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:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -8.63%.   Win rate: 38.46%.   Sharpe Ratio: -2.206.   Maximum drawdown: -40.92% on 06 October 2023.
Mean CAGR: 48.42%. Time in market: 5498 days.   Hypothetical return: $1000 would be worth $704.14 on 05 August 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 13 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (38.46% * 8.12%) + (15.38% * 1.26%) - (46.15% * 25.88%) = -8.63%.
Wins: 5 Breakevens: 2 Losses: 6

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.

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) $ 83.48 38 74 44 84 45 57 schedule schedule schedule schedule schedule
29 April 2026 Williams %R (Weekly) $ 85.84 29 79 42 83 48 50 schedule schedule schedule schedule schedule
13 March 2026 Williams %R (Weekly) $ 86.73 20 78 41 85 53 40 schedule schedule schedule schedule schedule
20 January 2026 Williams %R (Weekly) $ 86.64 27 61 41 86 59 45 schedule schedule schedule schedule schedule
15 December 2025 Williams %R (Weekly) $ 87.56 49 79 40 85 61 67 schedule schedule schedule schedule schedule
14 May 2025 Williams %R (Weekly) $ 85.54 53 60 45 84 51 64 select_check_box select_check_box select_check_box select_check_box select_check_box
18 December 2024 Williams %R (Weekly) $ 89.56 66 93 40 74 48 81 select_check_box select_check_box select_check_box select_check_box select_check_box
28 October 2024 Williams %R (Weekly) $ 92.08 42 73 36 70 44 59 schedule schedule schedule schedule schedule
02 April 2024 Williams %R (Weekly) $ 91.80 46 82 50 78 59 64 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
31 October 2023 Williams %R (Weekly) $ 83.83 76 87 100 56 99 82 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
19 September 2023 Williams %R (Weekly) $ 92.94 40 86 100 60 100 58 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
15 August 2023 Williams %R (Weekly) $ 94.69 32 70 100 66 100 48 select_check_box select_check_box select_check_box select_check_box select_check_box
06 July 2023 Williams %R (Weekly) $ 99.94 34 79 100 60 100 51 select_check_box select_check_box select_check_box select_check_box select_check_box
02 March 2023 Williams %R (Weekly) $ 99.27 58 80 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
10 October 2022 Williams %R (Weekly) $ 99.96 89 95 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
06 September 2022 Williams %R (Weekly) $ 108.20 64 90 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 June 2022 Williams %R (Weekly) $ 114.52 81 93 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
12 April 2022 Williams %R (Weekly) $ 123.51 69 82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 March 2022 Williams %R (Weekly) $ 134.64 79 86 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 January 2022 Williams %R (Weekly) $ 140.53 68 86 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 October 2021 Williams %R (Weekly) $ 143.03 46 88 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default

 

The data for iShares 20+ Year Treasury Bond (exchange: XNAS symbol: TLT) was last updated 13 Aug 2026 08:56. Data for this ETF is available from 04 Jan 2021 - 12 Aug 2026.