Week Low $ 106.44 select_check_box select_check_box select_check_box select_check_box select_check_box
21 September 2023   MEDIUM     smart_toy0.593 26 Week Low $ 104.32 select_check_box select_check_box select_check_box select_check_box select_check_box
15 August 2023   MEDIUM     smart_toy0.223 26 Week Low $ 105.38 select_check_box select_check_box select_check_box select_check_box select_check_box
06 July 2023   MEDIUM     smart_toy0.095 26 Week Low $ 105.96 select_check_box select_check_box select_check_box select_check_box select_check_box
10 October 2022   MEDIUM   FIRE SALE   smart_toy0.981 26 Week Low $ 105.17 select_check_box select_check_box select_check_box select_check_box select_check_box
31 August 2022   MEDIUM     smart_toy0.608 26 Week Low $ 113.61 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 June 2022   MEDIUM   FIRE SALE   smart_toy0.95 26 Week Low $ 117.21 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 May 2022   MEDIUM     smart_toy0.894 26 Week Low $ 118.72 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 April 2022   MEDIUM     smart_toy0.889 26 Week Low $ 122.92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 February 2022   LOW     smart_toy0.436 26 Week Low $ 123.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 January 2022   LOW     smart_toy0.078 26 Week Low $ 127.48 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares TIPS Bond (exchange: ARCX symbol: TIP) was last updated 30 Apr 2026 07:01. Data for this ETF is available from 04 Jan 2021 - 29 Apr 2026.