Automatic Data Processing Inc (ADP) Daily/Weekly Backtest Results crown

Signal:                  
                [ What are these? | Switch to ADP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.39%.   Win rate: 100%.   Sharpe Ratio: -1.763.   Maximum drawdown: -31.86% on 23 March 2020.
Mean CAGR: 92.33%. Time in market: 1917 days.   Hypothetical return: $1000 would be worth $3322.20 on 31 July 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 ADP

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 22 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 8.39%) + (0% * 0%) - (0% * 0%) = 8.39%.
Wins: 22 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.

ADP Analysis

Market sector: Financials.

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%
25 March 2026   MEDIUM   smart_toy0.796  factory0.775   50 Day Low $ 204.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
28 January 2026   MEDIUM   smart_toy0.642  factory0.703   50 Day Low $ 250.17 schedule schedule schedule schedule schedule
17 November 2025   MEDIUM   smart_toy0.702  factory0.912   50 Day Low $ 251.86 select_check_box electric_boltelectric_bolt schedule schedule schedule schedule
09 October 2025   MEDIUM   smart_toy0.766  factory0.855   50 Day Low $ 288.16 schedule schedule schedule schedule schedule
03 September 2025   MEDIUM   smart_toy0.854  factory0.684   50 Day Low $ 297.72 schedule schedule schedule schedule schedule
16 July 2025   MEDIUM   smart_toy0.592  factory0.603   50 Day Low $ 299.46 schedule schedule schedule schedule schedule
07 April 2025   MEDIUM   smart_toy0.985  factory0.891   FIRE SALE 50 Day Low $ 282.66 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_bolt schedule
27 June 2024   MEDIUM   smart_toy0.771  factory0.743   50 Day Low $ 237.58 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
03 May 2024   MEDIUM   smart_toy0.571  factory0.62   50 Day Low $ 242.46 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 October 2023   HIGH   smart_toy0.826  factory0.871   FIRE SALE 50 Day Low $ 221.36 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
31 May 2023   HIGH   smart_toy0.835  factory0.855   50 Day Low $ 205.04 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
26 April 2023   HIGH   smart_toy0.462  factory0.717   50 Day Low $ 206.98 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
24 February 2023   MEDIUM   smart_toy0.517  factory0.903   50 Day Low $ 220.64 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
19 January 2023   MEDIUM   smart_toy0.543  factory0.787   50 Day Low $ 233.06 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2022   MEDIUM   smart_toy0.915  factory0.925   FIRE SALE 50 Day Low $ 225.68 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
13 June 2022   MEDIUM   smart_toy0.859  factory0.946   FIRE SALE 50 Day Low $ 205.82 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 electric_boltelectric_bolt
24 February 2022   HIGH   smart_toy0.924  factory0.747   FIRE SALE 50 Day Low $ 196.86 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_bolt select_check_box electric_boltelectric_bolt
20 January 2022   MEDIUM   smart_toy0.887  factory0.669   50 Day Low $ 223.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
14 September 2021   MEDIUM   smart_toy0.675  factory0.663   50 Day Low $ 200.56 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_boltelectric_bolt
15 January 2021   MEDIUM   smart_toy0.607  factory0.6   50 Day Low $ 161.36 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_boltelectric_bolt
21 September 2020   MEDIUM   smart_toy0.662  factory0.799   50 Day Low $ 131.62 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_bolt
27 February 2020   HIGH   smart_toy0.74  factory0.834   50 Day Low $ 159.68 select_check_box select_check_box select_check_box select_check_box select_check_box
13 September 2019   MEDIUM   smart_toy0.748  factory0.677   50 Day Low $ 158.42 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
14 December 2018   HIGH   smart_toy0.931  factory0.925   FIRE SALE 50 Day Low $ 132.10 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
24 October 2018   MEDIUM   smart_toy0.935  factory0.944   50 Day Low $ 135.29 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
03 May 2017   MEDIUM   smart_toy0.608  factory0.729   50 Day Low $ 92.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
12 October 2016   LOW   smart_toy0.751  factory0.737   50 Day Low $ 80.26 select_check_box electric_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
09 September 2016   LOW   smart_toy0.779  factory0.646   50 Day Low $ 81.18 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
19 May 2016   LOW   smart_toy0.744  factory0.897   50 Day Low $ 77.82 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
18 December 2015   LOW   smart_toy0.941  factory0.792   50 Day Low $ 76.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box

 

The data for Automatic Data Processing Inc (exchange: XNAS symbol: ADP) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Sep 2015 - 29 May 2026.