iShares US Aerospace & Defence (ITA) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to ITA's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.22%.   Win rate: 100%.   Sharpe Ratio: 5.702.   Maximum drawdown: -11.04% on 30 September 2022.
Mean CAGR: 62.07%. Time in market: 775 days.   Hypothetical return: $1000 would be worth $1610.89 on 08 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 US Aerospace & Defence

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: (100% * 8.22%) + (0% * 0%) - (0% * 0%) = 8.22%.
Wins: 8 Breakevens: 0 Losses: 0

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%
20 March 2026   MEDIUM   smart_toy0.915  factory0.563   50 Day Low $ 224.78 schedule schedule schedule schedule schedule
21 November 2025   MEDIUM   smart_toy0.958  factory0.641   50 Day Low $ 198.74 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
04 April 2025   MEDIUM   smart_toy0.91  factory0.863   FIRE SALE 50 Day Low $ 139.26 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 electric_boltelectric_bolt
19 December 2024   MEDIUM   smart_toy0.935  factory0.725   50 Day Low $ 144.10 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 September 2023   MEDIUM   smart_toy0.595  factory0.625   50 Day Low $ 113.24 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 May 2023   MEDIUM   smart_toy0.905  factory0.615   50 Day Low $ 109.85 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
23 September 2022   MEDIUM   smart_toy0.921  factory0.85   FIRE SALE 50 Day Low $ 95.11 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
14 June 2022   MEDIUM   smart_toy0.873  factory0.85   FIRE SALE 50 Day Low $ 96.20 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
02 May 2022   MEDIUM   smart_toy0.812  factory0.725   50 Day Low $ 102.82 select_check_box select_check_box select_check_box select_check_box select_check_box
26 November 2021   LOW   smart_toy0.816  factory0.628   50 Day Low $ 100.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 September 2021   LOW   smart_toy0.956  factory0.383   50 Day Low $ 101.18 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
19 July 2021   LOW   smart_toy0.948  factory0.336   50 Day Low $ 102.28 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box

 

The data for iShares US Aerospace & Defence (exchange: XCBO symbol: ITA) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.