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

Buy indicator:                  
              [ What are these indicators? | Switch to ADP's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 7.42%.   Win rate: 87.50%.   Sharpe Ratio: -1.787.   Maximum drawdown: -36.10% on 23 March 2020.
Mean CAGR: 43.84%. Time in market: 2307 days.   Hypothetical return: $1000 would be worth $2265.60 on 23 January 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 16 signal(s) occurring before 30 April 2024 for a 7.5% profit target: (87.50% * 8.44%) + (12.50% * 0.25%) - (0% * 0%) = 7.42%.
Wins: 14 Breakevens: 2 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.

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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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%
03 February 2026   MEDIUM     smart_toy0.882 Gap Down $ 239.61 schedule schedule schedule schedule schedule
29 October 2025   MEDIUM     smart_toy0.627 Gap Down $ 266.19 schedule schedule schedule schedule schedule
25 June 2025   MEDIUM     smart_toy0.757 Gap Down $ 304.60 schedule schedule schedule schedule schedule
26 June 2024   MEDIUM     smart_toy0.737 Gap Down $ 242.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 October 2023   HIGH     smart_toy0.826 Gap Down $ 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
25 January 2023   MEDIUM     smart_toy0.58 Gap Down $ 231.13 select_check_box select_check_box select_check_box select_check_box select_check_box
15 December 2022   MEDIUM     smart_toy0.631 Gap Down $ 252.88 select_check_box select_check_box select_check_box select_check_box select_check_box
29 April 2022   MEDIUM     smart_toy0.724 Gap Down $ 223.43 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 January 2022   MEDIUM     smart_toy0.909 Gap Down $ 201.48 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
28 April 2021   MEDIUM     smart_toy0.587 Gap Down $ 188.90 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
04 January 2021   MEDIUM     smart_toy0.747 Gap Down $ 172.46 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
29 July 2020   MEDIUM     smart_toy0.645 Gap Down $ 137.58 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
11 June 2020   MEDIUM     smart_toy0.835 Gap Down $ 146.96 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 April 2020   MEDIUM     smart_toy0.975 Gap Down $ 137.07 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
03 March 2020   HIGH     smart_toy0.744 Gap Down $ 157.34 select_check_box select_check_box select_check_box select_check_box select_check_box
29 January 2020   MEDIUM     smart_toy0.697 Gap Down $ 170.26 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
01 May 2019   MEDIUM     smart_toy0.559 Gap Down $ 155.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
10 October 2018   MEDIUM     smart_toy0.793 Gap Down $ 141.28 select_check_box select_check_box select_check_box select_check_box select_check_box
03 May 2017   MEDIUM     smart_toy0.608 Gap Down $ 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
01 February 2017   MEDIUM     smart_toy0.918 Gap Down $ 89.18 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

 

The data for Automatic Data Processing Inc (exchange: XNAS symbol: ADP) was last updated 08 May 2026 01:35. Data for this stock is available from 01 Sep 2015 - 07 May 2026.