Insmed Inc (INSM) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to INSM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 26.08%.   Win rate: 100%.   Sharpe Ratio: 0.677.   Maximum drawdown: -29.19% on 15 August 2019.
Mean CAGR: 240.83%. Time in market: 413 days.   Hypothetical return: $1000 would be worth $16782.98 on 28 May 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 Insmed

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 14 signal(s) occurring before 29 May 2024 for a 7.5% profit target: (100% * 26.08%) + (0% * 0%) - (0% * 0%) = 26.08%.
Wins: 14 Breakevens: 0 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.

Insmed 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.

 

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 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:   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 June 2026  bubble_chart   LOW   smart_toy0.85  factory0.96   26 Week Low $ 99.00 schedule schedule schedule schedule schedule
24 April 2026  bubble_chart   LOW   smart_toy0.595  factory0.426   26 Week Low $ 138.73 schedule schedule schedule schedule schedule
07 January 2025  bubble_chart   LOW   smart_toy0.828  factory0.554   26 Week Low $ 66.05 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
24 May 2024  bubble_chart   LOW   smart_toy0.793  factory0.611   26 Week Low $ 22.83 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
21 March 2023   LOW   smart_toy0.599  factory0.872   26 Week Low $ 17.00 select_check_box electric_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
09 May 2022   MEDIUM   smart_toy0.969  factory0.898   FIRE SALE 26 Week Low $ 18.95 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_bolt
19 January 2022   LOW   smart_toy0.938  factory0.655   26 Week Low $ 22.38 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
26 July 2021  bubble_chart   HIGH   smart_toy0.876  factory0.883   26 Week Low $ 24.04 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 select_check_box electric_boltelectric_boltelectric_bolt
11 May 2021  bubble_chart   MEDIUM   smart_toy0.857  factory0.706   26 Week Low $ 26.02 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 April 2021  bubble_chart   LOW   smart_toy0.869  factory0.43   26 Week Low $ 31.90 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
17 March 2020  bubble_chart   HIGH   smart_toy0.988  factory0.841   26 Week Low $ 15.64 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
16 July 2019  bubble_chart   LOW   smart_toy0.788  factory0.786   26 Week Low $ 22.04 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
18 December 2018  bubble_chart   HIGH   smart_toy0.914  factory0.923   26 Week Low $ 13.89 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
23 October 2018  bubble_chart   MEDIUM   smart_toy0.743  factory0.88   26 Week Low $ 15.62 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
12 September 2018  bubble_chart   MEDIUM   smart_toy0.891  factory0.711   26 Week Low $ 19.72 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
23 March 2018  bubble_chart   LOW   smart_toy0.751  factory0.626   26 Week Low $ 22.57 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
07 August 2017   LOW   smart_toy0.854  factory0.453   26 Week Low $ 13.81 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

 

The data for Insmed Inc (exchange: XNAS symbol: INSM) was last updated 06 Jun 2026 18:11. Data for this stock is available from 01 Jun 2016 - 05 Jun 2026.