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

Signal:                  
                [ What are these? | Switch to MCHI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ 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 22 May 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 and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
26 February 2026  bubble_chart   MEDIUM   smart_toy0.903  factory0.39   50 Day Low $ 59.35 schedule schedule schedule schedule schedule
18 November 2025  bubble_chart   MEDIUM   smart_toy0.793  factory0.467   50 Day Low $ 62.26 schedule schedule schedule schedule schedule
07 April 2025  bubble_chart   MEDIUM   smart_toy0.944  factory0.806   FIRE 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   MEDIUM   smart_toy0.922  factory0.607   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   MEDIUM   smart_toy0.423  factory0.263   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   MEDIUM   smart_toy0.967  factory0.461   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   MEDIUM   smart_toy0.47  factory0.692   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   MEDIUM   smart_toy0.802  factory0.519   50 Day Low $ 42.69 select_check_box select_check_box select_check_box select_check_box select_check_box
16 August 2023   MEDIUM   smart_toy0.673  factory0.41   50 Day Low $ 43.97 select_check_box select_check_box select_check_box select_check_box select_check_box
30 May 2023   MEDIUM   smart_toy0.784  factory0.508   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   MEDIUM   smart_toy0.636  factory0.367   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   MEDIUM   smart_toy0.688  factory0.637   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   MEDIUM   smart_toy0.987  factory0.662   FIRE 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   MEDIUM   smart_toy0.656  factory0.797   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   HIGH   smart_toy0.943  factory0.606   FIRE SALE 50 Day Low $ 57.80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 January 2022   LOW   smart_toy0.98  factory0.469   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   LOW   smart_toy0.497  factory0.457   50 Day Low $ 65.40 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 October 2021   LOW   smart_toy0.597  factory0.716   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   LOW   smart_toy0.457  factory0.261   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   LOW   smart_toy0.391  factory0.3   50 Day Low $ 75.63 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 May 2021   LOW   smart_toy0.763  factory0.222   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   LOW   smart_toy0.627  factory0.334   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 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.