iShares MSCI Chile (ECH) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to ECH's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 5.99%.   Win rate: 80.0%.   Sharpe Ratio: -0.943.   Maximum drawdown: -30.75% on 21 December 2021.
Mean CAGR: 98.6%. Time in market: 1996 days.   Hypothetical return: $1000 would be worth $1261.76 on 14 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 Chile

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 May 2024 for a 7.5% profit target: (80.0% * 8.40%) + (10.0% * 0.89%) - (10.0% * 8.14%) = 5.99%.
Wins: 8 Breakevens: 1 Losses: 1

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_toy0.844  factory0.346   50 Day Low $ 38.52 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 schedule
16 July 2025   MEDIUM   smart_toy0.202  factory0.211   50 Day Low $ 29.80 select_check_box electric_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
02 January 2025   MEDIUM   smart_toy0.945  factory0.426   50 Day Low $ 24.90 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
02 August 2024   MEDIUM   smart_toy0.398  factory0.304   50 Day Low $ 25.10 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 electric_bolt
26 June 2024   MEDIUM   smart_toy0.772  factory0.237   50 Day Low $ 25.74 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
02 February 2024   MEDIUM   smart_toy0.707  factory0.42   50 Day Low $ 25.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 September 2023   MEDIUM   smart_toy0.686  factory0.454   50 Day Low $ 26.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
17 August 2023   MEDIUM   smart_toy0.48  factory0.409   50 Day Low $ 28.63 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2022   MEDIUM   smart_toy0.906  factory0.805   FIRE SALE 50 Day Low $ 23.84 select_check_box electric_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
24 June 2022   MEDIUM   smart_toy0.931  factory0.868   FIRE SALE 50 Day Low $ 24.47 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
10 May 2022   MEDIUM   smart_toy0.849  factory0.769   FIRE SALE 50 Day Low $ 25.02 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
14 December 2021   LOW   smart_toy0.485  factory0.475   50 Day Low $ 23.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
28 September 2021   LOW   smart_toy0.731  factory0.344   50 Day Low $ 26.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
06 July 2021   LOW   smart_toy0.665  factory0.304   50 Day Low $ 27.87 select_check_box select_check_box select_check_box select_check_box select_check_box
12 May 2021   LOW   smart_toy0.74  factory0.228   50 Day Low $ 31.78 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

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