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: 2.56%.   Win rate: 86.11%.   Sharpe Ratio: -1.751.   Maximum drawdown: -55.01% on 28 September 2022.
Mean CAGR: 126.29%. Time in market: 5833 days.   Hypothetical return: $1000 would be worth $637.89 on 13 August 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 36 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (86.11% * 9.18%) + (0% * 0%) - (13.89% * 38.49%) = 2.56%.
Wins: 31 Breakevens: 0 Losses: 5

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.

 

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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
27 May 2026   smart_toyLOW (53)    account_balanceLOW   50 Day Low $ 130.54 schedule schedule schedule schedule schedule
22 April 2026   smart_toyLOW (35)    account_balanceLOW   50 Day Low $ 163.37 schedule schedule schedule schedule schedule
03 November 2025   smart_toyLOW (68)    account_balanceLOW   50 Day Low $ 158.77 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
30 September 2025   smart_toyLOW (49)    account_balanceLOW   50 Day Low $ 175.39 select_check_box select_check_box select_check_box schedule schedule
28 August 2025   smart_toyLOW (30)    account_balanceLOW   50 Day Low $ 185.00 schedule schedule schedule schedule schedule
18 July 2025   smart_toyLOW (38)    account_balanceLOW   50 Day Low $ 209.64 schedule schedule schedule schedule schedule
10 February 2025   smart_toyLOW (49)    account_balanceLOW   50 Day Low $ 198.66 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
07 January 2025   smart_toyLOW (45)    account_balanceLOW   50 Day Low $ 220.46 schedule schedule schedule schedule schedule
04 December 2024   smart_toyLOW (57)    account_balanceLOW   50 Day Low $ 247.60 schedule schedule schedule schedule schedule
02 July 2024   smart_toyLOW (31)     50 Day Low $ 194.54 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   smart_toyLOW (40)     50 Day Low $ 199.20 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
15 April 2024   smart_toyLOW (40)     50 Day Low $ 209.30 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 March 2024   smart_toyLOW (53)     50 Day Low $ 211.82 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
01 February 2024   smart_toyLOW (46)     50 Day Low $ 221.19 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
07 September 2023  bubble_chart   smart_toyLOW (53)     50 Day Low $ 226.26 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
04 August 2023  bubble_chart   smart_toyLOW (40)     50 Day Low $ 244.99 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
22 June 2023  bubble_chart   smart_toyLOW (40)     50 Day Low $ 264.86 select_check_box select_check_box select_check_box select_check_box select_check_box
15 May 2023  bubble_chart   smart_toyLOW (69)     50 Day Low $ 293.69 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 April 2023  bubble_chart   smart_toyLOW (79)     50 Day Low $ 338.94 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 September 2022  bubble_chart   smart_toyMEDIUM (87)     50 Day Low $ 226.06 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 select_check_box electric_boltelectric_bolt
23 August 2022  bubble_chart   smart_toyLOW (79)     50 Day Low $ 254.52 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 May 2022  bubble_chart   smart_toyMEDIUM (86)     50 Day Low $ 258.87 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   smart_toyLOW (60)     50 Day Low $ 319.02 select_check_box select_check_box select_check_box select_check_box select_check_box
27 January 2022  bubble_chart   smart_toyLOW (66)     50 Day Low $ 329.88 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
18 November 2021  bubble_chart   smart_toyLOW (62)     50 Day Low $ 374.52 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
12 October 2021  bubble_chart   smart_toyLOW (56)     50 Day Low $ 400.81 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 September 2021  bubble_chart   smart_toyLOW (37)     50 Day Low $ 450.96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 June 2021  bubble_chart   smart_toyLOW (36)     50 Day Low $ 437.19 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
28 April 2021  bubble_chart   smart_toyLOW (38)     50 Day Low $ 493.72 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 March 2021  bubble_chart   smart_toyLOW (41)     50 Day Low $ 495.10 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
22 January 2021  bubble_chart   smart_toyLOW (47)     50 Day Low $ 513.34 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_boltelectric_boltelectric_bolt disabled_by_default
18 September 2020  bubble_chart   smart_toyLOW (59)     50 Day Low $ 442.25 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
11 August 2020  bubble_chart   smart_toyLOW (39)     50 Day Low $ 482.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
28 February 2020  bubble_chart   smart_toyLOW (67)     50 Day Low $ 326.61 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 January 2020  bubble_chart   smart_toyMEDIUM (84)     50 Day Low $ 355.42 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
16 September 2019  bubble_chart   smart_toyLOW (74)     50 Day Low $ 329.71 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
07 September 2018   smart_toyLOW (29)     50 Day Low $ 182.93 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 August 2018   smart_toyLOW (28)     50 Day Low $ 188.12 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
02 July 2018   smart_toyLOW (32)     50 Day Low $ 195.69 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 February 2018   smart_toyLOW (66)     50 Day Low $ 186.23 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 October 2017   smart_toyLOW (52)     50 Day Low $ 170.16 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
21 August 2017   smart_toyLOW (74)     50 Day Low $ 186.00 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
13 April 2017   smart_toyLOW (68)     50 Day Low $ 175.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box
29 December 2016   smart_toyLOW (64)     50 Day Low $ 143.24 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
10 October 2016   smart_toyLOW (45)     50 Day Low $ 154.87 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 MarketAxess Holdings Inc (exchange: XNAS symbol: MKTX) was last updated 16 Jul 2026 03:30. Data for this stock is available from 01 Apr 2016 - 15 Jul 2026.