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: 7.62%.   Win rate: 83.33%.   Sharpe Ratio: -1.063.   Maximum drawdown: -25.08% on 23 March 2020.
Mean CAGR: 51.53%. Time in market: 1985 days.   Hypothetical return: $1000 would be worth $1437.67 on 03 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 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 12 signal(s) occurring before 13 August 2024 for a 7.5% profit target: (83.33% * 8.58%) + (16.67% * 2.78%) - (0% * 0%) = 7.62%.
Wins: 10 Breakevens: 2 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

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 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 26 Week Low $ 50.42 64 83 100 79 80 77 schedule schedule schedule schedule schedule
15 June 2026 26 Week Low $ 56.25 55 75 100 78 81 68 schedule schedule schedule schedule schedule
11 May 2026 26 Week Low $ 63.09 41 91 100 77 81 61 schedule schedule schedule schedule schedule
13 March 2026 26 Week Low $ 66.73 63 93 100 78 84 78 schedule schedule schedule schedule schedule
04 February 2026 26 Week Low $ 73.30 50 75 100 77 86 64 schedule schedule schedule schedule schedule
12 November 2025 26 Week Low $ 79.84 59 88 100 76 86 74 select_check_box electric_bolt schedule schedule schedule schedule
26 September 2025 26 Week Low $ 81.50 36 78 100 57 82 53 schedule schedule schedule schedule schedule
07 April 2025 26 Week Low $ 81.97 95 94 100 55 83 95 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
20 May 2024 26 Week Low $ 81.80 28 69 100 53 88 44 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box
24 October 2023 26 Week Low $ 80.25 73 91 100 56 91 81 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 September 2023 26 Week Low $ 85.42 59 96 100 56 92 74 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
08 August 2023 26 Week Low $ 87.40 44 86 100 64 93 61 select_check_box select_check_box select_check_box select_check_box select_check_box
10 November 2021 26 Week Low $ 74.43 48 94 100 63 86 66 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 October 2020 26 Week Low $ 56.74 74 95 100 75 93 86 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 select_check_box electric_boltelectric_bolt
09 March 2020 26 Week Low $ 61.05 88 94 100 75 98 94 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
07 March 2019 26 Week Low $ 52.89 80 78 100 77 99 84 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 26 Week Low $ 54.65 85 84 100 76 99 89 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 26 Week Low $ 59.29 79 92 100 73 98 88 select_check_box select_check_box select_check_box select_check_box select_check_box
09 October 2018 26 Week Low $ 61.13 42 94 100 99 99 64 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
09 November 2017 26 Week Low $ 58.98 54 87 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Amdocs Ltd (exchange: XNAS symbol: DOX) was last updated 21 Aug 2026 07:24. Data for this stock is available from 01 Apr 2016 - 20 Aug 2026.