United States Commodity Index Fund (USCI) 50 Day Lows

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

Expectancy: -2.98%.   Win rate: 69.23%.   Mean CAGR: 38.26%. Time in market: 53 years 145 days.
Sharpe Ratio: -8.348. Maximum drawdown: 43.48% on 18 March 2020.

About this Chart's Calculations for United States Commodities

Expectancy calculation (win % x average win) - (loss % x average loss): (69.23% * 4.54%) - (30.77% * 19.9%) = -2.98%. 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%.

50 Day 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%
2024 44 66 79 120 202
2023 74 112 117 141 336
2022 9 10 38 45
2021 38 42 45 49 151
2020 346 349 351 359
2017 165 168 192 220
2015 114 85 88 1 1
2013 83 93 200 245
2012 66 66 120
2011 62 72 51 69
Avg. Days 100 106 128 138 172
CAGR 19.5% 22.2% 22.9% 28.7% 47.2%

50 Day 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%
07 April 2025 $66.80 select_check_box select_check_box select_check_box select_check_box select_check_box
06 September 2024 $59.00 select_check_box select_check_box select_check_box select_check_box select_check_box
29 July 2024 $60.74 select_check_box select_check_box select_check_box select_check_box select_check_box
06 December 2023 $55.70 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
05 October 2023 $56.38 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
04 May 2023 $51.88 select_check_box select_check_box select_check_box select_check_box select_check_box
24 February 2023 $53.73 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
26 September 2022 $51.40 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
24 June 2022 $55.87 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
20 August 2021 $38.66 select_check_box select_check_box select_check_box select_check_box select_check_box
20 August 2021 $38.66 select_check_box select_check_box select_check_box select_check_box select_check_box
25 February 2020 $32.75 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
24 January 2020 $34.86 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
20 November 2019 $35.40 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
31 May 2019 $36.53 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
26 April 2019 $38.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 December 2018 $38.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 October 2018 $41.11 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 August 2018 $41.33 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 June 2018 $43.02 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
02 March 2017 $39.82 select_check_box select_check_box select_check_box check_box_outline_blank check_box_outline_blank
22 December 2016 $40.43 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
06 October 2016 $41.02 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
31 August 2016 $41.54 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
16 December 2015 $40.00 select_check_box select_check_box select_check_box check_box_outline_blank check_box_outline_blank
05 November 2015 $41.30 select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
24 August 2015 $41.60 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
21 July 2015 $45.56 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
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
09 January 2015 $48.09 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 December 2014 $53.11 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 October 2014 $53.59 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 September 2014 $55.76 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 August 2014 $56.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 July 2014 $59.59 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 November 2013 $55.19 select_check_box select_check_box select_check_box select_check_box disabled_by_default
24 June 2013 $53.86 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
02 April 2013 $56.62 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
27 February 2013 $57.90 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
04 January 2013 $58.14 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
22 October 2012 $59.98 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
14 May 2012 $58.04 select_check_box select_check_box select_check_box check_box_outline_blank check_box_outline_blank
10 April 2012 $60.96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 December 2011 $57.48 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
22 September 2011 $60.31 select_check_box select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank
08 August 2011 $61.74 select_check_box select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank
20 June 2011 $64.82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 May 2011 $66.12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

50 Day 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%
07 April 2025 $66.80 204.3 225.9 104.0 69.4 26.8
06 September 2024 $59.00 169.0 206.3 166.1 53.6 52.8
29 July 2024 $60.74 29.0 20.5 22.1 24.3 30.9
06 December 2023 $55.70 20.2 24.2 30.2 34.6
05 October 2023 $56.38 293.5 14.1 16.7 21.2
04 May 2023 $51.88 52.8 64.0 73.2 57.1 21.9
24 February 2023 $53.73 13.1 15.7 19.2 20.2
26 September 2022 $51.40 623.5 739.0 100.3 116.7
24 June 2022 $55.87
20 August 2021 $38.66 59.8 65.9 79.6 103.4 55.4
20 August 2021 $38.66 59.8 65.9 79.6 103.4 54.9
25 February 2020 $32.75 5.3 6.3 7.8 10.2
24 January 2020 $34.86
20 November 2019 $35.40
23 July 2019 $36.25
31 May 2019 $36.53
26 April 2019 $38.42
19 December 2018 $38.10
31 October 2018 $41.11
13 August 2018 $41.33
21 June 2018 $43.02
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
02 March 2017 $39.82 6.1 7.3 9.0
22 December 2016 $40.43
06 October 2016 $41.02
31 August 2016 $41.54
16 December 2015 $40.00 15.1 13.3 16.3
05 November 2015 $41.30 8.6
24 August 2015 $41.60
21 July 2015 $45.56
06 May 2015 $35.57 >10,000 >10,000 >10,000 >10,000 >10,000
10 March 2015 $45.72
09 January 2015 $48.09
01 December 2014 $53.11
27 October 2014 $53.59
18 September 2014 $55.76
13 August 2014 $56.84
09 July 2014 $59.59
01 November 2013 $55.19 17.6 18.7 17.9 18.9
24 June 2013 $53.86 37.4 40.2 11.6 12.7
02 April 2013 $56.62
27 February 2013 $57.90
04 January 2013 $58.14
22 October 2012 $59.98
14 May 2012 $58.04 31.0 38.0 24.6
10 April 2012 $60.96
14 December 2011 $57.48 133.5 70.2 67.8 65.6
22 September 2011 $60.31 12.4 14.8
08 August 2011 $61.74 227.8 162.9
20 June 2011 $64.82
05 May 2011 $66.12

The data for United States Commodity Index Fund (exchange: ARCX symbol: USCI) was last updated 22 Apr 2026 11:19. Data for this ETF is available from 10 Aug 2010 - 21 Apr 2026.