iShares US Transportation (IYT) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to IYT's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 3.38%.   Win rate: 72.41%.   Sharpe Ratio: -4.122.   Maximum drawdown: -27.76% on 30 September 2022.
Mean CAGR: 48.55%. Time in market: 7092 days.   Hypothetical return: $1000 would be worth $1111.88 on 15 February 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 Transportation

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 29 signal(s) occurring before 25 December 2023 for a 7.5% profit target: (72.41% * 8.05%) + (10.34% * 0.49%) - (17.24% * 14.52%) = 3.38%.
Wins: 21 Breakevens: 3 Losses: 5

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
29 December 2025   cards_starMEDIUM     Double Seven $ 75.11 schedule schedule schedule schedule schedule
25 November 2025   cards_starLOW     Double Seven $ 70.82 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
24 October 2025   cards_starLOW     Double Seven $ 70.69 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
22 September 2025   cards_starMEDIUM     Double Seven $ 71.46 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
19 August 2025   cards_starLOW     Double Seven $ 71.16 select_check_box select_check_box select_check_box electric_bolt schedule schedule
18 July 2025   cards_starLOW     Double Seven $ 70.50 select_check_box select_check_box select_check_box schedule schedule
16 July 2025   cards_starLOW     Double Seven $ 70.41 select_check_box select_check_box select_check_box schedule schedule
18 March 2025   cards_starMEDIUM     Double Seven $ 64.74 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
10 March 2025   cards_starMEDIUM     Double Seven $ 67.06 select_check_box select_check_box select_check_box select_check_box schedule
14 February 2025   cards_starLOW     Double Seven $ 72.42 select_check_box schedule schedule schedule schedule
04 February 2025   cards_starLOW     Double Seven $ 69.56 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box schedule
13 January 2025   cards_starLOW     Double Seven $ 68.66 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box schedule
03 January 2025   cards_starLOW     Double Seven $ 68.23 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box schedule
09 December 2024   cards_starLOW     Double Seven $ 71.52 select_check_box select_check_box select_check_box select_check_box select_check_box
02 December 2024   cards_starLOW     Double Seven $ 74.66 select_check_box select_check_box select_check_box select_check_box select_check_box
05 November 2024   cards_starLOW     Double Seven $ 69.98 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
29 October 2024   cards_starLOW     Double Seven $ 70.16 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
04 October 2024   cards_starLOW     Double Seven $ 67.50 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 select_check_box
27 September 2024   cards_starLOW     Double Seven $ 68.78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
26 August 2024   cards_starLOW     Double Seven $ 66.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 August 2024   cards_starLOW     Double Seven $ 66.07 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 July 2024   cards_starLOW     Double Seven $ 65.47 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
19 July 2024   cards_starLOW     Double Seven $ 66.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 June 2024   cards_starLOW     Double Seven $ 64.28 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 June 2024   cards_starLOW     Double Seven $ 63.52 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
20 May 2024   cards_starLOW     Double Seven $ 65.94 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
14 May 2024   cards_starLOW     Double Seven $ 66.56 select_check_box select_check_box select_check_box select_check_box select_check_box
16 April 2024   cards_starLOW     Double Seven $ 66.76 select_check_box select_check_box select_check_box select_check_box select_check_box
12 April 2024   cards_starLOW     Double Seven $ 67.76 select_check_box select_check_box select_check_box select_check_box select_check_box
14 March 2024   cards_starLOW     Double Seven $ 69.56 select_check_box select_check_box select_check_box select_check_box select_check_box
12 March 2024   cards_starLOW     Double Seven $ 69.90 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2024   cards_starMEDIUM     Double Seven $ 66.63 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
03 January 2024   cards_starLOW     Double Seven $ 63.81 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 October 2023   cards_starLOW     Double Seven $ 58.53 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
08 September 2023   cards_starLOW     Double Seven $ 60.54 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
06 September 2023   cards_starLOW     Double Seven $ 60.83 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 August 2023   cards_starLOW     Double Seven $ 64.72 select_check_box select_check_box select_check_box select_check_box select_check_box
04 August 2023   cards_starLOW     Double Seven $ 64.80 select_check_box select_check_box select_check_box select_check_box select_check_box
26 June 2023   cards_starLOW     Double Seven $ 59.78 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
28 March 2023   cards_starLOW     Double Seven $ 54.84 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
17 March 2023   cards_starMEDIUM     Double Seven $ 55.40 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 February 2023   cards_starLOW     Double Seven $ 56.78 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
13 February 2023   cards_starLOW     Double Seven $ 58.84 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
20 January 2023   cards_starLOW     Double Seven $ 57.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
04 April 2022   cards_starLOW     Double Seven $ 64.71 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2022   LOW     Double Seven $ 64.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
21 December 2021   LOW     Double Seven $ 66.23 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
18 November 2021   LOW     Double Seven $ 68.45 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 September 2021   LOW     Double Seven $ 62.31 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
08 September 2021   LOW     Double Seven $ 62.94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 August 2021   LOW     Double Seven $ 63.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
19 July 2021   LOW     Double Seven $ 62.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 July 2021   LOW     Double Seven $ 64.96 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
15 June 2021   LOW     Double Seven $ 66.55 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 June 2021   LOW     Double Seven $ 68.59 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 May 2021   LOW     Double Seven $ 67.85 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 April 2021   LOW     Double Seven $ 67.50 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 March 2021   LOW     Double Seven $ 64.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
24 March 2021   LOW     Double Seven $ 61.70 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 select_check_box
23 February 2021   LOW     Double Seven $ 59.07 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
25 January 2021   LOW     Double Seven $ 56.56 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_boltelectric_bolt
22 January 2021   LOW     Double Seven $ 56.77 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

 

The data for iShares US Transportation (exchange: XCBO symbol: IYT) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 31 Dec 2025.