Innospec Inc (IOSP) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to IOSP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.20%.   Win rate: 94.12%.   Sharpe Ratio: 0.767.   Maximum drawdown: -22.62% on 08 September 2017.
Mean CAGR: 158.85%. Time in market: 1184 days.   Hypothetical return: $1000 would be worth $2610.07 on 25 July 2023.
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 17 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (94.12% * 8.70%) + (5.88% * 0.21%) - (0% * 0%) = 8.20%.
Wins: 16 Breakevens: 1 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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
06 August 2026 Gap Up 38 68 100 85 78 54 schedule schedule schedule
30 June 2026 Collapsed Bubble 76 57 100 85 81 76 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
24 June 2026 Oversold Rebound 44 38 100 85 81 50 schedule schedule schedule
16 June 2026 Collapsed Bubble 55 54 100 85 81 62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 June 2026 Double Seven 39 84 100 85 81 59 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
03 June 2026 Collapsed Bubble 52 83 100 85 81 69 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
19 May 2026 Collapsed Bubble 43 82 100 82 81 62 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
05 May 2026 Collapsed Bubble 48 77 100 83 81 64 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
21 April 2026 Collapsed Bubble 36 65 100 82 81 52 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
08 April 2026 Collapsed Bubble 51 84 100 82 81 68 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
06 August 2026 Gap Up $ 92.02 38 68 100 85 78 54 schedule schedule schedule schedule schedule
13 May 2025 Gap Up $ 90.96 15 55 100 69 80 30 select_check_box select_check_box select_check_box select_check_box select_check_box
07 November 2024 Gap Up $ 122.02 45 83 100 59 82 61 schedule schedule schedule schedule schedule
05 May 2023 Gap Up $ 99.51 44 64 100 74 91 57 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
10 November 2020 Gap Up $ 78.41 78 79 100 65 86 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_bolt
05 November 2020 Gap Up $ 69.75 54 87 100 66 86 69 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
15 June 2020 Gap Up $ 74.30 43 73 100 77 89 59 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 May 2020 Gap Up $ 79.47 38 75 100 76 90 55 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
19 May 2020 Gap Up $ 70.76 50 74 100 76 90 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_bolt
20 April 2020 Gap Up $ 68.90 85 92 100 76 90 92 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
07 April 2020 Gap Up $ 68.66 95 95 100 76 89 98 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_bolt
25 March 2020 Gap Up $ 67.48 93 95 100 76 92 97 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
16 March 2020 Gap Up $ 62.16 94 97 100 76 88 98 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
07 November 2019 Gap Up $ 98.40 58 77 100 76 86 71 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
08 November 2018 Gap Up $ 73.62 73 53 100 83 90 72 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 May 2018 Gap Up $ 72.47 48 71 100 62 86 61 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
15 February 2018 Gap Up $ 65.93 48 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_bolt
23 August 2017 Gap Up $ 54.49 72 61 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
16 February 2017 Gap Up $ 68.43 63 68 select_check_box select_check_box select_check_box select_check_box select_check_box
05 May 2016 Gap Up $ 46.10 85 85 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

 

The data for Innospec Inc (exchange: XNAS symbol: IOSP) was last updated 13 Aug 2026 08:56. Data for this stock is available from 01 Dec 2015 - 12 Aug 2026.