iShares 20+ Year Treasury Bond (TLT) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to TLT's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -9.46%.   Win rate: 37.50%.   Sharpe Ratio: -2.851.   Maximum drawdown: -42.14% on 20 October 2023.
Mean CAGR: 23.21%. Time in market: 7217 days.   Hypothetical return: $1000 would be worth $650.94 on 05 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 20+ 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 16 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (37.50% * 8.00%) + (12.50% * 1.26%) - (50.0% * 25.23%) = -9.46%.
Wins: 6 Breakevens: 2 Losses: 8

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%
01 May 2026   LOW   smart_toy0.512  factory0.172   50 Day Low $ 85.56 schedule schedule schedule schedule schedule
20 March 2026   MEDIUM   smart_toy0.35  factory0.315   50 Day Low $ 86.38 schedule schedule schedule schedule schedule
06 January 2026   MEDIUM   smart_toy0.097  factory0.168   50 Day Low $ 87.22 schedule schedule schedule schedule schedule
05 December 2025   MEDIUM   smart_toy0.391  factory0.292   50 Day Low $ 88.36 schedule schedule schedule schedule schedule
13 May 2025   MEDIUM   smart_toy0.887  factory0.487   50 Day Low $ 86.01 select_check_box select_check_box schedule schedule schedule
10 April 2025   MEDIUM   smart_toy0.981  factory0.572   FIRE SALE 50 Day Low $ 87.08 select_check_box select_check_box select_check_box select_check_box select_check_box
18 December 2024   MEDIUM   smart_toy0.168  factory0.416   50 Day Low $ 89.56 select_check_box select_check_box select_check_box select_check_box select_check_box
10 October 2024   MEDIUM   smart_toy0.661  factory0.349   50 Day Low $ 93.98 schedule schedule schedule schedule schedule
02 April 2024   MEDIUM   smart_toy0.236  factory0.25   50 Day Low $ 91.80 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
21 February 2024   MEDIUM   smart_toy0.316  factory0.229   50 Day Low $ 92.50 select_check_box select_check_box select_check_box select_check_box select_check_box
21 September 2023   MEDIUM   smart_toy0.923  factory0.301   50 Day Low $ 90.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 August 2023   MEDIUM   smart_toy0.889  factory0.212   50 Day Low $ 94.69 select_check_box select_check_box select_check_box select_check_box select_check_box
06 July 2023   MEDIUM   smart_toy0.205  factory0.21   50 Day Low $ 99.94 select_check_box select_check_box select_check_box select_check_box select_check_box
18 May 2023   MEDIUM   smart_toy0.544  factory0.297   50 Day Low $ 101.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 March 2023   MEDIUM   smart_toy0.857  factory0.493   50 Day Low $ 99.27 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
07 October 2022   MEDIUM   smart_toy0.996  factory0.767   FIRE SALE 50 Day Low $ 100.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
01 September 2022   MEDIUM   smart_toy0.879  factory0.78   FIRE SALE 50 Day Low $ 109.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 June 2022   MEDIUM   smart_toy0.787  factory0.813   50 Day Low $ 110.84 select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
12 April 2022   MEDIUM   smart_toy0.86  factory0.423   FIRE SALE 50 Day Low $ 123.51 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 March 2022   HIGH   smart_toy0.99  factory0.589   FIRE SALE 50 Day Low $ 134.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 February 2022   LOW   smart_toy0.83  factory0.441   50 Day Low $ 139.00 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 January 2022   LOW   smart_toy0.133  factory0.295   50 Day Low $ 143.66 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 September 2021   LOW   smart_toy0.813  factory0.268   50 Day Low $ 144.21 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
18 March 2021   LOW   smart_toy0.763  factory0.296   50 Day Low $ 133.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default

 

The data for iShares 20+ Year Treasury Bond (exchange: XNAS symbol: TLT) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.