Moderna Inc (MRNA) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to MRNA's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 3.92%.   Win rate: 86.11%.   Sharpe Ratio: -0.987.   Maximum drawdown: -81.15% on 15 May 2025.
Mean CAGR: 177.06%. Time in market: 4623 days.   Hypothetical return: $1000 would be worth $657.34 on 22 May 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 Moderna Inc

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 22 April 2024 for a 7.5% profit target: (86.11% * 10.76%) + (5.56% * 2.38%) - (8.33% * 65.75%) = 3.92%.
Wins: 31 Breakevens: 2 Losses: 3

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.

Moderna Inc Analysis

Market sector: Biotech.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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 March 2026  bubble_chart   LOW     smart_toy0.518 Gap Down $ 51.42 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
08 January 2026   MEDIUM     smart_toy0.671 Gap Down $ 34.65 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
01 December 2025  bubble_chart   MEDIUM     smart_toy0.593 Gap Down $ 24.60 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
28 October 2025  bubble_chart   MEDIUM     smart_toy0.77 Gap Down $ 26.01 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
25 September 2025  bubble_chart   MEDIUM     smart_toy0.642 Gap Down $ 25.14 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
15 July 2025  bubble_chart   MEDIUM     smart_toy0.604 Gap Down $ 32.39 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
05 June 2025  bubble_chart   MEDIUM     smart_toy0.973 Gap Down $ 26.63 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_boltelectric_bolt
01 May 2025  bubble_chart   MEDIUM     smart_toy0.996 Gap Down $ 27.36 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
26 March 2025  bubble_chart   MEDIUM     smart_toy0.997 Gap Down $ 32.66 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
08 January 2025  bubble_chart   MEDIUM     smart_toy0.998 Gap Down $ 45.38 select_check_box select_check_box select_check_box select_check_box select_check_box
19 November 2024  bubble_chart   MEDIUM     smart_toy0.997 Gap Down $ 38.09 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
17 October 2024  bubble_chart   MEDIUM     smart_toy0.967 Gap Down $ 55.95 schedule schedule schedule schedule schedule
12 September 2024  bubble_chart   MEDIUM     smart_toy0.92 Gap Down $ 68.78 schedule schedule schedule schedule schedule
02 August 2024  bubble_chart   MEDIUM     smart_toy0.946 Gap Down $ 88.88 schedule schedule schedule schedule schedule
10 May 2024   MEDIUM     smart_toy0.616 Gap Down $ 119.03 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 December 2023   MEDIUM     smart_toy0.746 Gap Down $ 79.64 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 September 2023   MEDIUM     smart_toy0.883 Gap Down $ 109.17 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
16 May 2023   MEDIUM   FIRE SALE   smart_toy0.822 Gap Down $ 127.24 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
23 February 2023   MEDIUM     smart_toy0.813 Gap Down $ 150.65 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
09 December 2022   MEDIUM     smart_toy0.716 Gap Down $ 181.18 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
02 November 2022   MEDIUM     smart_toy0.742 Gap Down $ 151.41 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
19 September 2022  bubble_chart   MEDIUM   FIRE SALE   smart_toy0.876 Gap Down $ 131.80 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
16 August 2022  bubble_chart   MEDIUM     smart_toy0.85 Gap Down $ 171.98 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
14 July 2022  bubble_chart   MEDIUM     smart_toy0.659 Gap Down $ 164.58 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
09 June 2022  bubble_chart   MEDIUM     smart_toy0.987 Gap Down $ 141.25 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_boltelectric_bolt
23 March 2022  bubble_chart   HIGH     smart_toy0.698 Gap Down $ 181.70 select_check_box select_check_box select_check_box select_check_box disabled_by_default
14 February 2022  bubble_chart   MEDIUM     smart_toy0.897 Gap Down $ 150.00 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_boltelectric_bolt
11 January 2022  bubble_chart   MEDIUM     smart_toy0.92 Gap Down $ 223.70 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 December 2021  bubble_chart   MEDIUM     smart_toy0.739 Gap Down $ 278.70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
04 November 2021  bubble_chart   MEDIUM     smart_toy0.944 Gap Down $ 289.92 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_boltelectric_boltelectric_bolt
28 September 2021  bubble_chart   MEDIUM     smart_toy0.89 Gap Down $ 391.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 August 2021  bubble_chart   MEDIUM     smart_toy0.855 Gap Down $ 390.52 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
04 May 2021  bubble_chart   MEDIUM     smart_toy0.499 Gap Down $ 179.46 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_boltelectric_bolt
29 March 2021  bubble_chart   MEDIUM     smart_toy0.658 Gap Down $ 126.76 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
22 February 2021  bubble_chart   MEDIUM     smart_toy0.495 Gap Down $ 163.58 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
01 December 2020  bubble_chart   MEDIUM     smart_toy0.733 Gap Down $ 159.34 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
28 October 2020  bubble_chart   MEDIUM     smart_toy0.749 Gap Down $ 67.34 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_boltelectric_bolt
01 July 2020  bubble_chart   MEDIUM     smart_toy0.747 Gap Down $ 62.30 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 May 2020  bubble_chart   MEDIUM     smart_toy0.932 Gap Down $ 62.06 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
21 April 2020  bubble_chart   MEDIUM     smart_toy0.679 Gap Down $ 51.13 select_check_box electric_boltelectric_bolt 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
19 March 2020  bubble_chart   HIGH     smart_toy0.785 Gap Down $ 30.52 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 February 2020   MEDIUM     smart_toy0.485 Gap Down $ 21.72 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_boltelectric_bolt
06 January 2020   LOW     smart_toy0.59 Gap Down $ 18.42 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
06 November 2019   LOW     smart_toy0.869 Gap Down $ 16.48 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
01 October 2019   LOW     smart_toy0.926 Gap Down $ 15.34 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
10 June 2019   LOW     smart_toy0.937 Gap Down $ 16.76 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 May 2019   LOW     smart_toy0.947 Gap Down $ 25.86 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 April 2019   LOW     smart_toy0.858 Gap Down $ 20.19 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 February 2019   LOW     smart_toy0.92 Gap Down $ 22.74 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
22 January 2019   LOW     smart_toy0.961 Gap Down $ 16.09 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 December 2018   LOW     smart_toy0.731 Gap Down $ 19.28 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

 

The data for Moderna Inc (exchange: XNAS symbol: MRNA) was last updated 30 Apr 2026 06:55. Data for this stock is available from 07 Dec 2018 - 29 Apr 2026.