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: 4.17%.   Win rate: 86.21%.   Sharpe Ratio: -3.109.   Maximum drawdown: -61.65% on 28 September 2022.
Mean CAGR: 127.66%. Time in market: 8943 days.   Hypothetical return: $1000 would be worth $677.75 on 15 October 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 58 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (86.21% * 8.89%) + (5.17% * 1.44%) - (8.62% * 41.42%) = 4.17%.
Wins: 50 Breakevens: 3 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.

 

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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%
22 June 2026   smart_toyLOW (48)    account_balanceLOW   Mega Dump Lite $ 118.48 schedule schedule schedule schedule schedule
18 May 2026   smart_toyLOW (46)    account_balanceLOW   Mega Dump Lite $ 140.00 schedule schedule schedule schedule schedule
01 April 2026   smart_toyLOW (49)    account_balanceLOW   Mega Dump Lite $ 165.30 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule
24 February 2026   smart_toyLOW (53)    account_balanceLOW   Mega Dump Lite $ 181.74 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule schedule
23 January 2026   smart_toyLOW (63)    account_balanceLOW   Mega Dump Lite $ 171.14 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
22 December 2025   smart_toyMEDIUM (80)    account_balanceLOW   Mega Dump Lite $ 180.83 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
18 November 2025   smart_toyLOW (67)    account_balanceLOW   Mega Dump Lite $ 173.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
17 October 2025   smart_toyLOW (77)    account_balanceLOW   Mega Dump Lite $ 171.34 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
15 September 2025   smart_toyLOW (61)    account_balanceLOW   Mega Dump Lite $ 183.94 schedule schedule schedule schedule schedule
12 August 2025   smart_toyLOW (55)    account_balanceLOW   Mega Dump Lite $ 188.74 schedule schedule schedule schedule schedule
24 April 2025   smart_toyMEDIUM (89)    account_balanceHIGH   sirenFIRE SALE Mega Dump Lite $ 219.09 schedule schedule schedule schedule schedule
24 March 2025   smart_toyLOW (68)    account_balanceHIGH   Mega Dump Lite $ 214.34 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
18 February 2025   smart_toyLOW (48)    account_balanceLOW   Mega Dump Lite $ 193.66 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
23 December 2024   smart_toyLOW (65)    account_balanceLOW   Mega Dump Lite $ 229.22 schedule schedule schedule schedule schedule
19 November 2024   smart_toyLOW (51)     Mega Dump Lite $ 266.92 schedule schedule schedule schedule schedule
25 June 2024   smart_toyLOW (52)     Mega Dump Lite $ 194.68 select_check_box electric_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
24 May 2024   smart_toyLOW (40)     Mega Dump Lite $ 215.61 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
22 April 2024   smart_toyLOW (50)     Mega Dump Lite $ 204.52 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
23 February 2024   smart_toyLOW (50)     Mega Dump Lite $ 214.46 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
22 January 2024   smart_toyLOW (70)     Mega Dump Lite $ 266.68 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
01 December 2023  bubble_chart   smart_toyLOW (45)     Mega Dump Lite $ 240.10 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 October 2023  bubble_chart   smart_toyLOW (70)     sirenFIRE SALE Mega Dump Lite $ 210.75 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 select_check_box electric_boltelectric_boltelectric_bolt
26 September 2023  bubble_chart   smart_toyLOW (49)     Mega Dump Lite $ 207.34 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 select_check_box electric_boltelectric_bolt
25 August 2023  bubble_chart   smart_toyLOW (47)     Mega Dump Lite $ 244.10 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 July 2023  bubble_chart   smart_toyLOW (40)     Mega Dump Lite $ 269.07 select_check_box select_check_box select_check_box select_check_box select_check_box
20 June 2023  bubble_chart   smart_toyLOW (47)     Mega Dump Lite $ 273.08 select_check_box select_check_box select_check_box select_check_box select_check_box
16 May 2023  bubble_chart   smart_toyLOW (77)     sirenFIRE SALE Mega Dump Lite $ 288.70 select_check_box select_check_box select_check_box select_check_box select_check_box
13 April 2023  bubble_chart   smart_toyLOW (51)     Mega Dump Lite $ 340.11 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 February 2023  bubble_chart   smart_toyLOW (63)     Mega Dump Lite $ 353.05 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
10 January 2023   smart_toyMEDIUM (81)     Mega Dump Lite $ 319.84 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
09 December 2022   smart_toyLOW (79)     Mega Dump Lite $ 282.04 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 November 2022  bubble_chart   smart_toyMEDIUM (82)     Mega Dump Lite $ 236.76 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
04 October 2022  bubble_chart   smart_toyHIGH (93)     Mega Dump Lite $ 235.26 select_check_box electric_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
01 September 2022  bubble_chart   smart_toyMEDIUM (87)     Mega Dump Lite $ 249.27 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 May 2022  bubble_chart   smart_toyMEDIUM (81)     Mega Dump Lite $ 281.55 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
