Expeditors International Of Washington Inc (EXPD) Daily/Weekly Backtest Results military_tech

Buy indicator: 52 Week Low 26 Week Low 50 day low Rate of Change Super Oversold Mega Dump MegaDump Lite Double Bottom
Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB Best Buy Signals [ What are these indicators? | Switch to EXPD's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 7.88%. Win rate: 94.44%. Sharpe Ratio: -1.476. Maximum drawdown: -27.35% on 23 March 2020.
Mean CAGR: 69.44%. Time in market: 1968 days. Hypothetical return: $1000 would be worth $2352.36 on 21 August 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 Expeditors International Of Washington

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 18 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (94.44% * 8.33%) + (5.56% * 0.20%) - (0% * 0%) = 7.88%.
Wins: 17 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.

Expeditors International Of Washington Analysis

Market sector: Transportation.

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 (Fixed Profits System)

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 and Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
04 May 2026 LOW smart_toy0.889	Gap Down	$ 141.35	schedule	schedule	schedule	schedule	schedule
23 March 2026 MEDIUM smart_toy0.914	Gap Down	$ 143.50	schedule	schedule	schedule	schedule	schedule
12 February 2026 MEDIUM smart_toy0.926	Gap Down	$ 151.75	schedule	schedule	schedule	schedule	schedule
16 April 2025 MEDIUM smart_toy0.989	Gap Down	$ 107.12	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
06 August 2024 MEDIUM smart_toy0.918	Gap Down	$ 114.48	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
20 February 2024 MEDIUM smart_toy0.74	Gap Down	$ 116.63	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
08 August 2023 HIGH smart_toy0.808	Gap Down	$ 121.26	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
21 February 2023 MEDIUM smart_toy0.792	Gap Down	$ 106.35	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
02 November 2022 HIGH smart_toy0.961	Gap Down	$ 95.52	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_boltelectric_bolt
13 September 2022 HIGH smart_toy0.962	Gap Down	$ 101.20	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
02 August 2022 HIGH smart_toy0.86	Gap Down	$ 102.68	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
08 June 2022 HIGH smart_toy0.974	Gap Down	$ 105.46	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 March 2022 HIGH smart_toy0.977	Gap Down	$ 104.44	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
30 November 2021 MEDIUM smart_toy0.729	Gap Down	$ 123.68	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box
28 October 2020 MEDIUM smart_toy0.86	Gap Down	$ 91.00	select_check_box	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
11 June 2020 MEDIUM smart_toy0.708	Gap Down	$ 75.54	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
17 January 2020 MEDIUM smart_toy0.736	Gap Down	$ 75.79	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
01 August 2019 MEDIUM smart_toy0.734	Gap Down	$ 73.74	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 December 2018 HIGH smart_toy0.751	Gap Down	$ 69.31	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
10 October 2018 HIGH smart_toy0.865	Gap Down	$ 67.74	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box
07 August 2018 HIGH smart_toy0.799	Gap Down	$ 69.90	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	select_check_box	select_check_box
08 August 2017 MEDIUM smart_toy0.846	Gap Down	$ 54.46	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 May 2016 LOW smart_toy0.64	Gap Down	$ 45.37	select_check_box	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box

The data for Expeditors International Of Washington Inc (exchange: XNAS symbol: EXPD) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Dec 2015 - 15 May 2026.