iShares 7-10 Year Treasury Bond (IEF) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to IEF's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -6.05%.   Win rate: 0%.   Sharpe Ratio: -6.958.   Maximum drawdown: -21.67% on 19 October 2023.
Mean CAGR: -2.71%. Time in market: 9851 days.   Hypothetical return: $1000 would be worth $877.30 on 20 March 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 7-10 Year Treasury Bonds

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 17 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (0% * 0%) + (47.06% * 2.03%) - (52.94% * 13.23%) = -6.05%.
Wins: 0 Breakevens: 8 Losses: 9

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%
04 May 2026   LOW   smart_toy0.303  factory0.106   50 Day Low $ 94.49 schedule schedule schedule schedule schedule
20 March 2026   MEDIUM   smart_toy0.328  factory0.239   50 Day Low $ 95.10 schedule schedule schedule schedule schedule
02 February 2026   MEDIUM   smart_toy0.254  factory0.04   50 Day Low $ 95.56 schedule schedule schedule schedule schedule
22 December 2025   MEDIUM   smart_toy0.147  factory0.052   50 Day Low $ 96.15 schedule schedule schedule schedule schedule
14 May 2025   MEDIUM   smart_toy0.27  factory0.241   50 Day Low $ 93.48 select_check_box select_check_box select_check_box select_check_box select_check_box
18 December 2024   MEDIUM   smart_toy0.088  factory0.132   50 Day Low $ 93.04 select_check_box select_check_box select_check_box select_check_box select_check_box
10 October 2024   MEDIUM   smart_toy0.36  factory0.242   50 Day Low $ 95.80 select_check_box select_check_box select_check_box select_check_box select_check_box
02 April 2024   MEDIUM   smart_toy0.167  factory0.151   50 Day Low $ 93.22 select_check_box select_check_box select_check_box select_check_box select_check_box
16 February 2024   MEDIUM   smart_toy0.467  factory0.143   50 Day Low $ 93.67 select_check_box select_check_box select_check_box select_check_box select_check_box
19 September 2023   MEDIUM   smart_toy0.803  factory0.125   50 Day Low $ 92.90 select_check_box select_check_box select_check_box select_check_box select_check_box
03 August 2023   MEDIUM   smart_toy0.206  factory0.144   50 Day Low $ 94.08 select_check_box select_check_box select_check_box select_check_box select_check_box
29 June 2023   MEDIUM   smart_toy0.113  factory0.161   50 Day Low $ 96.45 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2023   MEDIUM   smart_toy0.287  factory0.138   50 Day Low $ 97.23 select_check_box select_check_box select_check_box select_check_box select_check_box
21 February 2023   MEDIUM   smart_toy0.421  factory0.575   50 Day Low $ 95.56 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
10 October 2022   MEDIUM   smart_toy0.993  factory0.791   FIRE SALE 50 Day Low $ 94.87 select_check_box select_check_box select_check_box select_check_box select_check_box
01 September 2022   MEDIUM   smart_toy0.809  factory0.757   FIRE SALE 50 Day Low $ 100.02 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 June 2022   MEDIUM   smart_toy0.973  factory0.58   50 Day Low $ 100.97 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 April 2022   MEDIUM   smart_toy0.936  factory0.319   FIRE SALE 50 Day Low $ 103.34 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 March 2022   HIGH   smart_toy0.987  factory0.506   50 Day Low $ 109.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 February 2022   LOW   smart_toy0.636  factory0.491   50 Day Low $ 110.90 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 January 2022   LOW   smart_toy0.264  factory0.151   50 Day Low $ 113.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 November 2021   LOW   smart_toy0.238  factory0.204   50 Day Low $ 113.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 September 2021   LOW   smart_toy0.683  factory0.091   50 Day Low $ 116.32 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 March 2021   LOW   smart_toy0.38  factory0.159   50 Day Low $ 113.00 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares 7-10 Year Treasury Bond (exchange: XNAS symbol: IEF) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.