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

Buy indicator:          
              [ What are these indicators? | Switch to IEF's monthly backtests ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: -5.52%. See below chart for calculations and explanation.   Win rate: 28.57%.   Maximum drawdown: 22.42% on 19 October 2023.
Mean CAGR: 12.6%. Time in market: 7000 days.   Hypothetical return: $1000 would be worth $841.64 on 02 August 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.

 

Expectancy 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 14 signal(s) occurring before 20 December 2023 for a 5% profit target: (28.57% * 5.34%) + (21.43% * 1.88%) - (50.0% * 14.89%) = -5.52%.
Wins: 4 Breakevens: 3 Losses: 7

 

Williams %R (Weekly) Backtest Summary

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 Price Performance (mouseover for details)
5% 7.5% 10% 20%
22 December 2025 $96.15 schedule schedule schedule schedule
18 December 2024 $93.04 schedule schedule schedule schedule
31 October 2024 $94.32 select_check_box select_check_box select_check_box select_check_box
25 April 2024 $91.16 select_check_box select_check_box electric_bolt select_check_box select_check_box
18 March 2024 $93.58 select_check_box select_check_box select_check_box select_check_box
25 October 2023 $89.42 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
19 September 2023 $92.90 select_check_box select_check_box select_check_box select_check_box
03 August 2023 $94.08 select_check_box select_check_box select_check_box select_check_box
29 June 2023 $96.45 select_check_box select_check_box select_check_box select_check_box
24 February 2023 $95.30 select_check_box electric_bolt select_check_box select_check_box select_check_box
24 October 2022 $93.06 select_check_box electric_bolt select_check_box select_check_box select_check_box
20 September 2022 $97.74 select_check_box select_check_box select_check_box select_check_box
10 June 2022 $100.97 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 April 2022 $103.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 March 2022 $109.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 February 2022 $110.90 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 January 2022 $113.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 November 2021 $113.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 October 2021 $114.78 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 27 Dec 2025 05:11. Data for this ETF is available from 04 Jan 2021 - 26 Dec 2025.