Morningstar Inc (MORN) Daily/Weekly Backtest Results

Signal: 52 Week Low 26 Week Low 50 day low Double Seven Rate of Change Super Oversold Mega Dump MegaDump Lite
Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB Best Buy Signals [ What are these? | Switch to MORN's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: Off Classic Original AI Model ML4 AI Model Threshold: All Low High Very High [ What are these scores? ]
Expectancy: 6.25%. Win rate: 77.78%. Sharpe Ratio: -2.109. Maximum drawdown: -42.45% on 28 April 2023.
Mean CAGR: 96.49%. Time in market: 3012 days. Hypothetical return: $1000 would be worth $1894.38 on 26 February 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 Morningstar

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 18 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (77.78% * 8.41%) + (16.67% * 1.77%) - (5.56% * 10.53%) = 6.25%.
Wins: 14 Breakevens: 3 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.

Morningstar 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 and Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
27 January 2026 MEDIUM smart_toy0.662 factory0.527	50 Day Low	$ 206.94	schedule	schedule	schedule	schedule	schedule
17 November 2025 MEDIUM smart_toy0.885 factory0.782	50 Day Low	$ 209.72	schedule	schedule	schedule	schedule	schedule
14 October 2025 MEDIUM smart_toy0.795 factory0.703	50 Day Low	$ 224.94	schedule	schedule	schedule	schedule	schedule
03 September 2025 MEDIUM smart_toy0.786 factory0.436	50 Day Low	$ 255.52	schedule	schedule	schedule	schedule	schedule
16 July 2025 MEDIUM smart_toy0.583 factory0.355	50 Day Low	$ 288.42	schedule	schedule	schedule	schedule	schedule
04 April 2025 MEDIUM smart_toy0.972 factory0.747 FIRE SALE	50 Day Low	$ 275.62	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
27 February 2025 MEDIUM smart_toy0.808 factory0.691	50 Day Low	$ 316.82	schedule	schedule	schedule	schedule	schedule
07 January 2025 MEDIUM smart_toy0.892 factory0.705	50 Day Low	$ 323.94	schedule	schedule	schedule	schedule	schedule
20 February 2024 MEDIUM smart_toy0.617 factory0.791	50 Day Low	$ 272.36	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt
27 April 2023 MEDIUM smart_toy0.507 factory0.481	50 Day Low	$ 183.59	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
27 February 2023 MEDIUM smart_toy0.52 factory0.645	50 Day Low	$ 207.98	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
28 December 2022 MEDIUM smart_toy0.808 factory0.763	50 Day Low	$ 210.82	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
16 September 2022 bubble_chart MEDIUM smart_toy0.806 factory0.873 FIRE SALE	50 Day Low	$ 224.15	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
10 June 2022 bubble_chart MEDIUM smart_toy0.935 factory0.771	50 Day Low	$ 231.88	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
02 May 2022 bubble_chart MEDIUM smart_toy0.815 factory0.693	50 Day Low	$ 252.64	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
24 February 2022 bubble_chart MEDIUM smart_toy0.944 factory0.587 FIRE SALE	50 Day Low	$ 261.40	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box
10 January 2022 bubble_chart MEDIUM smart_toy0.58 factory0.654	50 Day Low	$ 304.65	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
27 February 2020 MEDIUM smart_toy0.911 factory0.819 FIRE SALE	50 Day Low	$ 147.72	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
27 September 2019 MEDIUM smart_toy0.572 factory0.528	50 Day Low	$ 146.26	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
21 December 2018 HIGH smart_toy0.934 factory0.903 FIRE SALE	50 Day Low	$ 106.37	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 2018 MEDIUM smart_toy0.689 factory0.661	50 Day Low	$ 127.63	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
09 February 2018 MEDIUM smart_toy0.96 factory0.786	50 Day Low	$ 89.83	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_boltelectric_bolt
25 April 2017 MEDIUM smart_toy0.628 factory0.515	50 Day Low	$ 72.80	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
21 October 2016 LOW smart_toy0.631 factory0.75	50 Day Low	$ 70.99	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
16 September 2016 LOW smart_toy0.819 factory0.631	50 Day Low	$ 77.04	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
13 June 2016 LOW smart_toy0.748 factory0.605	50 Day Low	$ 78.32	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box

The data for Morningstar Inc (exchange: XNAS symbol: MORN) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Mar 2016 - 29 May 2026.