iShares 3-7 Year Treasury Bond (IEI) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to IEI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -3.34%.   Win rate: 0%.   Sharpe Ratio: -9.66.   Maximum drawdown: -14.00% on 20 October 2022.
Mean CAGR: -1.21%. Time in market: 10079 days.   Hypothetical return: $1000 would be worth $905.40 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 3-7 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 18 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (0% * 0%) + (50.0% * 2.07%) - (50.0% * 8.75%) = -3.34%.
Wins: 0 Breakevens: 9 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_toy0.464  factory0.036   50 Day Low $ 117.70 schedule schedule schedule schedule schedule
19 March 2026   MEDIUM   smart_toy0.293  factory0.07   50 Day Low $ 118.54 schedule schedule schedule schedule schedule
02 February 2026   MEDIUM   smart_toy0.115  factory0.04   50 Day Low $ 118.91 schedule schedule schedule schedule schedule
23 December 2025   MEDIUM   smart_toy0.098  factory0.046   50 Day Low $ 119.08 schedule schedule schedule schedule schedule
14 May 2025   MEDIUM   smart_toy0.188  factory0.052   50 Day Low $ 117.06 select_check_box select_check_box select_check_box select_check_box select_check_box
18 December 2024   MEDIUM   smart_toy0.053  factory0.027   50 Day Low $ 115.57 select_check_box select_check_box select_check_box select_check_box select_check_box
14 October 2024   MEDIUM   smart_toy0.193  factory0.053   50 Day Low $ 117.62 select_check_box select_check_box select_check_box select_check_box select_check_box
16 April 2024   MEDIUM   smart_toy0.195  factory0.137   50 Day Low $ 113.44 select_check_box select_check_box select_check_box select_check_box select_check_box
15 March 2024   MEDIUM   smart_toy0.145  factory0.041   50 Day Low $ 115.09 select_check_box select_check_box select_check_box select_check_box select_check_box
27 September 2023   MEDIUM   smart_toy0.109  factory0.126   50 Day Low $ 112.98 select_check_box select_check_box select_check_box select_check_box select_check_box
21 August 2023   MEDIUM   smart_toy0.122  factory0.044   50 Day Low $ 113.74 select_check_box select_check_box select_check_box select_check_box select_check_box
29 June 2023   MEDIUM   smart_toy0.1  factory0.114   50 Day Low $ 115.25 select_check_box select_check_box select_check_box select_check_box select_check_box
25 May 2023   MEDIUM   smart_toy0.237  factory0.164   50 Day Low $ 116.00 select_check_box select_check_box select_check_box select_check_box select_check_box
21 February 2023   MEDIUM   smart_toy0.289  factory0.554   50 Day Low $ 114.55 select_check_box select_check_box select_check_box select_check_box select_check_box
13 October 2022   MEDIUM   smart_toy0.988  factory0.791   FIRE SALE 50 Day Low $ 113.12 select_check_box select_check_box select_check_box select_check_box select_check_box
01 September 2022   MEDIUM   smart_toy0.811  factory0.757   FIRE SALE 50 Day Low $ 117.39 select_check_box select_check_box select_check_box select_check_box select_check_box
10 June 2022   MEDIUM   smart_toy0.969  factory0.612   50 Day Low $ 118.23 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 April 2022   MEDIUM   smart_toy0.923  factory0.351   50 Day Low $ 119.69 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 March 2022   HIGH   smart_toy0.986  factory0.457   50 Day Low $ 124.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 February 2022   LOW   smart_toy0.879  factory0.153   50 Day Low $ 125.88 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 January 2022   LOW   smart_toy0.319  factory0.041   50 Day Low $ 128.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 November 2021   LOW   smart_toy0.238  factory0.057   50 Day Low $ 128.21 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 October 2021   LOW   smart_toy0.133  factory0.051   50 Day Low $ 128.91 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 September 2021   LOW   smart_toy0.729  factory0.045   50 Day Low $ 130.79 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 March 2021   LOW   smart_toy0.336  factory0.051   50 Day Low $ 130.01 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares 3-7 Year Treasury Bond (exchange: XNAS symbol: IEI) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.