iShares MSCI World (URTH) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to URTH's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 4.10%.   Win rate: 50.0%.   Sharpe Ratio: -2.328.   Maximum drawdown: -22.81% on 12 October 2022.
Mean CAGR: 60.7%. Time in market: 2386 days.   Hypothetical return: $1000 would be worth $1167.11 on 13 December 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 World

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 8 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (50.0% * 7.95%) + (50.0% * 0.25%) - (0% * 0%) = 4.10%.
Wins: 4 Breakevens: 4 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

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%
06 March 2026   MEDIUM   smart_toy0.887  factory0.408   50 Day Low $ 184.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
21 November 2025   MEDIUM   smart_toy0.835  factory0.662   50 Day Low $ 178.70 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule
11 March 2025   MEDIUM   smart_toy0.905  factory0.862   50 Day Low $ 152.80 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
13 January 2025   HIGH   smart_toy0.845  factory0.762   50 Day Low $ 153.52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
05 August 2024   MEDIUM   smart_toy0.707  factory0.895   50 Day Low $ 139.70 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
27 October 2023   MEDIUM   smart_toy0.857  factory0.841   FIRE SALE 50 Day Low $ 115.58 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
25 September 2023   MEDIUM   smart_toy0.458  factory0.619   50 Day Low $ 121.05 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
22 September 2022   MEDIUM   smart_toy0.93  factory0.838   FIRE SALE 50 Day Low $ 105.06 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
13 June 2022   MEDIUM   smart_toy0.918  factory0.901   FIRE SALE 50 Day Low $ 106.98 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 May 2022   MEDIUM   smart_toy0.84  factory0.798   50 Day Low $ 117.48 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2022   HIGH   smart_toy0.573  factory0.619   50 Day Low $ 123.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
20 January 2022   LOW   smart_toy0.879  factory0.63   50 Day Low $ 129.38 select_check_box select_check_box select_check_box select_check_box select_check_box
30 September 2021   LOW   smart_toy0.892  factory0.412   50 Day Low $ 127.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box

 

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