SLM Corp (SLM) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to SLM's monthly backtests ]
Fixed profit target:               -or-  
Expectancy: 6.99%.   Win rate: 100%.   Sharpe Ratio: 2.441.   Maximum drawdown: 21.99% on 03 April 2020.
Mean CAGR: 185.81%. Time in market: 527 days.   Hypothetical return: $1000 would be worth $1675.95 on 14 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 SLM

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 19 signal(s) occurring before 04 March 2024 for a 5% profit target: (100% * 6.99%) + (0% * 0%) - (0% * 0%) = 6.99%.
Wins: 19 Breakevens: 0 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.

SLM Analysis

Market sector: Financials.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Super Oversold Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Super Oversold 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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
02 March 2026 bubble_chart $ 18.75 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
24 February 2026 bubble_chart $ 19.80 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule schedule
20 February 2026 bubble_chart $ 23.02 schedule schedule schedule schedule schedule
19 February 2026 bubble_chart $ 23.58 schedule schedule schedule schedule schedule
24 March 2023 $ 11.28 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
20 March 2023 $ 12.06 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
13 March 2023 $ 12.40 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_boltelectric_bolt
13 March 2023 $ 12.40 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_boltelectric_bolt
10 March 2023 $ 13.18 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
26 September 2022 $ 13.98 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
06 September 2022 $ 14.60 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
17 June 2022 $ 15.32 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
16 June 2022 $ 15.79 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
25 June 2020 $ 6.98 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 April 2020 $ 6.31 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_boltelectric_bolt
03 April 2020 $ 6.31 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_boltelectric_bolt
03 April 2020 $ 6.31 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_boltelectric_bolt
12 March 2020 $ 8.08 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
07 August 2019 $ 8.21 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
20 December 2018 bubble_chart $ 7.96 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
14 December 2018 bubble_chart $ 8.71 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_boltelectric_bolt
10 December 2018 bubble_chart $ 9.36 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
15 October 2018 bubble_chart $ 10.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for SLM Corp (exchange: XNAS symbol: SLM) was last updated 12 Mar 2026 05:46. Data for this stock is available from 01 Mar 2016 - 11 Mar 2026.