Masimo Corp (MASI) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to MASI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.83%.   Win rate: 100%.   Sharpe Ratio: 6.555.   Maximum drawdown: -29.80% on 17 October 2023.
Mean CAGR: 211.94%. Time in market: 279 days.   Hypothetical return: $1000 would be worth $1800.64 on 22 December 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 Masimo

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 8 signal(s) occurring before 04 June 2024 for a 7.5% profit target: (100% * 8.83%) + (0% * 0%) - (0% * 0%) = 8.83%.
Wins: 8 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.

Masimo Analysis

Market sector: Healthcare.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

52 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 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%
10 June 2026   LOW    factory0.943   52 Week Low $ 92.40 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 December 2025   MEDIUM   smart_toy0.818  factory0.637   52 Week Low $ 135.86 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
22 September 2023   MEDIUM   smart_toy0.891  factory0.912   52 Week Low $ 96.22 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
21 August 2023   MEDIUM   smart_toy0.849  factory0.848   52 Week Low $ 109.48 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 July 2023   MEDIUM   smart_toy0.849  factory0.472   52 Week Low $ 112.36 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt
09 November 2022  bubble_chart   MEDIUM   smart_toy0.906  factory0.756   FIRE SALE 52 Week Low $ 113.04 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 2022  bubble_chart   MEDIUM   smart_toy0.983  factory0.904   52 Week Low $ 132.09 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_boltelectric_bolt
07 March 2022  bubble_chart   HIGH   smart_toy0.983  factory0.692   52 Week Low $ 146.92 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_bolt select_check_box
27 January 2022  bubble_chart   MEDIUM   smart_toy0.974  factory0.738   52 Week Low $ 203.08 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
03 June 2021  bubble_chart   MEDIUM   smart_toy0.56  factory0.662   52 Week Low $ 209.14 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 Masimo Corp (exchange: XNAS symbol: MASI) was last updated 12 Jun 2026 03:25. Data for this stock is available from 01 Feb 2016 - 11 Jun 2026.