Insmed Inc (INSM) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to INSM's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 12.05%.   Win rate: 91.11%.   Sharpe Ratio: -0.966.   Maximum drawdown: -62.35% on 24 December 2018.
Mean CAGR: 159.21%. Time in market: 6217 days.   Hypothetical return: $1000 would be worth $14142.89 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 45 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (91.11% * 15.78%) + (4.44% * 0.19%) - (4.44% * 52.71%) = 12.05%.
Wins: 41 Breakevens: 2 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.

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.

 

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%
15 May 2026  bubble_chart   MEDIUM   smart_toy0.913   Gap Down $ 111.72 schedule schedule schedule schedule schedule
12 January 2026  bubble_chart   LOW   smart_toy0.974   Gap Down $ 171.29 schedule schedule schedule schedule schedule
09 June 2025  bubble_chart   LOW   smart_toy0.479   Gap Down $ 72.32 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 May 2025  bubble_chart   MEDIUM   smart_toy0.959   Gap Down $ 69.56 select_check_box electric_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 April 2025  bubble_chart   LOW   smart_toy0.922   Gap Down $ 73.68 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
06 January 2025  bubble_chart   LOW   smart_toy0.92   Gap Down $ 68.43 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
02 August 2024  bubble_chart   LOW   smart_toy0.977   Gap Down $ 72.63 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
21 May 2024   LOW   smart_toy0.757   Gap Down $ 25.12 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
12 April 2024   LOW   smart_toy0.686   Gap Down $ 27.82 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
28 February 2024   LOW   smart_toy0.648   Gap Down $ 28.50 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
20 December 2023   LOW   smart_toy0.835   Gap Down $ 28.34 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_bolt
27 October 2023   LOW   smart_toy0.873   Gap Down $ 24.94 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
02 May 2023   LOW   smart_toy0.65   Gap Down $ 19.68 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 December 2022   LOW   smart_toy0.89   Gap Down $ 19.36 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
27 October 2022   HIGH   smart_toy0.935   FIRE SALE Gap Down $ 17.18 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
21 September 2022   LOW   smart_toy0.745   Gap Down $ 23.22 select_check_box select_check_box select_check_box select_check_box select_check_box
11 July 2022   MEDIUM   smart_toy0.827   Gap Down $ 23.90 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
26 April 2022   LOW   smart_toy0.55   Gap Down $ 22.86 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
05 January 2022   LOW   smart_toy0.695   Gap Down $ 26.84 select_check_box select_check_box select_check_box select_check_box select_check_box
14 October 2021   LOW   smart_toy0.827   Gap Down $ 27.96 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
09 August 2021   MEDIUM   smart_toy0.933   Gap Down $ 25.08 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_bolt
22 June 2021   LOW   smart_toy0.785   Gap Down $ 28.08 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 March 2021   LOW   smart_toy0.817   Gap Down $ 36.08 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 February 2021   LOW   smart_toy0.864   Gap Down $ 41.20 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 October 2020   LOW   smart_toy0.914   Gap Down $ 37.59 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
11 August 2020   LOW   smart_toy0.797   Gap Down $ 29.54 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
04 June 2020   LOW   smart_toy0.788   Gap Down $ 25.15 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
28 April 2020   LOW   smart_toy0.71   Gap Down $ 21.90 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
27 March 2020  bubble_chart   HIGH   smart_toy0.687   FIRE SALE Gap Down $ 17.33 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_boltelectric_bolt
24 February 2020  bubble_chart   LOW   smart_toy0.709   Gap Down $ 30.16 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
15 January 2020   LOW   smart_toy0.371   Gap Down $ 24.36 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
29 October 2019   MEDIUM   smart_toy0.91   Gap Down $ 17.33 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
31 July 2019   LOW   smart_toy0.722   Gap Down $ 22.40 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
26 June 2019   LOW   smart_toy0.894   Gap Down $ 24.93 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
21 May 2019   LOW   smart_toy0.975   Gap Down $ 26.68 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
17 April 2019   LOW   smart_toy0.392   Gap Down $ 30.86 select_check_box select_check_box select_check_box select_check_box select_check_box
04 March 2019   LOW   smart_toy0.793   Gap Down $ 30.48 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
13 December 2018  bubble_chart   HIGH   smart_toy0.979   Gap Down $ 15.46 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
09 November 2018  bubble_chart   HIGH   smart_toy0.933   Gap Down $ 16.92 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
05 October 2018  bubble_chart   MEDIUM   smart_toy0.922   Gap Down $ 17.66 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
31 August 2018  bubble_chart   LOW   smart_toy0.892   Gap Down $ 20.90 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 June 2018  bubble_chart   LOW   smart_toy0.681   Gap Down $ 29.07 select_check_box select_check_box select_check_box select_check_box select_check_box
24 April 2018  bubble_chart   LOW   smart_toy0.382   Gap Down $ 25.58 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
08 February 2018  bubble_chart   LOW   smart_toy0.9   Gap Down $ 25.26 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
04 December 2017  bubble_chart   LOW   smart_toy0.748   Gap Down $ 29.84 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
12 September 2017  bubble_chart   LOW   smart_toy0.887   Gap Down $ 30.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
03 August 2017   LOW   smart_toy0.738   Gap Down $ 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
17 January 2017   LOW   smart_toy0.975   Gap Down $ 14.98 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 December 2016   LOW   smart_toy0.853   Gap Down $ 12.66 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 November 2016   LOW   smart_toy0.873   Gap Down $ 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
29 September 2016   LOW   smart_toy0.929   Gap Down $ 14.32 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 August 2016   LOW   smart_toy0.937   Gap Down $ 13.02 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
19 July 2016   LOW   smart_toy0.932   Gap Down $ 11.11 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

 

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