iShares Global Clean Energy (ICLN) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to ICLN's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -3.13%.   Win rate: 66.67%.   Sharpe Ratio: -1.404.   Maximum drawdown: -43.03% on 12 February 2025.
Mean CAGR: 110.61%. Time in market: 4063 days.   Hypothetical return: $1000 would be worth $972.06 on 23 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 Global Clean Energy

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 15 signal(s) occurring before 13 July 2024 for a 7.5% profit target: (66.67% * 8.70%) + (0% * 0%) - (33.33% * 26.78%) = -3.13%.
Wins: 10 Breakevens: 0 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.

 

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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
20 July 2026   smart_toyLOW (51)    local_gas_stationLOW   Williams %R (Weekly) $ 18.35 schedule schedule schedule schedule schedule
07 April 2025   smart_toyLOW (79)    local_gas_stationHIGH   sirenFIRE SALE Williams %R (Weekly) $ 10.73 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_boltelectric_bolt
03 March 2025   smart_toyLOW (58)    local_gas_stationLOW   Williams %R (Weekly) $ 11.04 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 electric_bolt
22 January 2025   smart_toyLOW (72)    local_gas_stationLOW   Williams %R (Weekly) $ 11.12 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
12 December 2024   smart_toyLOW (78)    local_gas_stationLOW   Williams %R (Weekly) $ 12.04 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
22 October 2024   smart_toyLOW (60)    local_gas_stationLOW   Williams %R (Weekly) $ 13.30 select_check_box select_check_box select_check_box select_check_box select_check_box
16 April 2024   smart_toyLOW (48)    local_gas_stationLOW   Williams %R (Weekly) $ 13.10 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
14 March 2024   smart_toyLOW (55)    local_gas_stationLOW   Williams %R (Weekly) $ 13.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 October 2023   smart_toyLOW (79)    local_gas_stationLOW   Williams %R (Weekly) $ 13.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
06 September 2023   smart_toyLOW (42)     Williams %R (Weekly) $ 15.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 August 2023   smart_toyLOW (52)     Williams %R (Weekly) $ 17.48 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 June 2023   smart_toyLOW (42)     Williams %R (Weekly) $ 17.81 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
02 May 2023   smart_toyLOW (53)     sirenFIRE SALE Williams %R (Weekly) $ 18.22 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 February 2023   smart_toyLOW (63)     sirenFIRE SALE Williams %R (Weekly) $ 19.43 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 October 2022   smart_toyHIGH (92)     sirenFIRE SALE Williams %R (Weekly) $ 18.38 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
09 May 2022   smart_toyHIGH (90)     sirenFIRE SALE Williams %R (Weekly) $ 17.75 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
23 February 2022   smart_toyLOW (79)     Williams %R (Weekly) $ 17.78 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_boltelectric_bolt
21 January 2022   smart_toyLOW (65)     Williams %R (Weekly) $ 18.53 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
20 December 2021   smart_toyLOW (70)     Williams %R (Weekly) $ 20.44 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
30 September 2021   smart_toyLOW (58)     Williams %R (Weekly) $ 21.65 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
04 May 2021   smart_toyLOW (45)     Williams %R (Weekly) $ 22.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box

 

The data for iShares Global Clean Energy (exchange: XNAS symbol: ICLN) was last updated 21 Jul 2026 04:28. Data for this ETF is available from 04 Jan 2021 - 20 Jul 2026.