Amdocs Ltd (DOX) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to DOX's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.26%.   Win rate: 80.77%.   Sharpe Ratio: -4.906.   Maximum drawdown: -32.41% on 23 March 2020.
Mean CAGR: 56.45%. Time in market: 4393 days.   Hypothetical return: $1000 would be worth $2018.71 on 30 April 2025.
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 26 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (80.77% * 8.63%) + (19.23% * 1.48%) - (0% * 0%) = 7.26%.
Wins: 21 Breakevens: 5 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.

 

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%
11 May 2026   LOW   smart_toy0.69  factory0.447   50 Day Low $ 63.09 schedule schedule schedule schedule schedule
13 March 2026   LOW   smart_toy0.822  factory0.365   50 Day Low $ 66.73 schedule schedule schedule schedule schedule
04 February 2026   LOW   smart_toy0.797  factory0.528   50 Day Low $ 73.30 schedule schedule schedule schedule schedule
12 November 2025   MEDIUM   smart_toy0.625  factory0.679   50 Day Low $ 79.84 select_check_box electric_bolt schedule schedule schedule schedule
10 October 2025   MEDIUM   smart_toy0.763  factory0.671   50 Day Low $ 81.42 schedule schedule schedule schedule schedule
02 September 2025   MEDIUM   smart_toy0.731  factory0.504   50 Day Low $ 84.68 schedule schedule schedule schedule schedule
15 July 2025   MEDIUM   smart_toy0.633  factory0.368   50 Day Low $ 88.36 schedule schedule schedule schedule schedule
07 April 2025   MEDIUM   smart_toy0.98  factory0.845   FIRE SALE 50 Day Low $ 81.97 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
10 January 2025   MEDIUM   smart_toy0.92  factory0.758   50 Day Low $ 82.86 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
15 November 2024   MEDIUM   smart_toy0.945  factory0.676   50 Day Low $ 84.75 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box schedule
13 June 2024   MEDIUM   smart_toy0.728  factory0.503   50 Day Low $ 76.08 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 May 2024   MEDIUM   smart_toy0.676  factory0.298   50 Day Low $ 81.86 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
05 April 2024   MEDIUM   smart_toy0.643  factory0.38   50 Day Low $ 88.02 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2023   MEDIUM   smart_toy0.9  factory0.873   FIRE SALE 50 Day Low $ 80.25 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   MEDIUM   smart_toy0.854  factory0.797   50 Day Low $ 85.42 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
03 August 2023   MEDIUM   smart_toy0.67  factory0.577   50 Day Low $ 90.51 select_check_box select_check_box select_check_box select_check_box select_check_box
26 April 2023   MEDIUM   smart_toy0.718  factory0.556   50 Day Low $ 89.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
15 September 2022   MEDIUM   smart_toy0.663  factory0.852   50 Day Low $ 81.31 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 May 2022   MEDIUM   smart_toy0.951  factory0.828   FIRE SALE 50 Day Low $ 78.26 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
03 November 2021   LOW   smart_toy0.864  factory0.659   50 Day Low $ 74.58 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
03 August 2021   LOW   smart_toy0.613  factory0.567   50 Day Low $ 76.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
27 October 2020   LOW   smart_toy0.804  factory0.706   50 Day Low $ 56.74 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
08 September 2020   LOW   smart_toy0.738  factory0.684   50 Day Low $ 57.29 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
07 July 2020   LOW   smart_toy0.702  factory0.485   50 Day Low $ 58.53 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
26 February 2020   MEDIUM   smart_toy0.918  factory0.601   50 Day Low $ 67.76 select_check_box select_check_box select_check_box select_check_box select_check_box
07 March 2019   LOW   smart_toy0.527  factory0.695   50 Day Low $ 52.89 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
23 January 2019   LOW   smart_toy0.905  factory0.815   FIRE SALE 50 Day Low $ 54.65 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   MEDIUM   smart_toy0.55  factory0.866   50 Day Low $ 59.29 select_check_box select_check_box select_check_box select_check_box select_check_box
09 October 2018   MEDIUM   smart_toy0.829  factory0.728   50 Day Low $ 61.13 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
02 August 2018   MEDIUM   smart_toy0.631  factory0.743   50 Day Low $ 62.21 select_check_box select_check_box select_check_box select_check_box select_check_box
15 May 2018   MEDIUM   smart_toy0.734  factory0.477   50 Day Low $ 63.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
06 February 2018   LOW   smart_toy0.741  factory0.599   50 Day Low $ 61.23 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
09 November 2017   LOW   smart_toy0.792  factory0.614   50 Day Low $ 58.98 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 August 2017   LOW   smart_toy0.79  factory0.469   50 Day Low $ 60.64 select_check_box select_check_box select_check_box select_check_box select_check_box
09 November 2016   LOW   smart_toy0.934  factory0.761   50 Day Low $ 53.52 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
03 October 2016   LOW   smart_toy0.906  factory0.784   50 Day Low $ 54.24 select_check_box select_check_box select_check_box select_check_box select_check_box
24 June 2016   LOW   smart_toy0.527  factory0.533   50 Day Low $ 51.16 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box

 

The data for Amdocs Ltd (exchange: XNAS symbol: DOX) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Apr 2016 - 29 May 2026.