Comcast Corp (CMCSA) Daily/Weekly Backtest Results

Signal:            
                           
                              [ What are these? | Switch to CMCSA's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 4.61%.   Win rate: 75.00%.   Sharpe Ratio: -2.299.   Maximum drawdown: -47.94% on 12 October 2022.
Mean CAGR: 86.72%. Time in market: 4351 days.   Hypothetical return: $1000 would be worth $1664.22 on 31 October 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 20 signal(s) occurring before 13 August 2024 for a 7.5% profit target: (75.00% * 8.59%) + (15.00% * 0.21%) - (10.0% * 18.66%) = 4.61%.
Wins: 15 Breakevens: 3 Losses: 2

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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
03 August 2026 Mega Dump Lite 49 68 68 82 45 64 schedule schedule schedule
30 July 2026 Double Bottom 79 56 68 82 45 78 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
24 July 2026 50 Day Low 63 84 69 81 45 78 schedule schedule schedule
24 July 2026 26 Week Low 70 84 69 81 45 82 schedule schedule schedule
24 July 2026 52 Week Low 83 84 69 81 45 90 schedule schedule schedule
23 July 2026 Williams %R (Weekly) 61 59 68 81 45 68 schedule schedule schedule
14 July 2026 Gap Down 34 69 68 81 51 52 schedule schedule schedule
30 June 2026 Mega Dump Lite 49 54 67 81 50 59 schedule schedule schedule
30 June 2026 Gap Up 71 54 67 81 50 73 select_check_box electric_bolt select_check_box electric_bolt schedule
29 June 2026 Oversold Rebound 45 57 67 81 50 57 schedule schedule schedule

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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
23 July 2026 Williams %R (Weekly) $ 22.96 61 59 68 81 45 68 schedule schedule schedule schedule schedule
29 May 2026 Williams %R (Weekly) $ 24.96 35 83 67 81 50 55 schedule schedule schedule schedule schedule
24 April 2026 Williams %R (Weekly) $ 29.26 19 83 66 81 47 40 schedule schedule schedule schedule schedule
01 October 2025 Williams %R (Weekly) $ 30.99 50 76 71 80 57 66 schedule schedule schedule schedule schedule
06 August 2025 Williams %R (Weekly) $ 32.41 47 57 72 80 56 58 schedule schedule schedule schedule schedule
30 January 2025 Williams %R (Weekly) $ 33.84 63 72 80 72 63 73 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
18 December 2024 Williams %R (Weekly) $ 38.20 46 91 80 69 63 65 schedule schedule schedule schedule schedule
05 April 2024 Williams %R (Weekly) $ 40.88 52 83 78 84 73 69 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
26 October 2023 Williams %R (Weekly) $ 39.34 51 83 93 71 87 67 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
07 October 2022 Williams %R (Weekly) $ 29.58 90 92 100 71 78 94 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 Williams %R (Weekly) $ 36.12 81 82 100 71 78 86 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
29 July 2022 Williams %R (Weekly) $ 38.30 62 81 100 71 78 74 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
14 June 2022 Williams %R (Weekly) $ 40.15 91 91 100 70 77 94 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
26 April 2022 Williams %R (Weekly) $ 44.93 73 86 100 72 82 82 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2022 Williams %R (Weekly) $ 45.98 50 80 100 64 79 65 select_check_box select_check_box select_check_box select_check_box select_check_box
30 November 2021 Williams %R (Weekly) $ 50.64 63 80 100 67 78 74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 September 2021 Williams %R (Weekly) $ 55.15 63 87 100 74 80 76 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 October 2020 Williams %R (Weekly) $ 42.44 75 93 100 57 81 84 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 Williams %R (Weekly) $ 32.43 93 90 100 57 82 93 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 Williams %R (Weekly) $ 41.18 86 84 100 76 83 90 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
10 December 2019 Williams %R (Weekly) $ 42.76 59 62 100 75 83 67 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
21 December 2018 Williams %R (Weekly) $ 33.14 94 90 100 90 86 98 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
27 April 2018 Williams %R (Weekly) $ 31.08 48 49 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
14 March 2018 Williams %R (Weekly) $ 34.52 48 87 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2017 Williams %R (Weekly) $ 34.52 52 42 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 Williams %R (Weekly) $ 36.23 62 38 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 October 2016 Williams %R (Weekly) $ 30.14 37 89 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 21 Aug 2026 07:24. Data for this stock is available from 01 Apr 2016 - 20 Aug 2026.