ASML Holding NV (ASML) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to ASML's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 8.12%.   Win rate: 88.24%.   Sharpe Ratio: -2.713.   Maximum drawdown: -50.58% on 13 October 2022.
Mean CAGR: 139.43%. Time in market: 3716 days.   Hypothetical return: $1000 would be worth $5945.83 on 24 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 ASML

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 34 signal(s) occurring before 02 June 2024 for a 7.5% profit target: (88.24% * 9.48%) + (8.82% * 0.37%) - (2.94% * 9.37%) = 8.12%.
Wins: 30 Breakevens: 3 Losses: 1

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.

ASML 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.

 

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%
05 June 2026  bubble_chart   cards_starLOW    computerLOW   Gap Down $ 1663.55 schedule schedule schedule schedule schedule
20 November 2025   cards_starLOW     Gap Down $ 1011.64 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
07 October 2025   cards_starLOW     Gap Down $ 1022.56 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_boltelectric_bolt
16 July 2025   cards_starLOW     Gap Down $ 754.40 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
27 January 2025  bubble_chart   cards_starLOW     Gap Down $ 681.47 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
15 October 2024  bubble_chart   cards_starLOW     Gap Down $ 798.82 select_check_box select_check_box select_check_box select_check_box select_check_box
02 January 2024   cards_starLOW     Gap Down $ 722.30 select_check_box electric_boltelectric_bolt 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
18 October 2023   cards_starLOW     Gap Down $ 580.22 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_bolt
24 August 2023   cards_starLOW     Gap Down $ 660.30 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
19 July 2023   cards_starLOW     Gap Down $ 723.10 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
17 April 2023   cards_starLOW     Gap Down $ 638.89 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
15 December 2022   cards_starLOW     Gap Down $ 594.67 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
13 September 2022  bubble_chart   cards_starLOW     Gap Down $ 477.55 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
09 August 2022  bubble_chart   cards_starMEDIUM     Gap Down $ 546.10 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 June 2022  bubble_chart   cards_starLOW     Gap Down $ 526.80 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_bolt
09 May 2022  bubble_chart   cards_starLOW     sirenFIRE SALE Gap Down $ 521.44 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
05 April 2022  bubble_chart   cards_starLOW     Gap Down $ 660.24 select_check_box select_check_box select_check_box select_check_box select_check_box
01 March 2022  bubble_chart   cards_starLOW     Gap Down $ 647.21 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
18 January 2022  bubble_chart   cards_starLOW     Gap Down $ 728.13 select_check_box select_check_box select_check_box select_check_box select_check_box
09 December 2021  bubble_chart   cards_starLOW     Gap Down $ 779.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 October 2021  bubble_chart   cards_starLOW     Gap Down $ 774.97 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default
18 June 2021  bubble_chart   cards_starLOW     Gap Down $ 678.21 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
04 May 2021  bubble_chart   cards_starLOW     Gap Down $ 632.34 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
25 February 2021  bubble_chart   cards_starLOW     Gap Down $ 571.20 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_bolt
03 September 2020   cards_starLOW     Gap Down $ 381.39 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
15 July 2020   cards_starLOW     Gap Down $ 380.06 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 June 2020   cards_starLOW     Gap Down $ 336.15 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_bolt select_check_box electric_bolt
05 March 2020   cards_starMEDIUM     Gap Down $ 288.42 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
27 January 2020   cards_starLOW     Gap Down $ 284.51 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
16 October 2019   cards_starLOW     Gap Down $ 254.27 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 May 2019   cards_starLOW     Gap Down $ 189.61 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
19 December 2018   cards_starHIGH     Gap Down $ 153.55 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
16 November 2018   cards_starMEDIUM     Gap Down $ 165.91 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
10 October 2018   cards_starLOW     sirenFIRE SALE Gap Down $ 169.55 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 select_check_box electric_bolt
15 August 2018   cards_starLOW     Gap Down $ 194.94 select_check_box select_check_box select_check_box select_check_box select_check_box
25 June 2018   cards_starLOW     Gap Down $ 194.74 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
22 March 2018   cards_starLOW     Gap Down $ 201.42 select_check_box select_check_box select_check_box select_check_box select_check_box
29 November 2017   cards_starLOW     Gap Down $ 172.34 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_bolt
29 June 2017   cards_starLOW     Gap Down $ 127.36 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 select_check_box electric_boltelectric_bolt
11 October 2016   LOW     Gap Down $ 100.31 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

 

The data for ASML Holding NV (exchange: XNAS symbol: ASML) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Apr 2016 - 09 Jun 2026.