iShares US Home Construction (ITB) Daily/Weekly Backtest Results

Buy indicator:          
              [ What are these indicators? | Switch to ITB's monthly backtests ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 5.58%. See below chart for calculations and explanation.   Win rate: 100%.   Maximum drawdown: 20.60% on 17 June 2022.
Mean CAGR: 149.41%. Time in market: 320 days.   Hypothetical return: $1000 would be worth $1114.80 on 06 July 2022
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.

 

Expectancy Calculations for US Home Construction

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 3 signal(s) occurring before 20 December 2023 for a 5% profit target: (100% * 5.58%) + (0% * 0%) - (0% * 0%) = 5.58%.
Wins: 3 Breakevens: 0 Losses: 0

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

 

52 Week Low Backtest Summary

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 Price Performance (mouseover for details)
5% 7.5% 10% 20%
04 April 2025 $90.35 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 March 2025 $96.45 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
14 June 2022 $53.34 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
11 May 2022 $56.07 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 March 2022 $61.87 select_check_box select_check_box select_check_box select_check_box

 

The data for iShares US Home Construction (exchange: XCBO symbol: ITB) was last updated 27 Dec 2025 05:00. Data for this ETF is available from 04 Jan 2021 - 26 Dec 2025.