Cisco Systems Inc (CSCO) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to CSCO's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.47%.   Win rate: 88.46%.   Sharpe Ratio: -4.465.   Maximum drawdown: -33.88% on 16 March 2020.
Mean CAGR: 92.28%. Time in market: 3520 days.   Hypothetical return: $1000 would be worth $2451.28 on 17 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 Cisco Systems

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 26 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (88.46% * 8.39%) + (11.54% * 0.41%) - (0% * 0%) = 7.47%.
Wins: 23 Breakevens: 3 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.

Cisco Systems 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.

 

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%
03 April 2025   LOW   smart_toy0.964  factory0.758   FIRE SALE 50 Day Low $ 58.34 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
06 August 2024   LOW   smart_toy0.698  factory0.684   50 Day Low $ 44.96 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 May 2024   LOW   smart_toy0.558  factory0.325   50 Day Low $ 46.52 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
17 April 2024   LOW   smart_toy0.615  factory0.524   50 Day Low $ 47.90 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
23 October 2023   MEDIUM   smart_toy0.959  factory0.857   FIRE SALE 50 Day Low $ 52.11 select_check_box select_check_box select_check_box select_check_box select_check_box
21 April 2023   MEDIUM   smart_toy0.705  factory0.437   50 Day Low $ 46.80 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
21 September 2022   LOW   smart_toy0.89  factory0.841   FIRE SALE 50 Day Low $ 41.96 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
05 July 2022   LOW   smart_toy0.986  factory0.907   FIRE SALE 50 Day Low $ 41.74 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 electric_bolt
19 May 2022   LOW   smart_toy0.996  factory0.833   FIRE SALE 50 Day Low $ 42.39 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
12 April 2022   LOW   smart_toy0.856  factory0.417   FIRE SALE 50 Day Low $ 51.76 select_check_box select_check_box select_check_box select_check_box select_check_box
11 February 2022   MEDIUM   smart_toy0.937  factory0.579   50 Day Low $ 54.38 select_check_box select_check_box select_check_box select_check_box select_check_box
18 November 2021   LOW   smart_toy0.86  factory0.699   50 Day Low $ 53.18 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 October 2021   LOW   smart_toy0.757  factory0.756   50 Day Low $ 54.36 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
27 October 2020   LOW   smart_toy0.784  factory0.722   50 Day Low $ 37.12 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 select_check_box electric_boltelectric_bolt
21 September 2020   LOW   smart_toy0.592  factory0.785   50 Day Low $ 38.82 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
13 August 2020   LOW   smart_toy0.873  factory0.484   50 Day Low $ 42.86 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
25 February 2020   LOW   smart_toy0.52  factory0.475   50 Day Low $ 43.01 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
14 November 2019   LOW   smart_toy0.794  factory0.747   50 Day Low $ 44.51 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 October 2019   LOW   smart_toy0.778  factory0.711   50 Day Low $ 45.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
14 August 2019   LOW   smart_toy0.754  factory0.795   50 Day Low $ 50.17 select_check_box select_check_box select_check_box select_check_box select_check_box
19 December 2018   MEDIUM   smart_toy0.961  factory0.863   FIRE SALE 50 Day Low $ 41.64 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_boltelectric_bolt
26 October 2018   MEDIUM   smart_toy0.947  factory0.888   50 Day Low $ 42.49 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
01 August 2018   MEDIUM   smart_toy0.607  factory0.813   50 Day Low $ 39.84 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_bolt select_check_box electric_bolt
25 June 2018   MEDIUM   smart_toy0.84  factory0.883   50 Day Low $ 40.07 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
18 August 2017   LOW   smart_toy0.817  factory0.44   50 Day Low $ 28.25 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
03 July 2017   LOW   smart_toy0.637  factory0.685   50 Day Low $ 28.47 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
18 May 2017   LOW   smart_toy0.817  factory0.647   50 Day Low $ 28.50 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
17 November 2016   LOW   smart_toy0.529  factory0.631   50 Day Low $ 26.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 October 2016   LOW   smart_toy0.628  factory0.595   50 Day Low $ 27.01 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Cisco Systems Inc (exchange: XNAS symbol: CSCO) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Dec 2015 - 29 May 2026.