iShares MSCI Qatar (QAT) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to QAT's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 1.80%.   Win rate: 54.55%.   Sharpe Ratio: -1.914.   Maximum drawdown: -29.48% on 27 October 2023.
Mean CAGR: 26.26%. Time in market: 3664 days.   Hypothetical return: $1000 would be worth $828.19 on 30 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 Qatar

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 11 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (54.55% * 8.31%) + (27.27% * 0.94%) - (18.18% * 16.42%) = 1.80%.
Wins: 6 Breakevens: 3 Losses: 2

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%
02 March 2026   MEDIUM   smart_toy0.754  factory0.312   50 Day Low $ 18.60 schedule schedule schedule schedule schedule
17 November 2025   MEDIUM   smart_toy0.678  factory0.519   50 Day Low $ 18.94 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
02 October 2025   MEDIUM   smart_toy0.537  factory0.433   50 Day Low $ 19.28 schedule schedule schedule schedule schedule
03 April 2025   MEDIUM   smart_toy0.928  factory0.661   50 Day Low $ 17.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 December 2024   MEDIUM   smart_toy0.532  factory0.591   50 Day Low $ 17.88 select_check_box select_check_box select_check_box select_check_box select_check_box
29 May 2024   MEDIUM   smart_toy0.575  factory0.258   50 Day Low $ 16.51 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 April 2024   MEDIUM   smart_toy0.596  factory0.263   50 Day Low $ 17.16 select_check_box select_check_box select_check_box select_check_box select_check_box
09 October 2023   MEDIUM   smart_toy0.73  factory0.567   50 Day Low $ 16.94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
05 September 2023   MEDIUM   smart_toy0.783  factory0.34   50 Day Low $ 17.46 select_check_box select_check_box select_check_box select_check_box select_check_box
22 June 2023   MEDIUM   smart_toy0.744  factory0.377   50 Day Low $ 17.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
15 March 2023   MEDIUM   smart_toy0.518  factory0.711   50 Day Low $ 17.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
03 February 2023   MEDIUM   smart_toy0.911  factory0.597   50 Day Low $ 18.26 select_check_box select_check_box select_check_box select_check_box select_check_box
27 December 2022   MEDIUM   smart_toy0.864  factory0.821   50 Day Low $ 18.56 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
21 November 2022   MEDIUM   smart_toy0.676  factory0.821   50 Day Low $ 20.46 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 June 2022   MEDIUM   smart_toy0.953  factory0.905   FIRE SALE 50 Day Low $ 21.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
16 May 2022   MEDIUM   smart_toy0.956  factory0.871   FIRE SALE 50 Day Low $ 22.50 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 June 2021   LOW   smart_toy0.28  factory0.302   50 Day Low $ 18.86 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for iShares MSCI Qatar (exchange: XNAS symbol: QAT) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.