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

Buy indicator:                
              [ What are these indicators? | Switch to EXPD's monthly backtests ]
Fixed profit target:               -or-  

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 19 March 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%
23 March 2026   40     Gap Down $ 143.50 schedule schedule schedule schedule schedule
12 February 2026  bubble_chart   40     Gap Down $ 151.75 schedule schedule schedule schedule schedule
16 April 2025   40     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   35     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   30     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   60     Gap Down $ 121.26 select_check_box select_check_box select_check_box select_check_box select_check_box
21 February 2023  bubble_chart   30     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  bubble_chart   60     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  bubble_chart   50     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  bubble_chart   50     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  bubble_chart   50     Gap Down $ 105.46 select_check_box select_check_box select_check_box select_check_box select_check_box
23 March 2022  bubble_chart   75     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  bubble_chart   35     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  bubble_chart   35     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  bubble_chart   35     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  bubble_chart   30     Gap Down $ 75.79 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
01 August 2019  bubble_chart   30     Gap Down $ 73.74 select_check_box select_check_box select_check_box select_check_box select_check_box
07 December 2018  bubble_chart   65     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  bubble_chart   60     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  bubble_chart   60     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   35     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       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 27 Mar 2026 10:49. Data for this stock is available from 01 Dec 2015 - 26 Mar 2026.