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: 8.28%.   Win rate: 100%.   Sharpe Ratio: 10.553.   Maximum drawdown: -2.25% on 18 November 2020.
Mean CAGR: 261.92%. Time in market: 69 days.   Hypothetical return: $1000 would be worth $1488.57 on 11 February 2022.
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 5 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.28%) + (0% * 0%) - (0% * 0%) = 8.28%.
Wins: 5 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.

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

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%
31 July 2026 Gap Up $ 162.52 58 54 78 85 43 66 schedule schedule schedule schedule schedule
10 December 2025 Gap Up $ 173.36 71 64 76 84 59 76 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
07 April 2025 Gap Up $ 209.69 76 92 85 75 64 87 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
07 February 2025 Gap Up $ 200.68 72 75 86 77 65 80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
07 August 2024 Gap Up $ 232.60 74 69 87 67 71 78 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
03 February 2022  bubble_chart Gap Up $ 345.48 42 79 100 78 85 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 select_check_box
27 January 2022  bubble_chart Gap Up $ 329.88 56 80 100 78 85 70 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
10 November 2020  bubble_chart Gap Up $ 525.57 88 77 100 78 92 89 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
25 March 2020  bubble_chart Gap Up $ 326.55 95 92 100 83 94 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_boltelectric_bolt
26 January 2017 Gap Up $ 174.19 73 85 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

 

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.