iShares MSCI Europe Financials (EUFN) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to EUFN's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 5.29%.   Win rate: 77.78%.   Sharpe Ratio: -4.519.   Maximum drawdown: -35.02% on 12 October 2022.
Mean CAGR: 74.73%. Time in market: 5595 days.   Hypothetical return: $1000 would be worth $1195.33 on 16 May 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 Europe Financials

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 27 signal(s) occurring before 04 June 2024 for a 7.5% profit target: (77.78% * 7.79%) + (11.11% * 2.56%) - (11.11% * 9.53%) = 5.29%.
Wins: 21 Breakevens: 3 Losses: 3

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%
27 May 2026   LOW   smart_toy0.446  factory0.43   Double Seven $ 38.91 schedule schedule schedule schedule schedule
24 April 2026   LOW   smart_toy0.962  factory0.472   Double Seven $ 37.29 schedule schedule schedule schedule schedule
23 April 2026   LOW   smart_toy0.928  factory0.352   Double Seven $ 37.24 schedule schedule schedule schedule schedule
23 March 2026   MEDIUM   smart_toy0.96  factory0.803   Double Seven $ 34.01 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 schedule
16 March 2026   MEDIUM   smart_toy0.938  factory0.574   Double Seven $ 34.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
17 February 2026   LOW   smart_toy0.934  factory0.615   Double Seven $ 37.07 select_check_box schedule schedule schedule schedule
10 February 2026   LOW   smart_toy0.881  factory0.439   Double Seven $ 38.31 schedule schedule schedule schedule schedule
13 January 2026   LOW   smart_toy0.504  factory0.815   Double Seven $ 37.30 schedule schedule schedule schedule schedule
08 January 2026   LOW   smart_toy0.871  factory0.694   Double Seven $ 37.03 select_check_box schedule schedule schedule schedule
12 December 2025   MEDIUM   smart_toy0.977  factory0.921   Double Seven $ 36.27 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
25 November 2025   LOW   smart_toy0.591  factory0.696   Double Seven $ 34.10 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
10 November 2025   MEDIUM   smart_toy0.989  factory0.925   Double Seven $ 34.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
24 October 2025   LOW   smart_toy0.913  factory0.731   Double Seven $ 33.50 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
07 October 2025   MEDIUM   smart_toy0.949  factory0.911   Double Seven $ 34.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
22 September 2025   LOW   smart_toy0.95  factory0.815   Double Seven $ 33.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
05 September 2025   MEDIUM   smart_toy0.966  factory0.918   Double Seven $ 33.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
19 August 2025   LOW   smart_toy0.906  factory0.624   Double Seven $ 34.30 select_check_box select_check_box select_check_box select_check_box schedule
04 August 2025   MEDIUM   smart_toy0.978  factory0.945   Double Seven $ 32.26 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 July 2025   LOW   smart_toy0.916  factory0.526   Double Seven $ 31.90 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
01 July 2025   MEDIUM   smart_toy0.963  factory0.937   Double Seven $ 31.52 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
16 June 2025   LOW   smart_toy0.852  factory0.652   Double Seven $ 31.12 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 May 2025   MEDIUM    factory0.934   Double Seven $ 31.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
05 May 2025   LOW    factory0.745   Double Seven $ 30.52 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
15 April 2025   MEDIUM    factory0.915   Double Seven $ 28.22 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
01 April 2025   LOW    factory0.716   Double Seven $ 28.63 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 March 2025   MEDIUM    factory0.915   Double Seven $ 28.66 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
04 February 2025   LOW    factory0.911   Double Seven $ 25.09 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 electric_boltelectric_bolt
03 January 2025   MEDIUM    factory0.933   Double Seven $ 23.29 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
30 December 2024   MEDIUM    factory0.912   Double Seven $ 23.30 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
02 December 2024   MEDIUM    factory0.92   Double Seven $ 23.85 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
26 November 2024   LOW    factory0.806   Double Seven $ 23.48 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
28 October 2024   MEDIUM    factory0.914   Double Seven $ 24.21 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 October 2024   LOW    factory0.86   Double Seven $ 24.10 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 September 2024   MEDIUM    factory0.899   Double Seven $ 24.69 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
23 September 2024   LOW    factory0.813   Double Seven $ 24.52 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
23 August 2024   MEDIUM    factory0.924   Double Seven $ 23.95 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
20 August 2024   LOW    factory0.76   Double Seven $ 23.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
22 July 2024   MEDIUM    factory0.937   Double Seven $ 23.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
19 July 2024   LOW    factory0.847   Double Seven $ 23.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
17 June 2024   LOW    factory0.823   Double Seven $ 22.22 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 May 2024   LOW    factory0.658   Double Seven $ 23.71 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
11 April 2024   LOW    factory0.601   Double Seven $ 22.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
26 February 2024   LOW    factory0.897   Double Seven $ 21.05 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
23 January 2024   LOW    factory0.95   Double Seven $ 20.38 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
21 December 2023   LOW    factory0.886   Double Seven $ 20.72 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
20 December 2023   MEDIUM    factory0.921   Double Seven $ 20.59 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 October 2023   MEDIUM    factory0.911   Double Seven $ 18.81 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 September 2023   LOW    factory0.93   Double Seven $ 18.98 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 August 2023   LOW    factory0.602   Double Seven $ 19.46 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
05 July 2023   LOW    factory0.751   Double Seven $ 18.91 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
02 June 2023   LOW    factory0.901   Double Seven $ 18.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
01 May 2023   LOW    factory0.593   Double Seven $ 19.01 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
28 March 2023   LOW    factory0.886   Double Seven $ 17.98 select_check_box electric_boltelectric_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
22 February 2023   LOW    factory0.746   Double Seven $ 19.58 select_check_box select_check_box select_check_box select_check_box select_check_box
18 January 2023   LOW    factory0.612   Double Seven $ 19.38 select_check_box select_check_box select_check_box select_check_box select_check_box
16 December 2022   LOW    factory0.765   Double Seven $ 17.13 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
23 February 2022   MEDIUM    factory0.801   Double Seven $ 20.16 select_check_box select_check_box select_check_box select_check_box select_check_box
21 January 2022   LOW    factory0.713   Double Seven $ 20.66 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
14 December 2021   LOW    factory0.304   Double Seven $ 19.20 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
11 November 2021   LOW    factory0.326   Double Seven $ 20.91 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 November 2021   LOW    factory0.925   Double Seven $ 20.98 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 September 2021   LOW    factory0.162   Double Seven $ 19.15 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
18 August 2021   LOW    factory0.175   Double Seven $ 20.05 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
13 July 2021   LOW    factory0.2   Double Seven $ 19.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
10 June 2021   LOW    factory0.264   Double Seven $ 20.62 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 April 2021   LOW    factory0.182   Double Seven $ 19.44 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
23 March 2021   LOW    factory0.259   Double Seven $ 19.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for iShares MSCI Europe Financials (exchange: XNAS symbol: EUFN) was last updated 12 Jun 2026 03:25. Data for this ETF is available from 04 Jan 2021 - 11 Jun 2026.