iShares MSCI China (MCHI) Daily/Weekly Backtest Results globe

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to MCHI's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: -5.73%. Win rate: 64.71%. Sharpe Ratio: -1.609. Maximum drawdown: -55.94% on 31 October 2022.
Mean CAGR: 90.17%. Time in market: 5083 days. Hypothetical return: $1000 would be worth $338.23 on 17 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 China

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 08 July 2024 for a 7.5% profit target: (64.71% * 8.23%) + (5.88% * 0.98%) - (29.41% * 37.79%) = -5.73%.
Wins: 11 Breakevens: 1 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.

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, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
28 May 2026 bubble_chart smart_toyLOW (29)	50 Day Low	$ 54.79	schedule	schedule	schedule	schedule	schedule
26 February 2026 bubble_chart smart_toyLOW (38)	50 Day Low	$ 59.35	schedule	schedule	schedule	schedule	schedule
18 November 2025 bubble_chart smart_toyLOW (62)	50 Day Low	$ 62.26	schedule	schedule	schedule	schedule	schedule
07 April 2025 bubble_chart smart_toyMEDIUM (89) sirenFIRE SALE	50 Day Low	$ 46.40	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
02 January 2025 bubble_chart smart_toyLOW (48)	50 Day Low	$ 46.14	select_check_box electric_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
19 July 2024 smart_toyLOW (24)	50 Day Low	$ 42.05	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt
08 January 2024 smart_toyLOW (65)	50 Day Low	$ 38.80	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
05 December 2023 smart_toyLOW (74)	50 Day Low	$ 40.81	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
21 September 2023 smart_toyLOW (31)	50 Day Low	$ 42.69	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
16 August 2023 smart_toyLOW (38)	50 Day Low	$ 43.97	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
30 May 2023 smart_toyLOW (47)	50 Day Low	$ 43.47	select_check_box electric_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
25 April 2023 smart_toyLOW (62)	50 Day Low	$ 46.37	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
10 March 2023 smart_toyLOW (70)	50 Day Low	$ 46.67	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box
28 September 2022 smart_toyHIGH (93) sirenFIRE SALE	50 Day Low	$ 43.54	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
24 August 2022 smart_toyLOW (59)	50 Day Low	$ 48.31	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box	select_check_box electric_bolt	disabled_by_default
24 February 2022 smart_toyLOW (55) sirenFIRE SALE	50 Day Low	$ 57.80	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
05 January 2022 smart_toyLOW (40)	50 Day Low	$ 60.42	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	disabled_by_default	disabled_by_default
30 November 2021 smart_toyLOW (49)	50 Day Low	$ 65.40	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
04 October 2021 smart_toyLOW (43)	50 Day Low	$ 65.72	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	disabled_by_default
19 August 2021 smart_toyLOW (40)	50 Day Low	$ 66.67	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	disabled_by_default
08 July 2021 smart_toyLOW (24)	50 Day Low	$ 75.63	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
10 May 2021 smart_toyLOW (19)	50 Day Low	$ 79.15	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
24 March 2021 smart_toyLOW (48)	50 Day Low	$ 80.62	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default

The data for iShares MSCI China (exchange: XNAS symbol: MCHI) was last updated 16 Jul 2026 03:30. Data for this ETF is available from 04 Jan 2021 - 15 Jul 2026.