Microsoft Corporation (MSFT) Daily/Weekly Backtest Results laptop_car

Signal:                  
                  [ What are these? | Switch to MSFT's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 7.94%.   Win rate: 91.67%.   Sharpe Ratio: 0.764.   Maximum drawdown: -28.88% on 03 November 2022.
Mean CAGR: 142.19%. Time in market: 1105 days.   Hypothetical return: $1000 would be worth $1949.55 on 28 April 2023.
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 Microsoft

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 12 signal(s) occurring before 02 June 2024 for a 7.5% profit target: (91.67% * 8.65%) + (8.33% * 0.09%) - (0% * 0%) = 7.94%.
Wins: 11 Breakevens: 1 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.

Microsoft Analysis

Market sector: Technology.

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%
02 June 2026   cards_starLOW    computerLOW   Gap Down $ 444.24 schedule schedule schedule schedule schedule
23 April 2026   cards_starLOW    computerLOW   Gap Down $ 417.82 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
29 January 2026   cards_starLOW    computerLOW   Gap Down $ 436.74 select_check_box schedule schedule schedule schedule
30 January 2025   cards_starLOW     Gap Down $ 416.88 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
31 October 2024   cards_starLOW     Gap Down $ 410.86 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_bolt
07 October 2022   cards_starHIGH     Gap Down $ 237.57 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
03 February 2022   cards_starLOW     Gap Down $ 305.37 select_check_box select_check_box select_check_box select_check_box select_check_box
28 October 2020   cards_starLOW     Gap Down $ 204.63 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 select_check_box electric_bolt
03 September 2020   cards_starLOW     Gap Down $ 222.69 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
23 July 2020   cards_starLOW     Gap Down $ 203.83 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_bolt
11 June 2020   cards_starLOW     Gap Down $ 188.74 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_boltelectric_bolt
27 March 2020   cards_starHIGH     Gap Down $ 150.31 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
10 October 2018   cards_starLOW     Gap Down $ 106.06 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
27 March 2018   cards_starLOW     Gap Down $ 89.23 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
05 February 2018   cards_starLOW     Gap Down $ 86.00 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 June 2016   LOW     Gap Down $ 46.35 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
22 April 2016   LOW     Gap Down $ 47.89 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 Microsoft Corporation (exchange: XNAS symbol: MSFT) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Dec 2015 - 09 Jun 2026.