United States Commodity Index Fund (USCI) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to USCI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -1.19%.   Win rate: 50.0%.   Sharpe Ratio: -2.846.   Maximum drawdown: -39.57% on 18 March 2020.
Mean CAGR: 27.58%. Time in market: 7541 days.   Hypothetical return: $1000 would be worth $773.07 on 09 November 2020.
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 United States Commodities

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 18 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (50.0% * 10.74%) + (16.67% * 0.50%) - (33.33% * 19.93%) = -1.19%.
Wins: 9 Breakevens: 3 Losses: 6

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.

 

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
28 February 2020   smart_toyLOW (68)     52 Week Low $ 31.09 select_check_box select_check_box select_check_box select_check_box select_check_box
27 January 2020   smart_toyLOW (41)     52 Week Low $ 33.88 select_check_box select_check_box select_check_box select_check_box select_check_box
23 July 2019   smart_toyLOW (24)     52 Week Low $ 36.25 select_check_box select_check_box select_check_box select_check_box select_check_box
13 May 2019   smart_toyLOW (16)     52 Week Low $ 37.12 select_check_box select_check_box select_check_box select_check_box select_check_box
19 December 2018   smart_toyLOW (19)     52 Week Low $ 38.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 November 2018   smart_toyLOW (25)     52 Week Low $ 40.23 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 June 2017   smart_toyLOW (28)     52 Week Low $ 37.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
05 May 2017   smart_toyLOW (31)     52 Week Low $ 38.34 select_check_box select_check_box select_check_box select_check_box select_check_box
07 March 2017   smart_toyLOW (35)     52 Week Low $ 39.59 select_check_box select_check_box select_check_box select_check_box select_check_box
06 May 2015   smart_toyMEDIUM (86)     52 Week Low $ 35.57 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_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
10 March 2015   smart_toyLOW (22)     52 Week Low $ 45.72 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 December 2014   smart_toyLOW (15)     52 Week Low $ 48.39 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 November 2014   smart_toyLOW (10)     52 Week Low $ 53.17 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 October 2014   smart_toyLOW (16)     52 Week Low $ 54.44 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 June 2013   smart_toyLOW (47)     52 Week Low $ 53.86 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
15 April 2013   smart_toyLOW (29)     52 Week Low $ 54.43 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2012   smart_toyLOW (53)     52 Week Low $ 56.97 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 December 2011   smart_toyLOW (71)     52 Week Low $ 57.09 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for United States Commodity Index Fund (exchange: ARCX symbol: USCI) was last updated 01 Jul 2026 05:06. Data for this ETF is available from 10 Aug 2010 - 30 Jun 2026.