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: 11.73%.   Win rate: 91.30%.   Sharpe Ratio: -0.125.   Maximum drawdown: -59.31% on 24 December 2018.
Mean CAGR: 167.4%. Time in market: 2653 days.   Hypothetical return: $1000 would be worth $4111.66 on 09 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 23 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (91.30% * 15.18%) + (4.35% * 1.20%) - (4.35% * 50.21%) = 11.73%.
Wins: 21 Breakevens: 1 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.

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.

 

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%
24 April 2026  bubble_chart   LOW   smart_toy0.595  factory0.426   50 Day Low $ 138.73 schedule schedule schedule schedule schedule
02 March 2026  bubble_chart   LOW   smart_toy0.839  factory0.508   50 Day Low $ 146.71 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
13 January 2026  bubble_chart   LOW   smart_toy0.947  factory0.745   50 Day Low $ 166.86 schedule schedule schedule schedule schedule
02 April 2025  bubble_chart   LOW   smart_toy0.907  factory0.772   50 Day Low $ 72.58 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 January 2025  bubble_chart   LOW   smart_toy0.828  factory0.554   50 Day 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
30 October 2024  bubble_chart   LOW   smart_toy0.788  factory0.764   50 Day Low $ 70.47 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
23 May 2024  bubble_chart   LOW   smart_toy0.711  factory0.572   50 Day Low $ 23.90 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 select_check_box electric_boltelectric_boltelectric_bolt
18 April 2024  bubble_chart   LOW   smart_toy0.717  factory0.517   50 Day Low $ 25.44 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
15 March 2024  bubble_chart   LOW   smart_toy0.582  factory0.603   50 Day Low $ 25.94 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_boltelectric_bolt
13 March 2023   LOW   smart_toy0.693  factory0.834   50 Day Low $ 18.02 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
13 October 2022   MEDIUM   smart_toy0.959  factory0.868   FIRE SALE 50 Day Low $ 20.80 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
06 May 2022   LOW   smart_toy0.785  factory0.923   50 Day Low $ 21.48 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
06 January 2022   LOW   smart_toy0.756  factory0.686   50 Day Low $ 26.22 select_check_box select_check_box select_check_box select_check_box select_check_box
26 July 2021  bubble_chart   MEDIUM   smart_toy0.876  factory0.883   50 Day 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
10 May 2021  bubble_chart   MEDIUM   smart_toy0.781  factory0.702   50 Day Low $ 27.10 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
25 March 2021  bubble_chart   LOW   smart_toy0.9  factory0.678   50 Day Low $ 33.95 select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
12 March 2020  bubble_chart   HIGH   smart_toy0.983  factory0.826   50 Day Low $ 19.53 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 August 2019  bubble_chart   HIGH   smart_toy0.741  factory0.943   50 Day Low $ 15.93 select_check_box electric_boltelectric_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_boltelectric_bolt
11 July 2019  bubble_chart   LOW   smart_toy0.895  factory0.753   50 Day Low $ 23.13 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
21 May 2019  bubble_chart   LOW   smart_toy0.975  factory0.891   50 Day Low $ 26.68 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
18 December 2018  bubble_chart   HIGH   smart_toy0.914  factory0.923   50 Day 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   50 Day 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   50 Day 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
09 August 2018  bubble_chart   LOW   smart_toy0.903  factory0.804   50 Day Low $ 21.92 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
03 April 2018  bubble_chart   LOW   smart_toy0.682  factory0.716   50 Day Low $ 20.88 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
01 March 2018  bubble_chart   LOW   smart_toy0.571  factory0.628   50 Day Low $ 23.85 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 select_check_box electric_boltelectric_bolt
25 January 2018  bubble_chart   LOW   smart_toy0.879  factory0.606   50 Day Low $ 28.24 select_check_box select_check_box select_check_box select_check_box select_check_box
03 August 2017   LOW   smart_toy0.738  factory0.365   50 Day Low $ 14.70 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
06 June 2017   LOW   smart_toy0.904  factory0.584   50 Day Low $ 15.26 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 select_check_box electric_boltelectric_boltelectric_bolt
02 November 2016   LOW   smart_toy0.873  factory0.784   50 Day Low $ 12.44 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 30 May 2026 15:00. Data for this stock is available from 01 Jun 2016 - 29 May 2026.