iShares 1-3 Year Treasury Bond (SHY) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to SHY's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -1.93%.   Win rate: 0%.   Sharpe Ratio: -21.276.   Maximum drawdown: -6.59% on 08 March 2023.
Mean CAGR: -0.79%. Time in market: 10420 days.   Hypothetical return: $1000 would be worth $950.80 on 03 April 2023.
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 1-3 Year Treasury Bonds

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 18 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (0% * 0%) + (44.44% * 0.83%) - (55.56% * 4.14%) = -1.93%.
Wins: 0 Breakevens: 8 Losses: 10

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%
01 May 2026   LOW   smart_toy0.486  factory0.037   50 Day Low $ 82.24 schedule schedule schedule schedule schedule
11 March 2026   MEDIUM   smart_toy0.25  factory0.049   50 Day Low $ 82.66 schedule schedule schedule schedule schedule
23 December 2025   MEDIUM   smart_toy0.097  factory0.045   50 Day Low $ 82.67 schedule schedule schedule schedule schedule
12 May 2025   MEDIUM   smart_toy0.202  factory0.093   50 Day Low $ 82.34 schedule schedule schedule schedule schedule
18 December 2024   MEDIUM   smart_toy0.047  factory0.421   50 Day Low $ 81.78 select_check_box select_check_box select_check_box select_check_box select_check_box
29 October 2024   MEDIUM   smart_toy0.134  factory0.408   50 Day Low $ 82.38 select_check_box select_check_box select_check_box select_check_box select_check_box
02 April 2024   MEDIUM   smart_toy0.167  factory0.244   50 Day Low $ 81.36 select_check_box select_check_box select_check_box select_check_box select_check_box
01 March 2024   MEDIUM   smart_toy0.131  factory0.213   50 Day Low $ 81.60 select_check_box select_check_box select_check_box select_check_box select_check_box
19 September 2023   MEDIUM   smart_toy0.108  factory0.257   50 Day Low $ 80.85 select_check_box select_check_box select_check_box select_check_box select_check_box
29 June 2023   MEDIUM   smart_toy0.061  factory0.263   50 Day Low $ 81.05 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2023   MEDIUM   smart_toy0.133  factory0.265   50 Day Low $ 81.52 select_check_box select_check_box select_check_box select_check_box select_check_box
14 February 2023   MEDIUM   smart_toy0.103  factory0.569   50 Day Low $ 81.12 select_check_box select_check_box select_check_box select_check_box select_check_box
07 October 2022   MEDIUM   smart_toy0.735  factory0.886   50 Day Low $ 81.04 select_check_box select_check_box select_check_box select_check_box select_check_box
30 August 2022   MEDIUM   smart_toy0.185  factory0.827   50 Day Low $ 82.31 select_check_box select_check_box select_check_box select_check_box select_check_box
10 June 2022   MEDIUM   smart_toy0.915  factory0.803   50 Day Low $ 82.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 April 2022   MEDIUM   smart_toy0.666  factory0.416   50 Day Low $ 83.04 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 March 2022   HIGH   smart_toy0.874  factory0.569   50 Day Low $ 83.99 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 February 2022   LOW   smart_toy0.327  factory0.518   50 Day Low $ 84.66 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 January 2022   LOW   smart_toy0.302  factory0.331   50 Day Low $ 85.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 December 2021   LOW   smart_toy0.047  factory0.388   50 Day Low $ 85.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 October 2021   LOW   smart_toy0.119  factory0.4   50 Day Low $ 85.82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 September 2021   LOW   smart_toy0.715  factory0.301   50 Day Low $ 86.14 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 June 2021   LOW   smart_toy0.804  factory0.296   50 Day Low $ 86.22 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 April 2021   LOW   smart_toy0.279  factory0.245   50 Day Low $ 86.23 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares 1-3 Year Treasury Bond (exchange: XNAS symbol: SHY) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.