Incyte Corp (INCY) Daily/Weekly Backtest Results

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 INCY's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 0.97%. Win rate: 61.54%. Sharpe Ratio: -2.924. Maximum drawdown: -59.61% on 24 December 2018.
Mean CAGR: 89.01%. Time in market: 7431 days. Hypothetical return: $1000 would be worth $632.46 on 08 November 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 26 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (61.54% * 8.94%) + (19.23% * 1.23%) - (19.23% * 24.80%) = 0.97%.
Wins: 16 Breakevens: 5 Losses: 5

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.

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%
30 April 2026 LOW smart_toy0.616	Gap Down	$ 97.80	schedule	schedule	schedule	schedule	schedule
08 December 2025 LOW smart_toy0.561	Gap Down	$ 98.41	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
06 May 2025 MEDIUM smart_toy0.954	Gap Down	$ 60.76	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
03 March 2025 LOW smart_toy0.591	Gap Down	$ 71.86	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
18 September 2023 LOW smart_toy0.722	Gap Down	$ 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
02 May 2023 LOW smart_toy0.591	Gap Down	$ 69.02	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 February 2023 LOW smart_toy0.768	Gap Down	$ 82.23	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
02 August 2022 LOW smart_toy0.754	Gap Down	$ 73.29	select_check_box	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	disabled_by_default
08 February 2022 LOW smart_toy0.742	Gap Down	$ 70.35	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box
02 November 2021 LOW smart_toy0.756	Gap Down	$ 64.51	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
22 September 2021 LOW smart_toy0.591	Gap Down	$ 71.36	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
11 June 2021 LOW smart_toy0.696	Gap Down	$ 83.62	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
04 May 2021 LOW smart_toy0.619	Gap Down	$ 82.26	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
27 January 2021 LOW smart_toy0.836	Gap Down	$ 95.52	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
06 October 2020 LOW smart_toy0.855	Gap Down	$ 90.28	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	disabled_by_default
13 July 2020 LOW smart_toy0.699	Gap Down	$ 102.54	select_check_box electric_boltelectric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
04 June 2020 LOW smart_toy0.755	Gap Down	$ 96.00	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	disabled_by_default
28 April 2020 LOW smart_toy0.849	Gap Down	$ 100.98	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
03 January 2020 LOW smart_toy0.765	Gap Down	$ 77.02	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
23 August 2019 LOW smart_toy0.82	Gap Down	$ 83.74	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
29 May 2019 LOW smart_toy0.626	Gap Down	$ 79.53	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
21 December 2018 bubble_chart MEDIUM smart_toy0.957	Gap Down	$ 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
07 September 2018 bubble_chart LOW smart_toy0.888	Gap Down	$ 70.40	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
24 April 2018 bubble_chart HIGH smart_toy0.31	Gap Down	$ 64.00	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt
15 March 2018 bubble_chart LOW smart_toy0.677	Gap Down	$ 90.49	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
02 February 2018 bubble_chart MEDIUM smart_toy0.971	Gap Down	$ 87.52	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box
01 November 2017 bubble_chart LOW smart_toy0.781	Gap Down	$ 110.69	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
21 March 2017 bubble_chart LOW smart_toy0.688	Gap Down	$ 144.54	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
07 December 2016 LOW smart_toy0.991	Gap Down	$ 103.36	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
11 October 2016 LOW smart_toy0.981	Gap Down	$ 93.76	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

The data for Incyte Corp (exchange: XNAS symbol: INCY) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Jun 2016 - 15 May 2026.