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:       Scores:           Market sector score:       [ What are these scores? ]
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 18 June 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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
24 March 2026   smart_toyMEDIUM (89)    account_balanceLOW   sirenFIRE SALE Williams %R (Weekly) $ 207.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
29 January 2026   smart_toyMEDIUM (85)    account_balanceLOW   Williams %R (Weekly) $ 247.68 schedule schedule schedule schedule schedule
18 November 2025   smart_toyMEDIUM (81)    account_balanceLOW   sirenFIRE SALE Williams %R (Weekly) $ 250.36 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
16 October 2025   smart_toyLOW (73)    account_balanceLOW   Williams %R (Weekly) $ 282.21 schedule schedule schedule schedule schedule
05 September 2025   smart_toyLOW (45)    account_balanceLOW   Williams %R (Weekly) $ 298.58 schedule schedule schedule schedule schedule
04 April 2025   smart_toyMEDIUM (83)    account_balanceLOW   sirenFIRE SALE 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   smart_toyLOW (51)     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   smart_toyLOW (70)     sirenFIRE SALE 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   smart_toyLOW (76)     sirenFIRE SALE 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   smart_toyMEDIUM (82)     sirenFIRE SALE 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   smart_toyLOW (76)     sirenFIRE SALE Williams %R (Weekly) $ 226.12 select_check_box select_check_box select_check_box select_check_box select_check_box
14 June 2022   smart_toyHIGH (95)     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   smart_toyLOW (73)     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   smart_toyLOW (73)     sirenFIRE SALE 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   smart_toyMEDIUM (86)     sirenFIRE SALE Williams %R (Weekly) $ 159.68 select_check_box select_check_box select_check_box select_check_box select_check_box
16 September 2019   smart_toyLOW (60)     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   smart_toyHIGH (90)     sirenFIRE SALE 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   smart_toyLOW (71)     sirenFIRE SALE 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   smart_toyLOW (78)     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   smart_toyMEDIUM (82)     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 26 Jun 2026 05:21. Data for this stock is available from 01 Sep 2015 - 25 Jun 2026.