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: 8.20%.   Win rate: 95.83%.   Sharpe Ratio: -3.677.   Maximum drawdown: -31.44% on 23 March 2020.
Mean CAGR: 83.68%. Time in market: 2888 days.   Hypothetical return: $1000 would be worth $2797.47 on 26 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 24 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (95.83% * 8.55%) + (4.17% * 0.22%) - (0% * 0%) = 8.20%.
Wins: 23 Breakevens: 1 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 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
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
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 Rate of Change 88 61 100 78 81 83 schedule schedule schedule
24 June 2026 Oversold Rebound 66 61 100 78 81 71 schedule schedule schedule

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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%
31 July 2026 Mega Dump Lite $ 55.27 57 81 100 80 80 72 schedule schedule schedule schedule schedule
29 June 2026 Mega Dump Lite $ 51.93 57 74 100 78 81 69 schedule schedule schedule schedule schedule
16 April 2026 Mega Dump Lite $ 66.36 44 87 100 78 80 63 schedule schedule schedule schedule schedule
16 March 2026 Mega Dump Lite $ 66.34 57 90 100 78 83 74 schedule schedule schedule schedule schedule
10 February 2026 Mega Dump Lite $ 73.38 53 79 100 77 84 68 schedule schedule schedule schedule schedule
23 December 2025 Mega Dump Lite $ 80.12 75 78 100 74 85 82 select_check_box electric_boltelectric_bolt schedule schedule schedule schedule
21 November 2025 Mega Dump Lite $ 75.73 76 93 100 76 86 86 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
13 May 2025 Mega Dump Lite $ 91.74 52 82 100 57 82 65 schedule schedule schedule schedule schedule
10 April 2025 Mega Dump Lite $ 83.51 93 91 100 55 83 93 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
24 December 2024 Mega Dump Lite $ 86.50 75 97 100 56 85 84 select_check_box select_check_box electric_bolt select_check_box schedule schedule
21 November 2024 Mega Dump Lite $ 84.62 68 90 100 59 86 79 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box schedule
03 June 2024 Mega Dump Lite $ 78.20 34 81 100 72 90 53 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 September 2023 Mega Dump Lite $ 86.86 44 95 100 58 92 62 select_check_box select_check_box select_check_box select_check_box select_check_box
14 August 2023 Mega Dump Lite $ 88.25 51 92 100 64 93 68 select_check_box select_check_box select_check_box select_check_box select_check_box
12 May 2023 Mega Dump Lite $ 88.57 79 90 100 64 93 86 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
11 October 2022 Mega Dump Lite $ 80.40 88 95 100 51 77 91 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 September 2022 Mega Dump Lite $ 84.77 88 94 100 50 76 91 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 July 2022 Mega Dump Lite $ 86.32 76 89 100 49 77 82 select_check_box select_check_box select_check_box select_check_box select_check_box
21 June 2022 Mega Dump Lite $ 79.70 84 96 100 49 76 89 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
10 December 2021 Mega Dump Lite $ 72.04 66 91 100 49 85 76 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 November 2021 Mega Dump Lite $ 76.06 51 92 100 63 86 68 select_check_box select_check_box select_check_box select_check_box select_check_box
11 May 2021 Mega Dump Lite $ 75.27 70 84 100 49 89 77 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
07 April 2021 Mega Dump Lite $ 72.44 44 81 100 50 90 59 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
17 November 2020 Mega Dump Lite $ 63.98 69 90 100 74 93 81 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_boltelectric_bolt
16 October 2020 Mega Dump Lite $ 58.57 56 94 100 75 93 73 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
14 September 2020 Mega Dump Lite $ 57.56 72 94 100 76 92 84 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
29 June 2020 Mega Dump Lite $ 60.15 63 90 100 78 99 77 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
18 May 2020 Mega Dump Lite $ 61.27 65 90 100 74 99 78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
06 April 2020 Mega Dump Lite $ 56.07 88 95 100 76 99 94 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
04 March 2020 Mega Dump Lite $ 66.80 60 90 100 74 98 75 select_check_box select_check_box select_check_box select_check_box select_check_box
19 February 2019 Mega Dump Lite $ 54.27 68 81 100 77 99 77 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
15 January 2019 Mega Dump Lite $ 57.78 85 81 100 76 99 88 select_check_box select_check_box select_check_box select_check_box select_check_box
13 December 2018 Mega Dump Lite $ 58.19 85 95 100 80 99 93 select_check_box select_check_box select_check_box select_check_box select_check_box
09 February 2018 Mega Dump Lite $ 61.99 75 86 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
22 August 2017 Mega Dump Lite $ 59.92 66 77 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt 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.