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:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -0.21%.   Win rate: 44.44%.   Sharpe Ratio: -1.841.   Maximum drawdown: -29.48% on 27 October 2023.
Mean CAGR: 16.2%. Time in market: 3350 days.   Hypothetical return: $1000 would be worth $766.01 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 9 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (44.44% * 8.24%) + (22.22% * 1.22%) - (33.33% * 12.44%) = -0.21%.
Wins: 4 Breakevens: 2 Losses: 3

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.

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
29 July 2026 Williams %R (Weekly) $ 17.46 45 74 65 81 71 61 schedule schedule schedule schedule schedule
25 June 2026 Williams %R (Weekly) $ 18.04 28 71 64 79 73 46 schedule schedule schedule schedule schedule
02 March 2026 Williams %R (Weekly) $ 18.60 30 66 62 80 75 47 schedule schedule schedule schedule schedule
17 November 2025 Williams %R (Weekly) $ 18.94 43 76 62 79 80 60 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
04 April 2025 Williams %R (Weekly) $ 17.16 68 70 57 54 70 73 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
27 December 2024 Williams %R (Weekly) $ 17.76 59 87 62 68 69 74 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2024 Williams %R (Weekly) $ 17.10 34 51 100 63 99 45 select_check_box select_check_box select_check_box select_check_box select_check_box
09 October 2023 Williams %R (Weekly) $ 16.94 35 82 100 64 99 54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
05 September 2023 Williams %R (Weekly) $ 17.46 30 84 100 66 99 50 select_check_box select_check_box select_check_box select_check_box select_check_box
15 March 2023 Williams %R (Weekly) $ 17.62 80 89 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
07 February 2023 Williams %R (Weekly) $ 18.14 64 80 select_check_box select_check_box select_check_box select_check_box select_check_box
23 December 2022 Williams %R (Weekly) $ 18.81 80 94 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 November 2022 Williams %R (Weekly) $ 20.46 73 89 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 June 2022 Williams %R (Weekly) $ 21.18 93 95 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 Williams %R (Weekly) $ 22.50 92 91 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares MSCI Qatar (exchange: XNAS symbol: QAT) was last updated 13 Aug 2026 08:56. Data for this ETF is available from 04 Jan 2021 - 12 Aug 2026.