United States Commodity Index Fund (USCI) 52 Week Lows

Buy signal:            
        [ What are these indicators? ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]

Expectancy: -2.29%.   Win rate: 66.67%.   Mean CAGR: 32.7%. Time in market: 19 years 72 days.
Sharpe Ratio: -2.846. Maximum drawdown: 39.57% on 18 March 2020.

About this Chart's Calculations for United States Commodities

Expectancy calculation (win % x average win) - (loss % x average loss): (66.67% * 6.53%) - (33.33% * 19.93%) = -2.29%. To be a profitable trader you need to trade with a positive value for expectancy.

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.

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

52 Week Lows - Profit Probability Projections

This table summarises how long it would take after buying the ETF at the 50 day lows to reach the specified percentage return. Note that past performance is not a guarantee of future performance. The calculations exclude the exceptionally volatile month of March 2020. Calculations also exclude dividends and other distributions to shareholders.

Date Days to Reach Profit Target
5% 6% 7.5% 10% 20%
2020 311 311 313 343 362
2017 147 166 191 255
2015 1 1 1 1 1
2013 94 186 282 290
2012 54 56 57 113
2011 20 26 42 56
Avg. Days 104 124 147 176 181
CAGR 18.7% 18.7% 19.7% 21.9% 44.4%

52 Week Lows - Backtest Trading Summary

This table summarises how profitable it would have been to have bought this ETF at each 50 day low. 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%. check_box_outline_blank = profit point achieved but CAGR was less than 5%.

Signal Date Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
28 February 2020 $31.09 select_check_box select_check_box select_check_box select_check_box select_check_box
27 January 2020 $33.88 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
23 July 2019 $36.25 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
13 May 2019 $37.12 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
19 December 2018 $38.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 November 2018 $40.23 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 June 2017 $37.90 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
05 May 2017 $38.34 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
07 March 2017 $39.59 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
06 May 2015 $35.57 select_check_box select_check_box select_check_box select_check_box select_check_box
10 March 2015 $45.72 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 December 2014 $48.39 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 November 2014 $53.17 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 October 2014 $54.44 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 June 2013 $53.86 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
15 April 2013 $54.43 select_check_box select_check_box select_check_box check_box_outline_blank check_box_outline_blank
23 May 2012 $56.97 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
15 December 2011 $57.09 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank

52 Week Lows - Compound Annual Growth Rate (CAGR) Summary

Compound Annual Growth Rate (CAGR) shows the annual percentage performance had the investment grown at the same rate over one year. Cross reference the figures in the tables below with the backtesting results tables above to see how long it took to achieve profitability after buying this ETF at the specific 50 day low. A red (empty) table cell shows that the specific profit point has not yet been achieved. Calculations exclude dividends or other distributions this fund may distribute to fund holders.

Date Price Gains / CAGR
5% 6% 7.5% 10% 20%
28 February 2020 $31.09 5.9 7.1 8.8 10.7 20.2
27 January 2020 $33.88
23 July 2019 $36.25
13 May 2019 $37.12
19 December 2018 $38.10
09 November 2018 $40.23
06 June 2017 $37.90 25.3 28.1 35.4 18.7
05 May 2017 $38.34 16.3 19.6 15.4 15.8
07 March 2017 $39.59 7.6 7.5 9.2 11.3
06 May 2015 $35.57 >10,000 >10,000 >10,000 >10,000 >10,000
10 March 2015 $45.72
30 December 2014 $48.39
28 November 2014 $53.17
15 October 2014 $54.44
24 June 2013 $53.86 37.4 40.2 11.6 12.7
15 April 2013 $54.43 14.3 7.1 8.5
23 May 2012 $56.97 39.1 46.2 58.9 36.1
15 December 2011 $57.09 143.7 126.6 87.4 86.1

The data for United States Commodity Index Fund (exchange: ARCX symbol: USCI) was last updated 30 Apr 2026 07:46. Data for this ETF is available from 10 Aug 2010 - 29 Apr 2026.