Innospec Inc (IOSP) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to IOSP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.47%.   Win rate: 100%.   Sharpe Ratio: -4.871.   Maximum drawdown: -31.67% on 16 March 2020.
Mean CAGR: 127.35%. Time in market: 2252 days.   Hypothetical return: $1000 would be worth $3969.55 on 10 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 Innospec

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 24 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 8.47%) + (0% * 0%) - (0% * 0%) = 8.47%.
Wins: 24 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.

Innospec Analysis

Market sector: Basic Materials.

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%
03 March 2026   MEDIUM   smart_toy0.682  factory0.191   50 Day Low $ 75.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
30 October 2025   MEDIUM   smart_toy0.657  factory0.586   50 Day Low $ 73.25 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
25 September 2025   MEDIUM   smart_toy0.664  factory0.38   50 Day Low $ 78.04 select_check_box select_check_box select_check_box select_check_box electric_bolt schedule
29 July 2025   MEDIUM   smart_toy0.572  factory0.308   50 Day Low $ 82.64 select_check_box electric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
17 June 2025   MEDIUM   smart_toy0.879  factory0.496   50 Day Low $ 83.45 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
28 March 2025   MEDIUM   smart_toy0.932  factory0.542   FIRE SALE 50 Day Low $ 96.20 schedule schedule schedule schedule schedule
19 February 2025   MEDIUM   smart_toy0.791  factory0.383   50 Day Low $ 104.10 schedule schedule schedule schedule schedule
06 January 2025   MEDIUM   smart_toy0.963  factory0.556   50 Day Low $ 108.35 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
05 August 2024   MEDIUM   smart_toy0.774  factory0.731   50 Day Low $ 115.90 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
30 April 2024   MEDIUM   smart_toy0.671  factory0.336   50 Day Low $ 120.34 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default
03 October 2023   MEDIUM   smart_toy0.785  factory0.784   50 Day Low $ 100.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
02 May 2023   MEDIUM   smart_toy0.693  factory0.496   50 Day Low $ 98.56 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
10 March 2023   MEDIUM   smart_toy0.564  factory0.817   50 Day Low $ 102.46 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
06 September 2022   MEDIUM   smart_toy0.748  factory0.828   50 Day Low $ 88.58 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_boltelectric_bolt
17 June 2022   MEDIUM   smart_toy0.983  factory0.89   FIRE SALE 50 Day Low $ 89.04 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_bolt
30 November 2021   MEDIUM   smart_toy0.576  factory0.497   50 Day Low $ 81.84 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 September 2021   MEDIUM   smart_toy0.729  factory0.406   50 Day Low $ 85.17 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
17 June 2021   MEDIUM   smart_toy0.869  factory0.529   50 Day Low $ 94.80 select_check_box select_check_box select_check_box select_check_box select_check_box
09 September 2020   MEDIUM   smart_toy0.735  factory0.607   50 Day Low $ 71.10 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
24 February 2020   MEDIUM   smart_toy0.518  factory0.521   50 Day Low $ 90.98 select_check_box select_check_box select_check_box select_check_box select_check_box
23 August 2019   MEDIUM   smart_toy0.727  factory0.75   50 Day Low $ 81.66 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
23 May 2019   MEDIUM   smart_toy0.611  factory0.829   50 Day Low $ 79.02 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
18 December 2018   HIGH   smart_toy0.914  factory0.847   FIRE SALE 50 Day Low $ 62.60 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
03 October 2018   MEDIUM   smart_toy0.672  factory0.628   50 Day Low $ 72.54 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
09 August 2018   MEDIUM   smart_toy0.772  factory0.751   50 Day Low $ 73.53 select_check_box select_check_box select_check_box select_check_box select_check_box
05 February 2018   MEDIUM   smart_toy0.925  factory0.518   FIRE SALE 50 Day Low $ 65.40 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
09 August 2017   MEDIUM   smart_toy0.801  factory0.398   50 Day Low $ 59.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 April 2017   MEDIUM   smart_toy0.674  factory0.469   50 Day Low $ 58.34 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_bolt select_check_box electric_bolt
28 February 2017   MEDIUM   smart_toy0.794  factory0.41   50 Day Low $ 63.49 select_check_box select_check_box select_check_box select_check_box select_check_box
04 November 2016   LOW   smart_toy0.718  factory0.633   50 Day Low $ 53.06 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 June 2016   LOW   smart_toy0.884  factory0.751   50 Day Low $ 42.59 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
23 March 2016   LOW   smart_toy0.661  factory0.591   50 Day Low $ 40.78 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
17 February 2016   LOW   smart_toy0.961  factory0.765   50 Day Low $ 43.41 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

 

The data for Innospec Inc (exchange: XNAS symbol: IOSP) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Dec 2015 - 29 May 2026.