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: 8.54%.   Win rate: 100%.   Sharpe Ratio: 2.203.   Maximum drawdown: -31.86% on 23 March 2020.
Mean CAGR: 80.36%. Time in market: 1135 days.   Hypothetical return: $1000 would be worth $2224.25 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 13 signal(s) occurring before 30 April 2024 for a 7.5% profit target: (100% * 8.54%) + (0% * 0%) - (0% * 0%) = 8.54%.
Wins: 13 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.

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
24 March 2026   MEDIUM   FIRE SALE   smart_toy0.724 Williams %R (Weekly) $ 207.11 schedule schedule schedule schedule schedule
29 January 2026   MEDIUM     smart_toy0.654 Williams %R (Weekly) $ 247.68 schedule schedule schedule schedule schedule
18 November 2025   MEDIUM   FIRE SALE   smart_toy0.685 Williams %R (Weekly) $ 250.36 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
16 October 2025   MEDIUM     smart_toy0.727 Williams %R (Weekly) $ 282.21 schedule schedule schedule schedule schedule
05 September 2025   MEDIUM     smart_toy0.84 Williams %R (Weekly) $ 298.58 schedule schedule schedule schedule schedule
04 April 2025   MEDIUM   FIRE SALE   smart_toy0.974 Williams %R (Weekly) $ 295.86 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
26 June 2024   MEDIUM     smart_toy0.737 Williams %R (Weekly) $ 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   FIRE SALE   smart_toy0.826 Williams %R (Weekly) $ 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 April 2023   HIGH   FIRE SALE   smart_toy0.576 Williams %R (Weekly) $ 213.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
28 February 2023   MEDIUM   FIRE SALE   smart_toy0.586 Williams %R (Weekly) $ 220.36 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 January 2023   MEDIUM   FIRE SALE   smart_toy0.677 Williams %R (Weekly) $ 226.12 select_check_box select_check_box select_check_box select_check_box select_check_box
14 June 2022   MEDIUM     smart_toy0.905 Williams %R (Weekly) $ 204.82 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 select_check_box electric_boltelectric_bolt
26 January 2022   MEDIUM     smart_toy0.909 Williams %R (Weekly) $ 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
23 September 2020   MEDIUM   FIRE SALE   smart_toy0.816 Williams %R (Weekly) $ 130.52 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
27 February 2020   HIGH   FIRE SALE   smart_toy0.74 Williams %R (Weekly) $ 159.68 select_check_box select_check_box select_check_box select_check_box select_check_box
16 September 2019   MEDIUM     smart_toy0.615 Williams %R (Weekly) $ 156.58 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 December 2018   HIGH   FIRE SALE   smart_toy0.902 Williams %R (Weekly) $ 129.97 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
08 February 2018   MEDIUM   FIRE SALE   smart_toy0.891 Williams %R (Weekly) $ 105.60 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 October 2016   LOW     smart_toy0.646 Williams %R (Weekly) $ 80.54 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
08 January 2016   LOW     smart_toy0.99 Williams %R (Weekly) $ 71.49 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_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.