Incyte Corp (INCY) Daily/Weekly Backtest Results
*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.
Calculations for Incyte
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 16 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (75.00% * 8.41%) + (18.75% * 1.12%) - (6.25% * 10.23%) = 5.87%.
Wins: 12 Breakevens: 3 Losses: 1
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.
Incyte Analysis
Market sector: Biotech.
External links: Seeking Alpha Research, Zacks Research.
These links may show useful information about why a stock's price has fallen significantly.
52 Week Low Backtest Summary (Fixed Profits System)
This table summarises how profitable it would have been to have bought this stock at each 52 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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= profit point achieved but CAGR was less than 5%.
| Signal Date, Score and Sector Score | Buy Signal | Price | Performance (mouseover for details) | ||||
|---|---|---|---|---|---|---|---|
| 5% | 6% | 7.5% | 10% | 20% | |||
| 22 April 2024 smart_toyLOW (56) geneticsLOW | 52 Week Low | $ 52.18 | |||||
| 20 October 2023 smart_toyLOW (66) geneticsHIGH | 52 Week Low | $ 55.38 | |||||
| 18 September 2023 smart_toyLOW (53) geneticsLOW | 52 Week Low | $ 59.67 | |||||
| 09 June 2023 smart_toyLOW (51) geneticsHIGH | 52 Week Low | $ 61.19 | |||||
| 08 May 2023 smart_toyLOW (56) geneticsHIGH | 52 Week Low | $ 66.18 | |||||
| 22 November 2021 smart_toyLOW (65) geneticsLOW | 52 Week Low | $ 63.96 | |||||
| 12 October 2021 smart_toyMEDIUM (89) geneticsLOW | 52 Week Low | $ 64.62 | |||||
| 10 September 2021 smart_toyLOW (48) geneticsLOW | 52 Week Low | $ 71.92 | |||||
| 06 August 2021 smart_toyLOW (48) geneticsLOW | 52 Week Low | $ 76.56 | |||||
| 09 March 2020 smart_toyMEDIUM (81) | 52 Week Low | $ 71.78 | |||||
| 31 January 2020 smart_toyLOW (70) | 52 Week Low | $ 72.81 | |||||
| 21 December 2018 smart_toyHIGH (98) sirenFIRE SALE | 52 Week Low | $ 60.34 | |||||
| 03 April 2018 smart_toyLOW (78) | 52 Week Low | $ 81.44 | |||||
| 01 March 2018 smart_toyMEDIUM (86) | 52 Week Low | $ 83.98 | |||||
| 12 January 2018 smart_toyLOW (74) | 52 Week Low | $ 93.88 | |||||
| 21 November 2017 smart_toyLOW (65) | 52 Week Low | $ 99.16 | |||||
The data for Incyte Corp (exchange: XNAS symbol: INCY) was last updated 01 Jul 2026 09:10. Data for this stock is available from 01 Jun 2016 - 30 Jun 2026.