VanEck Retail (US) (RTH) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to RTH's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.31%.   Win rate: 88.89%.   Sharpe Ratio: 0.143.   Maximum drawdown: -18.92% on 24 May 2022.
Mean CAGR: 80.99%. Time in market: 1267 days.   Hypothetical return: $1000 would be worth $1604.78 on 13 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 US Retailers

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 22 May 2024 for a 7.5% profit target: (88.89% * 8.22%) + (11.11% * 0.04%) - (0% * 0%) = 7.31%.
Wins: 8 Breakevens: 1 Losses: 0

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%
19 March 2026   MEDIUM   smart_toy0.956  factory0.525   50 Day Low $ 248.61 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
19 November 2025   MEDIUM   smart_toy0.866  factory0.707   50 Day Low $ 244.69 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule
11 March 2025   MEDIUM   smart_toy0.966  factory0.843   50 Day Low $ 223.94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 August 2024   MEDIUM   smart_toy0.873  factory0.88   50 Day Low $ 195.93 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_bolt
01 May 2024   MEDIUM   smart_toy0.792  factory0.385   50 Day Low $ 197.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
26 October 2023   HIGH   smart_toy0.884  factory0.829   FIRE SALE 50 Day Low $ 163.35 select_check_box electric_boltelectric_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 September 2023   HIGH   smart_toy0.755  factory0.664   50 Day Low $ 171.10 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
02 March 2023   MEDIUM   smart_toy0.706  factory0.743   50 Day Low $ 157.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 September 2022   MEDIUM   smart_toy0.973  factory0.868   FIRE SALE 50 Day Low $ 155.64 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
06 May 2022   MEDIUM   smart_toy0.941  factory0.856   50 Day Low $ 166.00 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
22 February 2022   HIGH   smart_toy0.863  factory0.711   FIRE SALE 50 Day Low $ 174.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
18 January 2022   LOW   smart_toy0.784  factory0.591   50 Day Low $ 183.34 select_check_box select_check_box select_check_box select_check_box select_check_box
01 October 2021   LOW   smart_toy0.851  factory0.693   50 Day Low $ 174.74 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

 

The data for VanEck Retail (US) (exchange: XNAS symbol: RTH) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.