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

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to ITB's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: 7.81%. Win rate: 92.86%. Sharpe Ratio: 0.134. Maximum drawdown: -32.12% on 17 June 2022.
Mean CAGR: 148.64%. Time in market: 1370 days. Hypothetical return: $1000 would be worth $1627.77 on 16 July 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 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 14 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (92.86% * 8.38%) + (7.14% * 0.32%) - (0% * 0%) = 7.81%.
Wins: 13 Breakevens: 1 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.

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, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
15 May 2026 smart_toyLOW (41) shopping_cartLOW	50 Day Low	$ 87.63	schedule	schedule	schedule	schedule	schedule
11 March 2026 smart_toyLOW (35) shopping_cartLOW	50 Day Low	$ 95.95	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule	schedule
30 October 2025 smart_toyLOW (48) shopping_cartLOW	50 Day Low	$ 100.24	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
31 March 2025 smart_toyLOW (61) sirenFIRE SALE	50 Day Low	$ 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 smart_toyLOW (44)	50 Day Low	$ 100.28	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
12 December 2024 smart_toyLOW (58)	50 Day Low	$ 115.38	schedule	schedule	schedule	schedule	schedule
02 July 2024 smart_toyLOW (29)	50 Day Low	$ 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
29 May 2024 smart_toyLOW (31)	50 Day Low	$ 102.40	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
20 October 2023 smart_toyLOW (47) sirenFIRE SALE	50 Day Low	$ 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
18 September 2023 smart_toyLOW (28)	50 Day Low	$ 81.58	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt
20 October 2022 smart_toyHIGH (91) sirenFIRE SALE	50 Day Low	$ 51.18	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 September 2022 smart_toyMEDIUM (80) sirenFIRE SALE	50 Day Low	$ 54.12	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
14 June 2022 smart_toyMEDIUM (84) sirenFIRE SALE	50 Day Low	$ 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 smart_toyMEDIUM (89) sirenFIRE SALE	50 Day Low	$ 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
31 March 2022 smart_toyLOW (57) sirenFIRE SALE	50 Day Low	$ 60.42	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 February 2022 smart_toyLOW (52) sirenFIRE SALE	50 Day Low	$ 63.48	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box	select_check_box
19 January 2022 smart_toyLOW (52)	50 Day Low	$ 72.38	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
30 September 2021 smart_toyLOW (33)	50 Day Low	$ 67.34	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_boltelectric_bolt
16 July 2021 smart_toyLOW (25)	50 Day Low	$ 66.66	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 June 2021 smart_toyLOW (19)	50 Day Low	$ 67.83	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

The data for iShares US Home Construction (exchange: XCBO symbol: ITB) was last updated 16 Jul 2026 03:30. Data for this ETF is available from 04 Jan 2021 - 15 Jul 2026.