iShares TIPS Bond (TIP) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to TIP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -5.23%.   Win rate: 0%.   Sharpe Ratio: -6.063.   Maximum drawdown: -20.02% on 06 October 2023.
Mean CAGR: -2.26%. Time in market: 7823 days.   Hypothetical return: $1000 would be worth $1008.80 on 21 March 2022.
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 14 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (0% * 0%) + (50.0% * 1.90%) - (50.0% * 12.37%) = -5.23%.
Wins: 0 Breakevens: 7 Losses: 7

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%
27 March 2026   LOW   smart_toy0.214  factory0.081   50 Day Low $ 109.66 schedule schedule schedule schedule schedule
20 January 2026   MEDIUM   smart_toy0.089  factory0.047   50 Day Low $ 109.70 schedule schedule schedule schedule schedule
01 December 2025   MEDIUM   smart_toy0.105  factory0.362   50 Day Low $ 110.56 schedule schedule schedule schedule schedule
11 April 2025   MEDIUM   smart_toy0.704  factory0.632   50 Day Low $ 107.54 select_check_box select_check_box select_check_box select_check_box select_check_box
18 December 2024   MEDIUM   smart_toy0.051  factory0.407   50 Day Low $ 107.12 select_check_box select_check_box select_check_box select_check_box select_check_box
28 October 2024   MEDIUM   smart_toy0.405  factory0.304   50 Day Low $ 108.14 select_check_box select_check_box select_check_box select_check_box select_check_box
15 April 2024   MEDIUM   smart_toy0.088  factory0.179   50 Day Low $ 105.76 select_check_box select_check_box select_check_box select_check_box select_check_box
21 September 2023   MEDIUM   smart_toy0.593  factory0.245   50 Day Low $ 104.32 select_check_box select_check_box select_check_box select_check_box select_check_box
03 August 2023   MEDIUM   smart_toy0.075  factory0.182   50 Day Low $ 105.55 select_check_box select_check_box select_check_box select_check_box select_check_box
29 June 2023   MEDIUM   smart_toy0.127  factory0.222   50 Day Low $ 107.20 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2023   MEDIUM   smart_toy0.184  factory0.189   50 Day Low $ 108.24 select_check_box select_check_box select_check_box select_check_box select_check_box
10 October 2022   MEDIUM   smart_toy0.981  factory0.82   FIRE SALE 50 Day 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  factory0.773   50 Day Low $ 113.61 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 June 2022   MEDIUM   smart_toy0.95  factory0.736   50 Day 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  factory0.614   50 Day 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  factory0.219   50 Day 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  factory0.359   50 Day 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  factory0.243   50 Day Low $ 127.48 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 September 2021   LOW   smart_toy0.627  factory0.356   50 Day Low $ 128.24 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 March 2021   LOW   smart_toy0.122  factory0.271   50 Day Low $ 124.76 select_check_box select_check_box select_check_box select_check_box select_check_box

 

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