Cisco Systems Inc (CSCO) Daily/Weekly Backtest Results

Buy indicator:            
            [ What are these indicators? | Switch to CSCO's monthly backtests ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 5.10%.   Win rate: 85.00%.   Sharpe Ratio: -3.226.   Maximum drawdown: 36.80% on 16 March 2020.
Mean CAGR: 110.19%. Time in market: 2424 days.   Hypothetical return: $1000 would be worth $2054.42 on 10 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 20 signal(s) occurring before 06 February 2024 for a 5% profit target: (85.00% * 5.97%) + (15.00% * 0.16%) - (0% * 0%) = 5.10%.
Wins: 17 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.

 

Large Gap Down Backtest Summary

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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
12 February 2026 $77.30 schedule schedule schedule schedule schedule
15 August 2025 $67.32 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 January 2025 $60.24 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
05 August 2024 $45.64 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
31 January 2024 $51.02 select_check_box select_check_box select_check_box select_check_box select_check_box
16 November 2023 $47.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 September 2023 $52.58 select_check_box select_check_box select_check_box select_check_box select_check_box
19 April 2023 $48.64 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 November 2021 $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
13 August 2020 $42.86 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
21 April 2020 $40.49 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_bolt
20 March 2020 $36.60 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
13 February 2020 $46.81 select_check_box select_check_box select_check_box select_check_box select_check_box
14 November 2019 $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
02 August 2019 $52.48 select_check_box select_check_box select_check_box select_check_box select_check_box
13 May 2019 $50.05 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 December 2018 $45.26 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 $44.53 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
13 July 2018 $40.53 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_bolt
05 February 2018 $37.26 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
17 August 2017 $28.78 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
18 May 2017 $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 $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
24 June 2016 $24.63 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

 

The data for Cisco Systems Inc (exchange: XNAS symbol: CSCO) was last updated 13 Feb 2026 06:26. Data for this stock is available from 01 Dec 2015 - 12 Feb 2026.