19 April 2022  bubble_chart   smart_toyLOW (71)     Mega Dump Lite $ 260.89 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
18 March 2022  bubble_chart   smart_toyLOW (42)     Mega Dump Lite $ 354.30 select_check_box select_check_box select_check_box select_check_box select_check_box
14 February 2022  bubble_chart   smart_toyLOW (50)     Mega Dump Lite $ 374.08 select_check_box select_check_box select_check_box select_check_box select_check_box
11 January 2022  bubble_chart   smart_toyLOW (42)     Mega Dump Lite $ 380.60 select_check_box select_check_box select_check_box select_check_box select_check_box
06 December 2021  bubble_chart   smart_toyLOW (69)     Mega Dump Lite $ 355.43 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
30 September 2021  bubble_chart   smart_toyLOW (47)     Mega Dump Lite $ 423.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 June 2021  bubble_chart   smart_toyLOW (34)     Mega Dump Lite $ 453.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
12 May 2021  bubble_chart   smart_toyLOW (33)     Mega Dump Lite $ 444.92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
09 April 2021  bubble_chart   smart_toyLOW (44)     Mega Dump Lite $ 531.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 March 2021  bubble_chart   smart_toyLOW (39)     Mega Dump Lite $ 521.22 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 January 2021  bubble_chart   smart_toyLOW (53)     Mega Dump Lite $ 522.00 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 disabled_by_default
18 December 2020  bubble_chart   smart_toyLOW (62)     Mega Dump Lite $ 579.25 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 November 2020  bubble_chart   smart_toyLOW (45)     Mega Dump Lite $ 525.19 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
13 October 2020  bubble_chart   smart_toyLOW (49)     Mega Dump Lite $ 536.48 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
11 September 2020  bubble_chart   smart_toyLOW (49)     Mega Dump Lite $ 453.57 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 May 2020  bubble_chart   smart_toyLOW (36)     Mega Dump Lite $ 478.44 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 select_check_box electric_bolt
23 April 2020  bubble_chart   smart_toyLOW (68)     Mega Dump Lite $ 419.48 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
23 March 2020  bubble_chart   smart_toyHIGH (94)     Mega Dump Lite $ 295.25 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
18 February 2020  bubble_chart   smart_toyLOW (66)     Mega Dump Lite $ 346.21 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
14 January 2020  bubble_chart   smart_toyLOW (63)     Mega Dump Lite $ 367.06 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
13 December 2019  bubble_chart   smart_toyLOW (60)     Mega Dump Lite $ 369.73 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 October 2019  bubble_chart   smart_toyMEDIUM (87)     Mega Dump Lite $ 345.04 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
04 September 2019  bubble_chart   smart_toyMEDIUM (82)     Mega Dump Lite $ 404.74 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 August 2019  bubble_chart   smart_toyMEDIUM (86)     Mega Dump Lite $ 338.80 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 March 2019   smart_toyLOW (60)     Mega Dump Lite $ 226.71 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
29 January 2019   smart_toyLOW (69)     Mega Dump Lite $ 213.78 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
28 December 2018   smart_toyHIGH (95)     sirenFIRE SALE Mega Dump Lite $ 204.83 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
14 August 2018   smart_toyLOW (30)     Mega Dump Lite $ 184.28 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
06 July 2018   smart_toyLOW (29)     Mega Dump Lite $ 198.26 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
17 April 2018   smart_toyLOW (32)     Mega Dump Lite $ 202.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
06 March 2018   smart_toyLOW (30)     Mega Dump Lite $ 206.95 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
31 January 2018   smart_toyLOW (55)     Mega Dump Lite $ 192.43 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
05 December 2017   smart_toyLOW (61)     Mega Dump Lite $ 192.39 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 November 2017   smart_toyLOW (55)     Mega Dump Lite $ 172.56 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
25 September 2017   smart_toyLOW (44)     Mega Dump Lite $ 176.86 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
22 August 2017   smart_toyLOW (56)     Mega Dump Lite $ 189.12 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2017   smart_toyLOW (60)     Mega Dump Lite $ 186.05 select_check_box select_check_box select_check_box select_check_box select_check_box
03 January 2017   smart_toyLOW (74)     Mega Dump Lite $ 146.20 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
25 October 2016   smart_toyLOW (58)     Mega Dump Lite $ 148.89 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

 

The data for MarketAxess Holdings Inc (exchange: XNAS symbol: MKTX) was last updated 01 Jul 2026 09:10. Data for this stock is available from 01 Apr 2016 - 30 Jun 2026.