Gibraltar Industries Inc (ROCK) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to ROCK's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 4.89%.   Win rate: 80.0%.   Sharpe Ratio: -1.962.   Maximum drawdown: -53.15% on 27 September 2022.
Mean CAGR: 133.94%. Time in market: 4450 days.   Hypothetical return: $1000 would be worth $1891.45 on 17 July 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 Gibraltar Industries

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 25 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (80.0% * 8.56%) + (12.00% * 2.07%) - (8.00% * 27.58%) = 4.89%.
Wins: 20 Breakevens: 3 Losses: 2

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.

Gibraltar Industries Analysis

Market sector: Industrials.

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%
07 May 2026   MEDIUM   smart_toy0.632  factory0.696   50 Day Low $ 37.14 schedule schedule schedule schedule schedule
02 April 2026   MEDIUM   smart_toy0.692  factory0.838   50 Day Low $ 38.64 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
27 February 2026   MEDIUM   smart_toy0.767  factory0.487   50 Day Low $ 46.94 schedule schedule schedule schedule schedule
14 November 2025   MEDIUM   smart_toy0.696  factory0.448   50 Day Low $ 58.24 schedule schedule schedule schedule schedule
01 April 2025   MEDIUM   smart_toy0.883  factory0.712   FIRE SALE 50 Day Low $ 58.28 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
18 December 2024   MEDIUM   smart_toy0.675  factory0.653   50 Day Low $ 63.64 select_check_box electric_bolt select_check_box select_check_box select_check_box schedule
29 October 2024   MEDIUM   smart_toy0.681  factory0.66   50 Day Low $ 65.05 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 schedule
05 August 2024   MEDIUM   smart_toy0.653  factory0.761   50 Day Low $ 64.12 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
07 June 2024   MEDIUM   smart_toy0.746  factory0.549   50 Day Low $ 70.32 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
16 April 2024   MEDIUM   smart_toy0.73  factory0.506   50 Day Low $ 72.82 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
13 October 2023   MEDIUM   smart_toy0.911  factory0.77   50 Day Low $ 63.74 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
23 March 2023   MEDIUM   smart_toy0.819  factory0.841   50 Day Low $ 46.52 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
23 September 2022  bubble_chart   MEDIUM   smart_toy0.97  factory0.844   50 Day Low $ 38.86 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 May 2022  bubble_chart   MEDIUM   smart_toy0.989  factory0.893   50 Day Low $ 37.81 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
31 March 2022  bubble_chart   MEDIUM   smart_toy0.887  factory0.588   50 Day Low $ 44.34 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
11 February 2022  bubble_chart   MEDIUM   smart_toy0.992  factory0.602   50 Day Low $ 50.52 select_check_box select_check_box select_check_box select_check_box select_check_box
07 January 2022  bubble_chart   MEDIUM   smart_toy0.932  factory0.554   50 Day Low $ 64.32 select_check_box select_check_box select_check_box select_check_box select_check_box
27 October 2021  bubble_chart   MEDIUM   smart_toy0.816  factory0.725   50 Day Low $ 65.06 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
09 September 2021  bubble_chart   MEDIUM   smart_toy0.879  factory0.622   50 Day Low $ 70.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 July 2021  bubble_chart   MEDIUM   smart_toy0.753  factory0.636   50 Day Low $ 72.20 select_check_box electric_bolt select_check_box select_check_box disabled_by_default disabled_by_default
14 June 2021  bubble_chart   MEDIUM   smart_toy0.806  factory0.483   50 Day Low $ 75.72 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 May 2021  bubble_chart   MEDIUM   smart_toy0.811  factory0.513   50 Day Low $ 80.06 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 October 2020  bubble_chart   MEDIUM   smart_toy0.634  factory0.768   50 Day Low $ 61.31 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 2020   MEDIUM   smart_toy0.885  factory0.868   FIRE SALE 50 Day Low $ 49.52 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_bolt select_check_box electric_bolt
08 January 2020   MEDIUM   smart_toy0.838  factory0.582   50 Day Low $ 49.63 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_boltelectric_boltelectric_bolt select_check_box electric_bolt
03 May 2019   MEDIUM   smart_toy0.682  factory0.518   50 Day Low $ 38.48 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
12 November 2018   MEDIUM   smart_toy0.736  factory0.777   50 Day Low $ 33.18 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 select_check_box electric_boltelectric_bolt
09 October 2018   MEDIUM   smart_toy0.795  factory0.628   50 Day Low $ 42.20 select_check_box select_check_box select_check_box select_check_box select_check_box
13 December 2017   MEDIUM   smart_toy0.699  factory0.556   50 Day Low $ 30.22 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 July 2017   MEDIUM   smart_toy0.545  factory0.438   50 Day Low $ 30.10 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
17 May 2017   MEDIUM   smart_toy0.777  factory0.774   50 Day Low $ 31.40 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
13 April 2017   LOW   smart_toy0.685  factory0.554   50 Day Low $ 38.18 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2017   LOW   smart_toy0.892  factory0.488   50 Day Low $ 41.12 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
21 October 2016   LOW   smart_toy0.665  factory0.739   50 Day Low $ 35.26 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

 

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