Masimo Corp (MASI) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to MASI's monthly backtests ]
Fixed profit target:               -or-  
Expectancy: 3.80%.   Win rate: 95.65%.   Sharpe Ratio: -0.595.   Maximum drawdown: 67.25% on 17 October 2023.
Mean CAGR: 150.22%. Time in market: 1936 days.   Hypothetical return: $1000 would be worth $671.33 on 19 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 23 signal(s) occurring before 25 February 2024 for a 5% profit target: (95.65% * 6.23%) + (0% * 0%) - (4.35% * 49.70%) = 3.80%.
Wins: 22 Breakevens: 0 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.

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.

 

Super Oversold Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Super Oversold 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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
24 December 2025 bubble_chart $ 133.48 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 October 2023 $ 76.91 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 October 2023 $ 80.17 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
28 September 2023 $ 86.34 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
27 September 2023 $ 86.58 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
26 September 2023 $ 89.88 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
26 September 2023 $ 89.88 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
12 September 2023 $ 101.54 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
11 September 2023 $ 105.35 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
16 August 2023 $ 109.57 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
18 July 2023 $ 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 $ 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
29 April 2022 bubble_chart $ 115.72 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_boltelectric_boltelectric_bolt
27 April 2022 bubble_chart $ 117.90 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
26 April 2022 bubble_chart $ 121.08 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 select_check_box electric_boltelectric_bolt
25 April 2022 bubble_chart $ 124.51 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
08 March 2022 bubble_chart $ 142.32 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
08 March 2022 bubble_chart $ 142.32 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
17 February 2022 bubble_chart $ 150.40 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
16 February 2022 bubble_chart $ 158.35 select_check_box select_check_box select_check_box select_check_box select_check_box
16 February 2022 bubble_chart $ 158.35 select_check_box select_check_box select_check_box select_check_box select_check_box
16 February 2022 bubble_chart $ 158.35 select_check_box select_check_box select_check_box select_check_box select_check_box
26 January 2022 bubble_chart $ 210.01 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
14 January 2022 bubble_chart $ 234.66 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for Masimo Corp (exchange: XNAS symbol: MASI) was last updated 04 Mar 2026 07:25. Data for this stock is available from 01 Feb 2016 - 03 Mar 2026.