Analog Devices Inc (ADI) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to ADI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.33%.   Win rate: 100%.   Sharpe Ratio: 3.665.   Maximum drawdown: -20.55% on 01 April 2020.
Mean CAGR: 166.26%. Time in market: 1099 days.   Hypothetical return: $1000 would be worth $2831.11 on 26 April 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 Analog Devices

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 19 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 8.33%) + (0% * 0%) - (0% * 0%) = 8.33%.
Wins: 19 Breakevens: 0 Losses: 0

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.

Analog Devices Analysis

Market sector: Technology.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low 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%
04 November 2025   MEDIUM   smart_toy0.823  factory0.607   50 Day Low $ 231.20 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_boltelectric_bolt
31 March 2025   LOW   smart_toy0.948  factory0.739   FIRE SALE 50 Day Low $ 200.95 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 2025   MEDIUM   smart_toy0.86  factory0.623   50 Day Low $ 207.26 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 select_check_box electric_bolt
13 November 2024   MEDIUM   smart_toy0.817  factory0.634   50 Day Low $ 214.80 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 August 2024   MEDIUM   smart_toy0.71  factory0.689   50 Day Low $ 210.22 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
19 April 2024   MEDIUM   smart_toy0.732  factory0.473   50 Day Low $ 185.22 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
17 October 2023   MEDIUM   smart_toy0.951  factory0.846   50 Day Low $ 169.45 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 August 2023   MEDIUM   smart_toy0.835  factory0.6   50 Day Low $ 172.37 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 April 2023   MEDIUM   smart_toy0.694  factory0.432   50 Day Low $ 178.08 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
03 November 2022   MEDIUM   smart_toy0.654  factory0.843   50 Day Low $ 138.71 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
22 September 2022   MEDIUM   smart_toy0.939  factory0.81   FIRE SALE 50 Day Low $ 146.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 June 2022   MEDIUM   smart_toy0.826  factory0.748   FIRE SALE 50 Day Low $ 150.50 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 March 2022   MEDIUM   smart_toy0.975  factory0.608   FIRE SALE 50 Day Low $ 151.65 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_bolt
19 January 2022   LOW   smart_toy0.585  factory0.488   50 Day Low $ 165.08 select_check_box select_check_box select_check_box select_check_box select_check_box
01 April 2020   LOW   smart_toy0.996  factory0.827   FIRE SALE 50 Day Low $ 84.15 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
28 February 2020   MEDIUM   smart_toy0.74  factory0.699   50 Day Low $ 105.91 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
17 May 2019   LOW   smart_toy0.739  factory0.696   50 Day Low $ 99.36 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
18 October 2018   MEDIUM   smart_toy0.685  factory0.784   50 Day Low $ 80.08 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_bolt
12 September 2018   MEDIUM   smart_toy0.583  factory0.681   50 Day Low $ 88.25 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
10 August 2018   MEDIUM   smart_toy0.747  factory0.739   50 Day Low $ 91.25 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
08 February 2018   LOW   smart_toy0.73  factory0.67   50 Day Low $ 79.89 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_bolt
01 May 2017   LOW   smart_toy0.71  factory0.558   50 Day Low $ 70.68 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_bolt
27 June 2016   LOW   smart_toy0.884  factory0.686   50 Day Low $ 48.84 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 May 2016   LOW   smart_toy0.572  factory0.574   50 Day Low $ 49.89 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for Analog Devices Inc (exchange: XNAS symbol: ADI) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Dec 2015 - 29 May 2026.