SAP S.E. (SAP) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to SAP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.94%.   Win rate: 100%.   Sharpe Ratio: ∞.   Maximum drawdown: -6.62% on 26 September 2022.
Mean CAGR: 23.15%. Time in market: 134 days.   Hypothetical return: €1000 would be worth €1079.40 on 25 October 2022.
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 SAP

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 1 signal(s) occurring before 04 August 2024 for a 7.5% profit target: (100% * 7.94%) + (0% * 0%) - (0% * 0%) = 7.94%.
Wins: 1 Breakevens: 0 Losses: 0

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.

SAP Analysis

Market sector: Technology.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
23 July 2026 52 Week Low 72 83 100 87 88 82 schedule schedule schedule
23 July 2026 Super Oversold (26) 69 83 100 87 88 80 schedule schedule schedule
23 July 2026 26 Week Low 72 83 100 87 88 82 schedule schedule schedule
23 July 2026 50 Day Low 47 83 100 87 88 65 schedule schedule schedule
22 July 2026 Gap Down 35 70 100 87 89 53 schedule schedule schedule
22 July 2026 Williams %R (Weekly) 43 70 100 87 89 59 schedule schedule schedule
25 June 2026 Super Oversold (CB) 73 74 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
24 June 2026 Rate of Change 72 59 100 87 89 74 schedule schedule schedule
22 June 2026 Super Oversold (52) 70 68 100 87 89 76 schedule schedule schedule
18 June 2026 Williams %R (Weekly) 32 54 100 87 89 47 schedule schedule schedule

Super Oversold Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Super Oversold 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%
23 July 2026 Super Oversold (26) € 130.24 69 83 100 87 88 80 schedule schedule schedule schedule schedule
25 June 2026 Super Oversold (CB) € 132.23 73 74 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_bolt select_check_box electric_boltelectric_boltelectric_bolt
22 June 2026 Super Oversold (52) € 132.54 70 68 100 87 89 76 schedule schedule schedule schedule schedule
23 March 2026 Super Oversold (RoC) € 152.15 83 82 100 84 90 88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
23 March 2026 Super Oversold (26) € 152.15 83 82 100 84 90 88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
19 March 2026 Super Oversold (MD) € 159.59 75 76 100 84 91 81 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
19 March 2026 Super Oversold (52) € 159.59 75 76 100 84 91 81 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
29 January 2026 Super Oversold (26) € 177.61 87 58 100 85 92 82 schedule schedule schedule schedule schedule
20 January 2026 Super Oversold (26) € 193.94 77 44 100 85 92 70 schedule schedule schedule schedule schedule
19 January 2026 Super Oversold (26) € 197.78 70 44 100 85 92 66 schedule schedule schedule schedule schedule
07 April 2025 Super Oversold (RoC) € 219.12 96 92 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 select_check_box electric_boltelectric_boltelectric_bolt
13 June 2022 Super Oversold (RoC) € 87.44 54 92 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt

 

The data for SAP S.E. (exchange: XFRA symbol: SAP) was last updated 13 Aug 2026 04:38. Data for this stock is available from 01 Apr 2022 - 11 Aug 2026.