WisdomTree Cyber Security (WCBR) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to WCBR's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 5.50%.   Win rate: 84.62%.   Sharpe Ratio: -1.103.   Maximum drawdown: -49.27% on 06 January 2023.
Mean CAGR: 81.05%. Time in market: 2744 days.   Hypothetical return: $1000 would be worth $1136.33 on 07 November 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 Cyber Security

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 22 April 2024 for a 7.5% profit target: (84.62% * 8.60%) + (7.69% * 0.00%) - (7.69% * 23.11%) = 5.50%.
Wins: 11 Breakevens: 1 Losses: 1

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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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%
27 March 2026   LOW     smart_toy0.53 Gap Down $ 24.20 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
23 February 2026   MEDIUM     smart_toy0.691 Gap Down $ 23.88 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
10 July 2025   MEDIUM     smart_toy0.389 Gap Down $ 31.74 schedule schedule schedule schedule schedule
03 April 2025   MEDIUM     smart_toy0.892 Gap Down $ 26.32 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_boltelectric_bolt
21 February 2025   MEDIUM     smart_toy0.734 Gap Down $ 30.78 select_check_box schedule schedule schedule schedule
18 December 2024   MEDIUM     smart_toy0.746 Gap Down $ 29.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
21 February 2024   MEDIUM     smart_toy0.618 Gap Down $ 25.36 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
25 April 2023   MEDIUM     smart_toy0.433 Gap Down $ 17.20 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_boltelectric_bolt
03 February 2023   LOW     smart_toy0.547 Gap Down $ 17.66 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 December 2022   LOW     smart_toy0.747 Gap Down $ 16.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
07 October 2022   MEDIUM     smart_toy0.967 Gap Down $ 17.17 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
01 September 2022   MEDIUM     smart_toy0.63 Gap Down $ 18.70 select_check_box select_check_box select_check_box select_check_box select_check_box
12 July 2022   MEDIUM     smart_toy0.927 Gap Down $ 18.82 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
10 June 2022   MEDIUM   FIRE SALE   smart_toy0.889 Gap Down $ 18.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
09 May 2022   MEDIUM   FIRE SALE   smart_toy0.891 Gap Down $ 18.53 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
04 January 2022   LOW     smart_toy0.838 Gap Down $ 24.94 select_check_box select_check_box select_check_box select_check_box select_check_box
22 November 2021   LOW     smart_toy0.973 Gap Down $ 28.58 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 September 2021   LOW     smart_toy0.698 Gap Down $ 26.00 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default
22 February 2021   LOW     smart_toy0.856 Gap Down $ 24.46 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt

 

The data for WisdomTree Cyber Security (exchange: XNAS symbol: WCBR) was last updated 30 Apr 2026 07:53. Data for this ETF is available from 19 Feb 2021 - 29 Apr 2026.