Steven Madden Ltd (SHOO) Daily/Weekly Backtest Results
*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.
Calculations for Steven Madden
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 22 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (81.82% * 8.69%) + (18.18% * 0.95%) - (0% * 0%) = 7.28%.
Wins: 18 Breakevens: 4 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.
Steven Madden Analysis
Market sector: Consumer Discretionary.
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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= 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% | |||
| 12 March 2026 LOW smart_toy0.959 factory0.489 | 50 Day Low | $ 33.00 | |||||
| 05 February 2026 LOW smart_toy0.804 factory0.633 | 50 Day Low | $ 35.75 | |||||
| 03 April 2025 MEDIUM smart_toy0.943 factory0.914 FIRE SALE | 50 Day Low | $ 24.72 | |||||
| 26 February 2025 MEDIUM smart_toy0.8 factory0.647 | 50 Day Low | $ 36.40 | |||||
| 07 January 2025 MEDIUM smart_toy0.761 factory0.706 | 50 Day Low | $ 41.88 | |||||
| 18 November 2024 MEDIUM smart_toy0.931 factory0.627 | 50 Day Low | $ 43.09 | |||||
| 05 August 2024 MEDIUM smart_toy0.799 factory0.83 | 50 Day Low | $ 40.92 | |||||
| 10 April 2024 MEDIUM smart_toy0.687 factory0.488 | 50 Day Low | $ 39.62 | |||||
| 13 September 2023 LOW smart_toy0.781 factory0.659 | 50 Day Low | $ 31.49 | |||||
| 02 May 2023 LOW smart_toy0.671 factory0.581 | 50 Day Low | $ 33.20 | |||||
| 29 August 2022 MEDIUM smart_toy0.834 factory0.927 | 50 Day Low | $ 30.74 | |||||
| 16 June 2022 MEDIUM smart_toy0.967 factory0.931 | 50 Day Low | $ 33.10 | |||||
| 12 May 2022 MEDIUM smart_toy0.948 factory0.893 | 50 Day Low | $ 37.22 | |||||
| 07 April 2022 MEDIUM smart_toy0.952 factory0.479 | 50 Day Low | $ 37.42 | |||||
| 07 March 2022 MEDIUM smart_toy0.97 factory0.689 | 50 Day Low | $ 39.20 | |||||
| 10 January 2022 LOW smart_toy0.531 factory0.631 | 50 Day Low | $ 43.18 | |||||
| 16 September 2021 LOW smart_toy0.6 factory0.563 | 50 Day Low | $ 38.70 | |||||
| 19 July 2021 LOW smart_toy0.568 factory0.584 | 50 Day Low | $ 38.75 | |||||
| 21 September 2020 LOW smart_toy0.786 factory0.749 | 50 Day Low | $ 19.66 | |||||
| 03 August 2020 LOW smart_toy0.863 factory0.64 | 50 Day Low | $ 21.06 | |||||
| 05 March 2020 MEDIUM smart_toy0.939 factory0.806 FIRE SALE | 50 Day Low | $ 31.74 | |||||
| 27 January 2020 LOW smart_toy0.861 factory0.722 | 50 Day Low | $ 40.47 | |||||
| 05 August 2019 LOW smart_toy0.795 factory0.812 | 50 Day Low | $ 29.32 | |||||
| 14 May 2019 LOW smart_toy0.805 factory0.778 FIRE SALE | 50 Day Low | $ 30.75 | |||||
| 28 September 2018 MEDIUM smart_toy0.595 factory0.702 | 50 Day Low | $ 34.59 | |||||
| 13 February 2018 MEDIUM smart_toy0.748 factory0.644 | 50 Day Low | $ 27.30 | |||||
| 31 October 2017 LOW smart_toy0.732 factory0.582 | 50 Day Low | $ 25.75 | |||||
| 27 January 2017 LOW smart_toy0.572 factory0.516 | 50 Day Low | $ 22.03 | |||||
| 17 October 2016 LOW smart_toy0.902 factory0.764 | 50 Day Low | $ 21.72 | |||||
The data for Steven Madden Ltd (exchange: XNAS symbol: SHOO) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Apr 2016 - 29 May 2026.