Steven Madden Ltd (SHOO) Daily/Weekly Backtest Results

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to SHOO's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: 7.31%. Win rate: 90.48%. Sharpe Ratio: -0.811. Maximum drawdown: -44.49% on 27 September 2022.
Mean CAGR: 175.16%. Time in market: 2462 days. Hypothetical return: $1000 would be worth $1895.25 on 08 December 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 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 21 signal(s) occurring before 17 July 2024 for a 7.5% profit target: (90.48% * 9.65%) + (0% * 0%) - (9.52% * 14.98%) = 7.31%.
Wins: 19 Breakevens: 0 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.

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.

Most Recent Buy Signals
Date	Signal Type	Score	Performance
			5%	6%	7.5%
23 July 2026 bubble_chart	Gap Down	smart_toyLOW (50) shopping_cartLOW	schedule	schedule	schedule
30 June 2026 bubble_chart	Double Seven	smart_toyLOW (63) shopping_cartLOW	schedule	schedule	schedule
29 June 2026 bubble_chart	Mega Dump Lite	smart_toyLOW (45) shopping_cartLOW	schedule	schedule	schedule
10 June 2026 bubble_chart	Gap Down	smart_toyLOW (51) shopping_cartLOW	select_check_box electric_boltelectric_boltelectric_bolt	schedule	schedule
08 June 2026 bubble_chart	Oversold Rebound	smart_toyLOW (42) shopping_cartLOW	schedule	schedule	schedule
02 June 2026 bubble_chart	Double Seven	smart_toyLOW (49) shopping_cartLOW	schedule	schedule	schedule
27 May 2026 bubble_chart	Double Seven	smart_toyLOW (53) shopping_cartLOW	schedule	schedule	schedule
26 May 2026 bubble_chart	Oversold Rebound	smart_toyLOW (47) shopping_cartLOW	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
29 April 2026 bubble_chart	Double Seven	smart_toyLOW (40) shopping_cartLOW	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
24 April 2026 bubble_chart	Double Seven	smart_toyLOW (47) shopping_cartLOW	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
09 April 2026 bubble_chart smart_toyLOW (64) shopping_cartLOW	Gap Up	$ 37.51	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
24 March 2026 bubble_chart smart_toyLOW (76) shopping_cartLOW	Gap Up	$ 33.28	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_bolt
06 November 2025 smart_toyMEDIUM (87) shopping_cartLOW	Gap Up	$ 38.41	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
18 July 2025 smart_toyLOW (65) shopping_cartLOW	Gap Up	$ 26.55	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_boltelectric_bolt
10 June 2025 smart_toyLOW (46) shopping_cartLOW	Gap Up	$ 26.18	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
13 May 2025 smart_toyLOW (59) shopping_cartLOW	Gap Up	$ 26.72	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
08 May 2025 smart_toyMEDIUM (84) shopping_cartLOW	Gap Up	$ 23.78	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
24 April 2025 smart_toyHIGH (93) shopping_cartLOW	Gap Up	$ 20.84	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 November 2022 bubble_chart smart_toyLOW (75)	Gap Up	$ 32.73	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
06 January 2022 bubble_chart smart_toyLOW (53)	Gap Up	$ 46.10	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
07 December 2021 bubble_chart smart_toyLOW (46)	Gap Up	$ 48.36	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
22 September 2021 bubble_chart smart_toyLOW (62)	Gap Up	$ 41.24	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
17 November 2020 smart_toyHIGH (93)	Gap Up	$ 29.80	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 November 2020 smart_toyHIGH (90)	Gap Up	$ 28.92	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
17 June 2020 smart_toyMEDIUM (86)	Gap Up	$ 23.99	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
15 June 2020 smart_toyMEDIUM (84)	Gap Up	$ 23.02	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
08 June 2020 smart_toyMEDIUM (87)	Gap Up	$ 28.36	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
29 May 2020 smart_toyLOW (79)	Gap Up	$ 23.94	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
27 May 2020 smart_toyLOW (73)	Gap Up	$ 25.52	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_bolt
20 April 2020 smart_toyHIGH (90)	Gap Up	$ 22.58	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
13 April 2020 smart_toyHIGH (96)	Gap Up	$ 25.04	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
08 April 2020 smart_toyHIGH (96)	Gap Up	$ 24.14	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
25 March 2020 smart_toyHIGH (94)	Gap Up	$ 23.56	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_boltelectric_bolt
24 March 2020 smart_toyHIGH (95)	Gap Up	$ 23.24	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
16 March 2020 smart_toyHIGH (93)	Gap Up	$ 23.70	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_boltelectric_bolt
30 October 2019 smart_toyLOW (70)	Gap Up	$ 40.68	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box
26 April 2019 smart_toyLOW (69)	Gap Up	$ 34.91	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
30 November 2017 smart_toyLOW (65)	Gap Up	$ 27.61	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
02 November 2016 smart_toyLOW (76)	Gap Up	$ 22.67	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

The data for Steven Madden Ltd (exchange: XNAS symbol: SHOO) was last updated 27 Jul 2026 04:58. Data for this stock is available from 01 Apr 2016 - 24 Jul 2026.