MarketAxess Holdings Inc (MKTX) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to MKTX's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -0.44%.   Win rate: 83.33%.   Sharpe Ratio: -0.563.   Maximum drawdown: -48.86% on 27 September 2023.
Mean CAGR: 157.16%. Time in market: 2014 days.   Hypothetical return: $1000 would be worth $860.15 on 15 July 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 MarketAxess Holdings

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 12 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (83.33% * 8.66%) + (0% * 0%) - (16.67% * 45.94%) = -0.44%.
Wins: 10 Breakevens: 0 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.

MarketAxess Holdings Analysis

Market sector: Financials.

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%
31 July 2026 Gap Up 58 54 78 85 43 66 schedule schedule schedule
24 July 2026 Mega Dump Lite 64 86 78 84 42 79 schedule schedule schedule
07 July 2026 Simple Mean Reversion 75 74 77 84 48 82 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
23 June 2026 Oversold Rebound 67 54 77 84 47 70 schedule schedule schedule
22 June 2026 Mega Dump Lite 48 50 77 84 47 57 schedule schedule schedule
17 June 2026 Gap Down 54 54 77 84 47 62 schedule schedule schedule
11 June 2026 Rate of Change 88 62 77 84 47 85 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
08 June 2026 Super Oversold (26) 73 72 77 84 47 81 schedule schedule schedule
04 June 2026 Simple Mean Reversion (RoC) 72 82 77 84 47 83 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
03 June 2026 Simple Mean Reversion 90 81 77 84 47 94 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt

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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
02 June 2026 52 Week Low $ 126.09 53 81 77 84 47 70 schedule schedule schedule schedule schedule
30 April 2026 52 Week Low $ 158.09 22 87 76 82 46 44 schedule schedule schedule schedule schedule
28 October 2025 52 Week Low $ 165.18 78 67 75 85 62 82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
19 September 2025 52 Week Low $ 179.31 34 78 75 73 50 53 select_check_box select_check_box schedule schedule schedule
07 August 2025 52 Week Low $ 185.40 38 57 76 74 50 51 schedule schedule schedule schedule schedule
12 February 2025 52 Week Low $ 193.46 48 67 86 75 66 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 schedule
02 July 2024 52 Week Low $ 194.54 41 83 87 76 73 59 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
30 May 2024 52 Week Low $ 199.20 25 73 87 85 77 44 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
18 April 2024 52 Week Low $ 202.67 40 73 87 75 75 56 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_bolt
13 September 2023  bubble_chart 52 Week Low $ 220.33 54 89 92 82 89 71 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
27 September 2022  bubble_chart 52 Week Low $ 223.04 98 96 100 80 82 100 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
24 August 2022  bubble_chart 52 Week Low $ 252.97 57 78 100 80 83 71 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 May 2022  bubble_chart 52 Week Low $ 258.87 85 91 100 87 89 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_bolt
05 April 2022  bubble_chart 52 Week Low $ 319.02 75 65 100 85 88 78 select_check_box select_check_box select_check_box select_check_box select_check_box
27 January 2022  bubble_chart 52 Week Low $ 329.88 84 80 100 78 85 88 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
04 November 2021  bubble_chart 52 Week Low $ 397.76 64 87 100 82 87 78 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 September 2021  bubble_chart 52 Week Low $ 430.80 24 69 100 87 91 42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 June 2021  bubble_chart 52 Week Low $ 437.19 43 70 100 83 93 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 disabled_by_default

 

The data for MarketAxess Holdings Inc (exchange: XNAS symbol: MKTX) was last updated 13 Aug 2026 08:56. Data for this stock is available from 01 Apr 2016 - 12 Aug 2026.