iShares US Transportation (IYT) Daily/Weekly Backtest Results

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

Expectancy: 6.72%.   Win rate: 80.0%.   Sharpe Ratio: -0.125.   Maximum drawdown: -19.80% on 30 September 2022.
Mean CAGR: 73.41%. Time in market: 1299 days.   Hypothetical return: $1000 would be worth $1492.56 on 04 December 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 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 10 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (80.0% * 8.30%) + (20.0% * 0.39%) - (0% * 0%) = 6.72%.
Wins: 8 Breakevens: 2 Losses: 0

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.

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
20 March 2026   45     Williams %R (Weekly) $ 73.64 schedule schedule schedule schedule schedule
20 November 2025   35     Williams %R (Weekly) $ 69.28 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 schedule
10 March 2025   45     Williams %R (Weekly) $ 67.06 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2024   45     Williams %R (Weekly) $ 60.84 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 select_check_box electric_boltelectric_bolt
30 April 2024   45     Williams %R (Weekly) $ 64.76 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2023   55     Williams %R (Weekly) $ 55.70 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
22 September 2023   55     Williams %R (Weekly) $ 58.79 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
26 April 2023   55     Williams %R (Weekly) $ 53.93 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
22 September 2022   25     Williams %R (Weekly) $ 52.32 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
13 June 2022   25     Williams %R (Weekly) $ 52.78 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
10 May 2022   25     Williams %R (Weekly) $ 58.40 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box
06 April 2022   25     Williams %R (Weekly) $ 61.78 select_check_box select_check_box select_check_box select_check_box select_check_box
27 January 2022       Williams %R (Weekly) $ 63.21 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
14 September 2021       Williams %R (Weekly) $ 61.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
08 July 2021       Williams %R (Weekly) $ 63.47 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt disabled_by_default

 

The data for iShares US Transportation (exchange: XCBO symbol: IYT) was last updated 27 Mar 2026 10:46. Data for this ETF is available from 04 Jan 2021 - 26 Mar 2026.