Gibraltar Industries Inc (ROCK) Daily/Weekly Backtest Results

Buy indicator: 52 Week Low 26 Week Low 50 day low 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 indicators? | Switch to ROCK's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 2.23%. Win rate: 72.41%. Sharpe Ratio: -2.166. Maximum drawdown: -59.94% on 27 September 2022.
Mean CAGR: 91.35%. Time in market: 6856 days. Hypothetical return: $1000 would be worth $818.54 on 13 April 2026.
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 29 signal(s) occurring before 30 April 2024 for a 7.5% profit target: (72.41% * 9.10%) + (17.24% * 1.53%) - (10.34% * 44.69%) = 2.23%.
Wins: 21 Breakevens: 5 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.

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.

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%
15 April 2026 MEDIUM FIRE SALE smart_toy0.79	Gap Down	$ 39.72	schedule	schedule	schedule	schedule	schedule
23 February 2026 MEDIUM smart_toy0.811	Gap Down	$ 51.33	schedule	schedule	schedule	schedule	schedule
22 October 2025 MEDIUM smart_toy0.782	Gap Down	$ 71.84	schedule	schedule	schedule	schedule	schedule
03 February 2025 MEDIUM smart_toy0.894	Gap Down	$ 59.26	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_bolt
18 December 2024 MEDIUM smart_toy0.675	Gap Down	$ 63.64	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	schedule
02 August 2024 MEDIUM smart_toy0.716	Gap Down	$ 67.20	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box
10 April 2024 MEDIUM smart_toy0.699	Gap Down	$ 75.48	select_check_box	select_check_box	disabled_by_default	disabled_by_default	disabled_by_default
04 April 2023 MEDIUM smart_toy0.838	Gap Down	$ 47.70	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
21 February 2023 MEDIUM smart_toy0.645	Gap Down	$ 53.76	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
02 November 2022 MEDIUM smart_toy0.802	Gap Down	$ 49.96	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
13 September 2022 bubble_chart MEDIUM smart_toy0.73	Gap Down	$ 40.90	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
13 June 2022 bubble_chart MEDIUM smart_toy0.845	Gap Down	$ 42.46	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt
10 May 2022 bubble_chart MEDIUM smart_toy0.951	Gap Down	$ 40.35	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_boltelectric_bolt
22 February 2022 bubble_chart MEDIUM smart_toy0.933	Gap Down	$ 49.81	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
26 November 2021 bubble_chart MEDIUM smart_toy0.643	Gap Down	$ 74.27	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
05 May 2021 bubble_chart MEDIUM smart_toy0.647	Gap Down	$ 87.66	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
17 March 2021 bubble_chart MEDIUM smart_toy0.445	Gap Down	$ 93.63	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
11 June 2020 MEDIUM smart_toy0.766	Gap Down	$ 46.14	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
07 May 2020 MEDIUM smart_toy0.762	Gap Down	$ 44.55	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
01 April 2020 MEDIUM FIRE SALE smart_toy0.983	Gap Down	$ 40.52	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_bolt	select_check_box electric_boltelectric_boltelectric_bolt
24 February 2020 MEDIUM smart_toy0.593	Gap Down	$ 53.35	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
23 August 2019 MEDIUM smart_toy0.746	Gap Down	$ 40.84	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_boltelectric_bolt
03 May 2019 MEDIUM smart_toy0.682	Gap Down	$ 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
26 February 2019 MEDIUM smart_toy0.4	Gap Down	$ 41.16	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
24 October 2018 MEDIUM FIRE SALE smart_toy0.806	Gap Down	$ 36.55	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
21 September 2018 MEDIUM smart_toy0.693	Gap Down	$ 47.48	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
18 July 2017 MEDIUM smart_toy0.724	Gap Down	$ 33.15	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
05 May 2017 LOW smart_toy0.789	Gap Down	$ 33.56	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
17 February 2017 LOW smart_toy0.692	Gap Down	$ 42.05	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
06 January 2017 LOW smart_toy0.968	Gap Down	$ 42.50	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
29 November 2016 LOW smart_toy0.991	Gap Down	$ 45.95	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
09 September 2016 LOW smart_toy0.555	Gap Down	$ 36.94	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
28 July 2016 LOW smart_toy0.983	Gap Down	$ 34.82	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_bolt
09 May 2016 LOW smart_toy0.688	Gap Down	$ 28.38	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
04 April 2016 LOW smart_toy0.524	Gap Down	$ 27.64	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

The data for Gibraltar Industries Inc (exchange: XNAS symbol: ROCK) was last updated 08 May 2026 01:35. Data for this stock is available from 01 Apr 2016 - 07 May 2026.