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

Buy indicator:                
              [ What are these indicators? | Switch to ITB's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 6.49%.   Win rate: 100%.   Sharpe Ratio: 3.005.   Maximum drawdown: 24.75% on 17 June 2022.
Mean CAGR: 151.4%. Time in market: 672 days.   Hypothetical return: $1000 would be worth $1220.35 on 02 November 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 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 5 signal(s) occurring before 11 March 2024 for a 5% profit target: (100% * 6.49%) + (0% * 0%) - (0% * 0%) = 6.49%.
Wins: 5 Breakevens: 0 Losses: 0

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.

 

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 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 and Score Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
18 March 2026   35 $ 92.50 schedule schedule schedule schedule schedule
31 March 2025   30 $ 94.32 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
19 February 2025   35 $ 100.28 select_check_box select_check_box select_check_box select_check_box select_check_box
10 January 2025   55 $ 101.32 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
02 July 2024   35 $ 97.54 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
20 October 2023   55 $ 72.59 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_bolt
14 June 2022   30 $ 53.34 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
11 May 2022   30 $ 56.07 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
28 March 2022   30 $ 61.54 select_check_box select_check_box select_check_box select_check_box select_check_box
22 February 2022   55 $ 65.28 select_check_box 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 19 Mar 2026 13:42. Data for this ETF is available from 04 Jan 2021 - 18 Mar 2026.