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: 7.93%. Win rate: 89.47%. Sharpe Ratio: -1.97. Maximum drawdown: -36.48% on 17 June 2022.
Mean CAGR: 112.4%. Time in market: 2314 days. Hypothetical return: $1000 would be worth $2085.69 on 17 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 19 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (89.47% * 8.68%) + (10.53% * 1.48%) - (0% * 0%) = 7.93%.
Wins: 17 Breakevens: 2 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.

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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%.

Date	Buy Signal	Price	Scores						Performance (mouseover for details)
			Signal	Sector	WR	Speed	Risk	Overall	5%	6%	7.5%	10%	20%
27 July 2026	Mega Dump Lite	$ 98.16	35	33	100	80	68	42	schedule	schedule	schedule	schedule	schedule
23 June 2026	Mega Dump Lite	$ 97.16	31	24	100	80	71	35	schedule	schedule	schedule	schedule	schedule
19 May 2026	Mega Dump Lite	$ 86.52	33	37	100	76	70	42	schedule	schedule	schedule	schedule	schedule
17 April 2026	Mega Dump Lite	$ 96.78	32	30	100	77	70	38	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule	schedule
17 March 2026	Mega Dump Lite	$ 94.32	40	37	100	77	73	46	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	schedule
02 December 2025	Mega Dump Lite	$ 103.60	72	43	100	77	77	67	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule	schedule
31 October 2025	Mega Dump Lite	$ 100.21	54	41	100	76	78	56	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
29 September 2025	Mega Dump Lite	$ 107.57	51	52	100	56	72	57	select_check_box	schedule	schedule	schedule	schedule
16 June 2025	Mega Dump Lite	$ 90.34	47	29					select_check_box electric_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
13 May 2025	Mega Dump Lite	$ 96.33	48	24					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
11 April 2025	Mega Dump Lite	$ 88.50	95	75					select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
11 March 2025	Mega Dump Lite	$ 98.52	60	35	100	53	75	55	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
07 February 2025	Mega Dump Lite	$ 104.26	51	44	100	54	75	54	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
06 January 2025	Mega Dump Lite	$ 103.43	49	57	100	66	75	58	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box	select_check_box
03 December 2024	Mega Dump Lite	$ 123.32	48	50	100	52	75	54	schedule	schedule	schedule	schedule	schedule
01 November 2024	Mega Dump Lite	$ 117.92	49	46	100	39	74	52	select_check_box electric_boltelectric_bolt	schedule	schedule	schedule	schedule
10 September 2024	Mega Dump Lite	$ 118.51	55	50	100	33	75	56	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	schedule	schedule
08 August 2024	Mega Dump Lite	$ 111.24	55	38	100	36	76	51	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box
31 May 2024	Mega Dump Lite	$ 105.70	35	39					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
23 April 2024	Mega Dump Lite	$ 104.83	35	35					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
31 October 2023	Mega Dump Lite	$ 73.11	44	69					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 September 2023	Mega Dump Lite	$ 79.26	42	29					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
27 February 2023	Mega Dump Lite	$ 67.52	54	56					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
14 November 2022	Mega Dump Lite	$ 59.29	65	67					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_boltelectric_bolt
11 October 2022	Mega Dump Lite	$ 54.68	89	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
08 September 2022	Mega Dump Lite	$ 56.11	88	72					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
29 July 2022	Mega Dump Lite	$ 60.86	76	58					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
27 June 2022	Mega Dump Lite	$ 53.63	88	80					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	select_check_box electric_bolt
24 May 2022	Mega Dump Lite	$ 55.68	86	86					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_bolt	select_check_box electric_bolt
21 April 2022	Mega Dump Lite	$ 59.76	48	66					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
21 March 2022	Mega Dump Lite	$ 66.85	37	62					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
15 February 2022	Mega Dump Lite	$ 67.82	39	58					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
12 January 2022	Mega Dump Lite	$ 77.34	43	61					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
18 June 2021	Mega Dump Lite	$ 66.96	40	19					select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
17 May 2021	Mega Dump Lite	$ 72.18	33	32					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
05 April 2021	Mega Dump Lite	$ 70.12	32	22					select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box
02 March 2021	Mega Dump Lite	$ 61.35	45	31					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	select_check_box electric_boltelectric_bolt

The data for iShares US Home Construction (exchange: XCBO symbol: ITB) was last updated 13 Aug 2026 04:38. Data for this ETF is available from 04 Jan 2021 - 12 Aug 2026.