StoneCo Ltd (STNE) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to STNE's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -0.87%.   Win rate: 71.43%.   Sharpe Ratio: -0.605.   Maximum drawdown: -82.32% on 12 May 2022.
Mean CAGR: 187.31%. Time in market: 2992 days.   Hypothetical return: $1000 would be worth $442.52 on 24 August 2022.
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 StoneCo Ltd

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 14 signal(s) occurring before 04 August 2024 for a 7.5% profit target: (71.43% * 12.27%) + (14.29% * 2.06%) - (14.29% * 69.52%) = -0.87%.
Wins: 10 Breakevens: 2 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.

StoneCo Ltd Analysis

Market sector: Technology.

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 Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
11 August 2026 50 Day Low 51 78 79 97 13 70 schedule schedule schedule
23 July 2026  bubble_chart Gap Down 37 83 79 96 13 60 schedule schedule schedule
10 July 2026  bubble_chart Mega Dump Lite 63 88 79 96 21 81 schedule schedule schedule
29 June 2026  bubble_chart Oversold Rebound 68 74 79 96 22 80 schedule schedule schedule
16 June 2026  bubble_chart Simple Mean Reversion 77 79 80 97 24 88 schedule schedule schedule
09 June 2026  bubble_chart Collapsed Bubble 73 81 79 97 26 85 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
08 June 2026  bubble_chart Mega Dump Lite 57 85 79 97 26 76 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
08 June 2026  bubble_chart Mega Dump 86 85 79 97 26 95 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
26 May 2026  bubble_chart Collapsed Bubble 75 89 79 96 26 89 schedule schedule schedule
15 May 2026  bubble_chart Simple Mean Reversion (RoC) 47 93 79 93 25 70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt

Simple Mean Reversion Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Simple Mean Reversion 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
16 June 2026  bubble_chart Simple Mean Reversion $ 10.98 77 79 80 97 24 88 schedule schedule schedule schedule schedule
29 April 2026  bubble_chart Simple Mean Reversion $ 11.06 82 90 79 93 27 94 schedule schedule schedule schedule schedule
22 January 2025  bubble_chart Simple Mean Reversion $ 8.53 98 90 81 82 36 100 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
17 December 2024  bubble_chart Simple Mean Reversion $ 8.70 93 91 81 82 37 99 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
15 November 2024  bubble_chart Simple Mean Reversion $ 9.85 93 94 80 84 37 100 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
14 October 2024  bubble_chart Simple Mean Reversion $ 11.06 91 90 82 81 39 97 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
10 September 2024  bubble_chart Simple Mean Reversion $ 11.24 97 85 82 80 42 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
22 August 2022  bubble_chart Simple Mean Reversion $ 8.62 96 89 100 76 50 99 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
06 July 2022  bubble_chart Simple Mean Reversion $ 8.24 86 94 100 74 48 94 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
03 June 2022  bubble_chart Simple Mean Reversion $ 11.54 99 95 100 70 51 100 select_check_box select_check_box select_check_box select_check_box select_check_box
02 May 2022  bubble_chart Simple Mean Reversion $ 9.64 92 96 100 78 53 99 select_check_box electric_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
29 March 2022  bubble_chart Simple Mean Reversion $ 12.80 99 94 100 78 56 100 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2022  bubble_chart Simple Mean Reversion $ 10.68 97 91 100 77 67 99 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
19 January 2022  bubble_chart Simple Mean Reversion $ 15.28 76 92 100 77 67 87 select_check_box select_check_box select_check_box select_check_box select_check_box
17 December 2021  bubble_chart Simple Mean Reversion $ 15.54 81 92 100 72 65 90 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
09 November 2021  bubble_chart Simple Mean Reversion $ 30.04 90 92 100 77 66 95 select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 September 2021  bubble_chart Simple Mean Reversion $ 40.33 89 93 100 76 63 95 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 August 2021  bubble_chart Simple Mean Reversion $ 50.28 90 85 100 79 69 93 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default
28 April 2020  bubble_chart Simple Mean Reversion $ 24.88 98 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
18 March 2020  bubble_chart Simple Mean Reversion $ 22.32 99 97 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 December 2018 Simple Mean Reversion $ 17.62 98 92 select_check_box electric_boltelectric_bolt 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

 

The data for StoneCo Ltd (exchange: XNAS symbol: STNE) was last updated 12 Aug 2026 03:32. Data for this stock is available from 25 Oct 2018 - 11 Aug 2026.