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

Signal: 52 Week Low 26 Week Low 50 day low Double Seven 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 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: -11.34%. Win rate: 38.46%. Sharpe Ratio: -3.083. Maximum drawdown: -59.74% on 31 October 2022.
Mean CAGR: 51.16%. Time in market: 10958 days. Hypothetical return: $1000 would be worth $569.95 on 26 September 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 26 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (38.46% * 9.94%) + (19.23% * 4.10%) - (42.31% * 37.71%) = -11.34%.
Wins: 10 Breakevens: 5 Losses: 11

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.

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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%
30 June 2026 smart_toyLOW (54)	Mega Dump Lite	$ 51.01	schedule	schedule	schedule	schedule	schedule
10 March 2026 bubble_chart smart_toyLOW (38)	Mega Dump Lite	$ 58.52	schedule	schedule	schedule	schedule	schedule
13 May 2025 bubble_chart smart_toyLOW (39)	Mega Dump Lite	$ 54.57	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
10 April 2025 bubble_chart smart_toyMEDIUM (86)	Mega Dump Lite	$ 48.26	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt
21 January 2025 bubble_chart smart_toyLOW (43)	Mega Dump Lite	$ 46.62	select_check_box electric_boltelectric_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
17 December 2024 bubble_chart smart_toyLOW (65)	Mega Dump Lite	$ 46.98	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
15 November 2024 bubble_chart smart_toyLOW (56)	Mega Dump Lite	$ 47.41	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
14 October 2024 bubble_chart smart_toyLOW (49)	Mega Dump Lite	$ 51.70	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box
31 July 2024 smart_toyLOW (56)	Mega Dump Lite	$ 41.65	select_check_box electric_boltelectric_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
23 January 2024 smart_toyLOW (72)	Mega Dump Lite	$ 37.28	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
13 December 2023 smart_toyLOW (54)	Mega Dump Lite	$ 40.74	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
11 September 2023 smart_toyLOW (28)	Mega Dump Lite	$ 44.64	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
08 August 2023 smart_toyLOW (26)	Mega Dump Lite	$ 46.62	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
05 July 2023 smart_toyLOW (49)	Mega Dump Lite	$ 45.13	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box
02 June 2023 smart_toyLOW (57)	Mega Dump Lite	$ 45.23	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
14 April 2023 smart_toyLOW (69)	Mega Dump Lite	$ 48.95	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
14 March 2023 smart_toyLOW (73)	Mega Dump Lite	$ 47.22	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box
09 February 2023 smart_toyLOW (61)	Mega Dump Lite	$ 52.84	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 November 2022 smart_toyMEDIUM (84)	Mega Dump Lite	$ 40.89	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_boltelectric_bolt
04 October 2022 smart_toyHIGH (90) sirenFIRE SALE	Mega Dump Lite	$ 44.09	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
19 August 2022 smart_toyLOW (60)	Mega Dump Lite	$ 48.56	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box	select_check_box electric_bolt	disabled_by_default
18 July 2022 smart_toyMEDIUM (80)	Mega Dump Lite	$ 52.32	select_check_box	select_check_box	disabled_by_default	disabled_by_default	disabled_by_default
20 May 2022 smart_toyMEDIUM (86) sirenFIRE SALE	Mega Dump Lite	$ 49.96	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	disabled_by_default
18 April 2022 smart_toyLOW (48)	Mega Dump Lite	$ 51.78	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default	disabled_by_default
15 March 2022 smart_toyLOW (73) sirenFIRE SALE	Mega Dump Lite	$ 44.58	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_boltelectric_bolt
11 February 2022 smart_toyLOW (44)	Mega Dump Lite	$ 62.78	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
10 January 2022 smart_toyLOW (56)	Mega Dump Lite	$ 62.20	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
07 December 2021 smart_toyLOW (62)	Mega Dump Lite	$ 65.33	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
19 October 2021 smart_toyLOW (43)	Mega Dump Lite	$ 72.11	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
17 September 2021 smart_toyLOW (40)	Mega Dump Lite	$ 69.00	select_check_box electric_bolt	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
16 August 2021 smart_toyLOW (45)	Mega Dump Lite	$ 69.96	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
13 July 2021 smart_toyLOW (42)	Mega Dump Lite	$ 78.26	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
17 May 2021 smart_toyLOW (31)	Mega Dump Lite	$ 78.94	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
06 April 2021 smart_toyLOW (39)	Mega Dump Lite	$ 83.48	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
03 March 2021 smart_toyLOW (57)	Mega Dump Lite	$ 88.22	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 01 Jul 2026 09:10. Data for this ETF is available from 04 Jan 2021 - 30 Jun 2026.