Comcast Corp (CMCSA) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to CMCSA's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 3.71%.   Win rate: 70.83%.   Sharpe Ratio: -3.083.   Maximum drawdown: -48.96% on 12 October 2022.
Mean CAGR: 84.36%. Time in market: 5961 days.   Hypothetical return: $1000 would be worth $1872.91 on 07 November 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 Comcast

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 24 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (70.83% * 8.45%) + (12.50% * 1.96%) - (16.67% * 15.14%) = 3.71%.
Wins: 17 Breakevens: 3 Losses: 4

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.

Comcast Analysis

Market sector: Consumer Discretionary.

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%
05 May 2026   LOW   smart_toy0.653  factory0.528   50 Day Low $ 26.72 schedule schedule schedule schedule schedule
02 April 2026   LOW   smart_toy0.619  factory0.49   50 Day Low $ 27.98 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 schedule
25 November 2025   MEDIUM   smart_toy0.621  factory0.737   50 Day Low $ 26.62 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
24 October 2025   LOW   smart_toy0.632  factory0.625   50 Day Low $ 29.37 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
22 September 2025   LOW   smart_toy0.472  factory0.473   50 Day Low $ 31.41 schedule schedule schedule schedule schedule
25 July 2025   LOW   smart_toy0.64  factory0.348   50 Day Low $ 33.91 schedule schedule schedule schedule schedule
24 April 2025   LOW   smart_toy0.957  factory0.86   FIRE SALE 50 Day Low $ 32.58 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
13 January 2025   MEDIUM   smart_toy0.949  factory0.736   FIRE SALE 50 Day Low $ 36.48 schedule schedule schedule schedule schedule
10 December 2024   MEDIUM   smart_toy0.649  factory0.6   50 Day Low $ 39.30 schedule schedule schedule schedule schedule
13 June 2024   MEDIUM   smart_toy0.65  factory0.506   50 Day Low $ 37.54 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
05 April 2024   MEDIUM   smart_toy0.637  factory0.42   50 Day Low $ 40.88 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
20 February 2024   LOW   smart_toy0.691  factory0.73   50 Day Low $ 41.40 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
06 October 2023   MEDIUM   smart_toy0.948  factory0.908   50 Day Low $ 42.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
07 October 2022   LOW   smart_toy0.718  factory0.901   50 Day Low $ 29.58 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_boltelectric_bolt
30 August 2022   LOW   smart_toy0.742  factory0.917   50 Day Low $ 36.12 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
29 July 2022   LOW   smart_toy0.901  factory0.899   FIRE SALE 50 Day Low $ 38.30 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
16 June 2022   LOW   smart_toy0.971  factory0.87   FIRE SALE 50 Day Low $ 38.70 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
26 April 2022   LOW   smart_toy0.694  factory0.703   50 Day Low $ 44.93 select_check_box select_check_box select_check_box select_check_box select_check_box
14 March 2022   MEDIUM   smart_toy0.96  factory0.631   FIRE SALE 50 Day Low $ 45.16 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
27 January 2022   MEDIUM   smart_toy0.854  factory0.651   50 Day Low $ 46.74 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
30 November 2021   LOW   smart_toy0.493  factory0.731   50 Day Low $ 50.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 October 2021   LOW   smart_toy0.722  factory0.665   50 Day Low $ 51.15 select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 September 2021   LOW   smart_toy0.617  factory0.552   50 Day Low $ 56.25 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 October 2020   LOW   smart_toy0.855  factory0.649   50 Day Low $ 42.44 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_boltelectric_boltelectric_bolt
01 April 2020   LOW   smart_toy0.996  factory0.947   FIRE SALE 50 Day Low $ 32.43 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   MEDIUM   smart_toy0.74  factory0.761   50 Day Low $ 41.18 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
26 November 2019   LOW   smart_toy0.755  factory0.632   50 Day Low $ 43.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
24 December 2018   MEDIUM   smart_toy0.921  factory0.899   FIRE SALE 50 Day Low $ 32.35 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_boltelectric_bolt
11 October 2018   MEDIUM   smart_toy0.683  factory0.846   50 Day Low $ 33.07 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_boltelectric_bolt select_check_box electric_bolt
27 April 2018   MEDIUM   smart_toy0.399  factory0.505   50 Day Low $ 31.08 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
27 February 2018   LOW   smart_toy0.688  factory0.581   50 Day Low $ 35.57 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2017   LOW   smart_toy0.624  factory0.612   50 Day Low $ 34.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
08 September 2017   LOW   smart_toy0.795  factory0.51   50 Day Low $ 36.23 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 October 2016   LOW   smart_toy0.732  factory0.763   50 Day Low $ 30.14 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for Comcast Corp (exchange: XNAS symbol: CMCSA) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Apr 2016 - 29 May 2026.