VanEck Robotics (IBOT) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to IBOT's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.49%.   Win rate: 100%.   Sharpe Ratio: 7.529.   Maximum drawdown: -11.48% on 27 October 2023.
Mean CAGR: 121.85%. Time in market: 224 days.   Hypothetical return: $1000 would be worth $1077.80 on 15 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 Robotics

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 3 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 8.49%) + (0% * 0%) - (0% * 0%) = 8.49%.
Wins: 3 Breakevens: 0 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.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low 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%
19 March 2026   LOW   smart_toy0.847  factory0.376   50 Day Low $ 54.00 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
21 November 2025   MEDIUM   smart_toy0.709  factory0.517   50 Day Low $ 48.44 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_bolt
13 March 2025   MEDIUM   smart_toy0.923  factory0.729   FIRE SALE 50 Day Low $ 40.63 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
19 December 2024   MEDIUM   smart_toy0.542  factory0.614   50 Day Low $ 42.28 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
25 July 2024   MEDIUM   smart_toy0.357  factory0.472   50 Day Low $ 43.00 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
25 October 2023   LOW   smart_toy0.771  factory0.56   50 Day Low $ 32.87 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 electric_boltelectric_bolt
21 September 2023   LOW   smart_toy0.586  factory0.495   50 Day Low $ 35.21 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 August 2023   LOW   smart_toy0.651  factory0.391   50 Day Low $ 36.75 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt

 

The data for VanEck Robotics (exchange: XNAS symbol: IBOT) was last updated 30 May 2026 15:00. Data for this ETF is available from 06 Apr 2023 - 29 May 2026.