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:           Threshold:         [ What are these scores? ]
Expectancy: -2.85%.   Win rate: 34.69%.   Sharpe Ratio: -8.412.   Maximum drawdown: -43.48% on 18 March 2020.
Mean CAGR: 16.76%. Time in market: 20786 days.   Hypothetical return: $1000 would be worth $385.64 on 25 March 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 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 49 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (34.69% * 9.47%) + (32.65% * 1.00%) - (32.65% * 19.78%) = -2.85%.
Wins: 17 Breakevens: 16 Losses: 16

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%
07 April 2025  bubble_chart   LOW   smart_toy0.688  factory0.826   50 Day Low $ 66.80 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 September 2024  bubble_chart   LOW   smart_toy0.477  factory0.209   50 Day Low $ 59.00 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
29 July 2024  bubble_chart   LOW   smart_toy0.421  factory0.197   50 Day Low $ 60.74 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
06 December 2023  bubble_chart   LOW   smart_toy0.406  factory0.276   50 Day Low $ 55.70 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 October 2023  bubble_chart   LOW   smart_toy0.387  factory0.565   50 Day Low $ 56.38 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
04 May 2023  bubble_chart   LOW   smart_toy0.338  factory0.272   50 Day Low $ 51.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 February 2023  bubble_chart   LOW   smart_toy0.488  factory0.464   50 Day Low $ 53.73 select_check_box select_check_box select_check_box select_check_box select_check_box
26 September 2022  bubble_chart   LOW   smart_toy0.805  factory0.83   FIRE SALE 50 Day Low $ 51.40 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 select_check_box
24 June 2022  bubble_chart   LOW   smart_toy0.854  factory0.888   FIRE SALE 50 Day Low $ 55.87 select_check_box select_check_box select_check_box select_check_box select_check_box
20 August 2021   LOW   smart_toy0.559  factory0.286   50 Day Low $ 38.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
20 August 2021   LOW   smart_toy0.559  factory0.286   50 Day Low $ 38.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
25 February 2020   LOW   smart_toy0.35  factory0.492   50 Day Low $ 32.75 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2020   LOW   smart_toy0.522  factory0.219   50 Day Low $ 34.86 select_check_box select_check_box select_check_box select_check_box select_check_box
20 November 2019   LOW   smart_toy0.533  factory0.284   50 Day Low $ 35.40 select_check_box select_check_box select_check_box select_check_box select_check_box
23 July 2019   LOW   smart_toy0.554  factory0.218   50 Day Low $ 36.25 select_check_box select_check_box select_check_box select_check_box select_check_box
31 May 2019   LOW   smart_toy0.728  factory0.753   50 Day Low $ 36.53 select_check_box select_check_box select_check_box select_check_box select_check_box
26 April 2019   LOW   smart_toy0.429  factory0.205   50 Day Low $ 38.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 December 2018   MEDIUM   smart_toy0.882  factory0.829   FIRE SALE 50 Day Low $ 38.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 October 2018   LOW   smart_toy0.666  factory0.72   50 Day Low $ 41.11 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 August 2018   LOW   smart_toy0.383  factory0.356   50 Day Low $ 41.33 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 June 2018   LOW   smart_toy0.357  factory0.373   50 Day Low $ 43.02 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 June 2017   LOW   smart_toy0.143  factory0.293   50 Day 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   LOW   smart_toy0.257  factory0.256   50 Day Low $ 38.34 select_check_box select_check_box select_check_box select_check_box select_check_box
02 March 2017   LOW   smart_toy0.524  factory0.19   50 Day Low $ 39.82 select_check_box select_check_box select_check_box select_check_box select_check_box
22 December 2016   LOW   smart_toy0.607  factory0.277   50 Day Low $ 40.43 select_check_box select_check_box select_check_box select_check_box select_check_box
06 October 2016   LOW   smart_toy0.532  factory0.207   50 Day Low $ 41.02 select_check_box select_check_box select_check_box select_check_box select_check_box
31 August 2016   LOW   smart_toy0.532  factory0.159   50 Day Low $ 41.54 select_check_box select_check_box select_check_box select_check_box select_check_box
16 December 2015   LOW   smart_toy0.725  factory0.36   50 Day Low $ 40.00 select_check_box select_check_box select_check_box select_check_box select_check_box
05 November 2015   LOW   smart_toy0.604  factory0.35   50 Day Low $ 41.30 select_check_box select_check_box select_check_box select_check_box select_check_box
24 August 2015   MEDIUM   smart_toy0.808  factory0.617   FIRE SALE 50 Day Low $ 41.60 select_check_box select_check_box select_check_box select_check_box select_check_box
21 July 2015   LOW   smart_toy0.361  factory0.27   50 Day Low $ 45.56 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 May 2015   HIGH   smart_toy0.225  factory0.27   50 Day 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   LOW   smart_toy0.273  factory0.363   50 Day Low $ 45.72 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 January 2015   LOW   smart_toy0.688  factory0.263   50 Day Low $ 48.09 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 December 2014   LOW   smart_toy0.809  factory0.226   50 Day Low $ 53.11 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 October 2014   LOW   smart_toy0.198  factory0.322   50 Day Low $ 53.59 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 September 2014   LOW   smart_toy0.51  factory0.19   50 Day Low $ 55.76 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 August 2014   LOW   smart_toy0.391  factory0.169   50 Day Low $ 56.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 July 2014   LOW   smart_toy0.677  factory0.201   50 Day Low $ 59.59 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 November 2013   LOW   smart_toy0.494  factory0.238   50 Day Low $ 55.19 select_check_box select_check_box select_check_box select_check_box disabled_by_default
24 June 2013   LOW   smart_toy0.506  factory0.767   50 Day Low $ 53.86 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
02 April 2013   LOW   smart_toy0.267  factory0.209   50 Day Low $ 56.62 select_check_box select_check_box select_check_box select_check_box select_check_box
27 February 2013   LOW   smart_toy0.448  factory0.197   50 Day Low $ 57.90 select_check_box select_check_box select_check_box select_check_box select_check_box
04 January 2013   LOW   smart_toy0.469  factory0.209   50 Day Low $ 58.14 select_check_box select_check_box select_check_box select_check_box select_check_box
22 October 2012   LOW   smart_toy0.406  factory0.219   50 Day Low $ 59.98 select_check_box select_check_box select_check_box select_check_box select_check_box
14 May 2012   LOW   smart_toy0.339  factory0.545   50 Day Low $ 58.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
10 April 2012   LOW   smart_toy0.366  factory0.305   50 Day Low $ 60.96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 December 2011   LOW   smart_toy0.465  factory0.783   50 Day Low $ 57.48 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 September 2011   LOW   smart_toy0.836  factory0.819   FIRE SALE 50 Day Low $ 60.31 select_check_box select_check_box select_check_box select_check_box select_check_box
08 August 2011   LOW   smart_toy0.539  factory0.435   50 Day Low $ 61.74 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
20 June 2011   LOW   smart_toy0.321  factory0.219   50 Day Low $ 64.82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 May 2011   LOW   smart_toy0.514  factory0.231   50 Day Low $ 66.12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for United States Commodity Index Fund (exchange: ARCX symbol: USCI) was last updated 30 May 2026 15:00. Data for this ETF is available from 10 Aug 2010 - 29 May 2026.