Incyte Corp (INCY) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to INCY's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 4.38%.   Win rate: 67.74%.   Sharpe Ratio: -3.35.   Maximum drawdown: -51.16% on 24 December 2018.
Mean CAGR: 107.54%. Time in market: 6532 days.   Hypothetical return: $1000 would be worth $1555.86 on 14 June 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 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 31 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (67.74% * 8.67%) + (25.81% * 1.28%) - (6.45% * 28.29%) = 4.38%.
Wins: 21 Breakevens: 8 Losses: 2

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.

 

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%
05 March 2026  bubble_chart   LOW   smart_toy0.865  factory0.4   50 Day Low $ 97.66 schedule schedule schedule schedule schedule
17 March 2025   LOW   smart_toy0.819  factory0.817   FIRE SALE 50 Day Low $ 61.00 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
11 February 2025   LOW   smart_toy0.709  factory0.693   50 Day Low $ 66.92 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
25 April 2024   LOW   smart_toy0.55  factory0.337   50 Day Low $ 51.38 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_boltelectric_bolt select_check_box electric_boltelectric_bolt
25 March 2024   LOW   smart_toy0.432  factory0.415   50 Day Low $ 57.31 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
20 October 2023   MEDIUM   smart_toy0.906  factory0.752   50 Day Low $ 55.38 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_bolt
18 September 2023   LOW   smart_toy0.722  factory0.708   50 Day Low $ 59.67 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 June 2023   LOW   smart_toy0.881  factory0.57   50 Day Low $ 61.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
02 May 2023   LOW   smart_toy0.591  factory0.522   50 Day Low $ 69.02 select_check_box select_check_box select_check_box select_check_box select_check_box
23 March 2023   LOW   smart_toy0.521  factory0.779   50 Day Low $ 72.34 select_check_box select_check_box select_check_box select_check_box select_check_box
15 February 2023   LOW   smart_toy0.865  factory0.875   50 Day Low $ 79.18 select_check_box select_check_box select_check_box select_check_box select_check_box
06 September 2022   LOW   smart_toy0.698  factory0.907   50 Day Low $ 69.82 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
10 June 2022   LOW   smart_toy0.928  factory0.856   50 Day Low $ 71.02 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_bolt select_check_box electric_bolt
22 November 2021   LOW   smart_toy0.844  factory0.681   50 Day Low $ 63.96 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
12 October 2021   MEDIUM   smart_toy0.866  factory0.77   50 Day Low $ 64.62 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
10 September 2021   LOW   smart_toy0.817  factory0.48   50 Day Low $ 71.92 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
14 July 2021   LOW   smart_toy0.757  factory0.514   50 Day Low $ 80.34 select_check_box select_check_box select_check_box select_check_box select_check_box
19 February 2021   LOW   smart_toy0.781  factory0.511   50 Day Low $ 81.28 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
03 November 2020   LOW   smart_toy0.765  factory0.723   50 Day Low $ 84.77 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
04 September 2020   LOW   smart_toy0.914  factory0.72   50 Day Low $ 91.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
09 March 2020   MEDIUM   smart_toy0.962  factory0.836   FIRE SALE 50 Day Low $ 71.78 select_check_box electric_boltelectric_bolt 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
08 January 2020   LOW   smart_toy0.715  factory0.691   50 Day Low $ 76.91 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 electric_boltelectric_bolt
10 September 2019   LOW   smart_toy0.94  factory0.667   50 Day Low $ 78.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
15 April 2019   LOW   smart_toy0.773  factory0.687   50 Day Low $ 78.74 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
21 December 2018  bubble_chart   MEDIUM   smart_toy0.957  factory0.905   50 Day Low $ 60.34 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
15 October 2018  bubble_chart   LOW   smart_toy0.817  factory0.857   50 Day Low $ 62.10 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_bolt select_check_box electric_boltelectric_bolt
02 August 2018  bubble_chart   MEDIUM   smart_toy0.864  factory0.789   50 Day Low $ 64.88 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_bolt
03 April 2018  bubble_chart   MEDIUM   smart_toy0.711  factory0.644   50 Day Low $ 81.44 select_check_box select_check_box select_check_box select_check_box select_check_box
01 March 2018  bubble_chart   MEDIUM   smart_toy0.768  factory0.646   50 Day Low $ 83.98 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
12 January 2018  bubble_chart   MEDIUM   smart_toy0.963  factory0.625   50 Day Low $ 93.88 select_check_box select_check_box select_check_box select_check_box select_check_box
05 December 2017  bubble_chart   MEDIUM   smart_toy0.82  factory0.748   50 Day Low $ 93.91 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
02 November 2017  bubble_chart   LOW   smart_toy0.78  factory0.612   50 Day Low $ 107.12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 September 2017  bubble_chart   LOW   smart_toy0.873  factory0.53   50 Day Low $ 119.54 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 May 2017  bubble_chart   LOW   smart_toy0.922  factory0.513   50 Day Low $ 119.76 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 disabled_by_default

 

The data for Incyte Corp (exchange: XNAS symbol: INCY) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Jun 2016 - 29 May 2026.