Amdocs Ltd (DOX) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to DOX's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.06%.   Win rate: 100%.   Sharpe Ratio: 8.516.   Maximum drawdown: -12.06% on 25 March 2019.
Mean CAGR: 86.43%. Time in market: 582 days.   Hypothetical return: $1000 would be worth $1371.01 on 25 July 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 Amdocs Ltd

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 6 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.06%) + (0% * 0%) - (0% * 0%) = 8.06%.
Wins: 6 Breakevens: 0 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.

Amdocs Ltd 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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
31 July 2026 Mega Dump Lite 57 81 100 80 80 72 schedule schedule schedule
23 July 2026 Super Oversold (52) 60 83 100 79 80 74 schedule schedule schedule
23 July 2026 52 Week Low 61 83 100 79 80 75 schedule schedule schedule
23 July 2026 26 Week Low 64 83 100 79 80 77 schedule schedule schedule
23 July 2026 50 Day Low 57 83 100 79 80 72 schedule schedule schedule
21 July 2026 Gap Down 37 81 100 79 82 56 schedule schedule schedule
29 June 2026 Mega Dump Lite 57 74 100 78 81 69 schedule schedule schedule
25 June 2026 Simple Mean Reversion (RoC) 56 85 100 78 81 71 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
24 June 2026 Oversold Rebound 66 61 100 78 81 71 schedule schedule schedule
24 June 2026 Rate of Change 88 61 100 78 81 83 schedule schedule schedule

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
23 July 2026 52 Week Low $ 50.42 61 83 100 79 80 75 schedule schedule schedule schedule schedule
15 June 2026 52 Week Low $ 56.25 56 75 100 78 81 69 schedule schedule schedule schedule schedule
11 May 2026 52 Week Low $ 63.09 24 91 100 77 81 46 schedule schedule schedule schedule schedule
13 March 2026 52 Week Low $ 66.73 56 93 100 78 84 73 schedule schedule schedule schedule schedule
04 February 2026 52 Week Low $ 73.30 66 75 100 77 86 75 schedule schedule schedule schedule schedule
12 November 2025 52 Week Low $ 79.84 53 88 100 76 86 70 select_check_box electric_bolt schedule schedule schedule schedule
26 September 2025 52 Week Low $ 81.50 43 78 100 57 82 59 schedule schedule schedule schedule schedule
29 May 2024 52 Week Low $ 78.10 27 77 100 72 90 46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 October 2023 52 Week Low $ 80.26 67 94 100 56 91 78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 March 2020 52 Week Low $ 51.34 96 96 100 76 99 99 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_boltelectric_bolt
07 March 2019 52 Week Low $ 52.89 86 78 100 77 99 87 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
23 January 2019 52 Week Low $ 54.65 87 84 100 76 99 90 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
07 December 2018 52 Week Low $ 59.29 95 92 100 73 98 97 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Amdocs Ltd (exchange: XNAS symbol: DOX) was last updated 13 Aug 2026 08:56. Data for this stock is available from 01 Apr 2016 - 12 Aug 2026.