iShares MSCI New Zealand (ENZL) Daily/Weekly Backtest Results globe

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

Expectancy: 3.08%.   Win rate: 63.64%.   Sharpe Ratio: -1.134.   Maximum drawdown: -31.75% on 13 October 2022.
Mean CAGR: 103.03%. Time in market: 2658 days.   Hypothetical return: $1000 would be worth $942.38 on 02 December 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 New Zealand

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 11 signal(s) occurring before 30 April 2024 for a 7.5% profit target: (63.64% * 8.41%) + (18.18% * 5.40%) - (18.18% * 17.92%) = 3.08%.
Wins: 7 Breakevens: 2 Losses: 2

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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
27 April 2026   MEDIUM     smart_toy0.536 Mega Dump Lite $ 44.02 schedule schedule schedule schedule schedule
25 March 2026   HIGH   FIRE SALE   smart_toy0.945 Mega Dump Lite $ 43.34 schedule schedule schedule schedule schedule
10 April 2025   MEDIUM   FIRE SALE   smart_toy0.99 Mega Dump Lite $ 41.54 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
05 March 2025   MEDIUM   FIRE SALE   smart_toy0.98 Mega Dump Lite $ 42.82 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
23 December 2024   MEDIUM     smart_toy0.554 Mega Dump Lite $ 45.26 select_check_box select_check_box select_check_box select_check_box select_check_box
01 December 2023   MEDIUM     smart_toy0.845 Mega Dump Lite $ 46.93 select_check_box select_check_box select_check_box select_check_box select_check_box
30 October 2023   HIGH   FIRE SALE   smart_toy0.937 Mega Dump Lite $ 41.80 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
26 September 2023   HIGH     smart_toy0.916 Mega Dump Lite $ 44.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
23 August 2023   HIGH     smart_toy0.733 Mega Dump Lite $ 45.79 select_check_box select_check_box select_check_box select_check_box select_check_box
07 November 2022   MEDIUM   FIRE SALE   smart_toy0.932 Mega Dump Lite $ 44.56 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
04 October 2022   MEDIUM   FIRE SALE   smart_toy0.994 Mega Dump Lite $ 42.45 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
25 July 2022   MEDIUM   FIRE SALE   smart_toy0.874 Mega Dump Lite $ 46.26 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
21 June 2022   MEDIUM   FIRE SALE   smart_toy0.958 Mega Dump Lite $ 44.34 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_bolt
17 May 2022   MEDIUM     smart_toy0.981 Mega Dump Lite $ 46.85 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
02 February 2022   LOW     smart_toy0.978 Mega Dump Lite $ 53.86 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 December 2021   LOW     smart_toy0.697 Mega Dump Lite $ 58.90 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares MSCI New Zealand (exchange: XNAS symbol: ENZL) was last updated 08 May 2026 01:35. Data for this ETF is available from 04 Jan 2021 - 07 May 2026.