T. Rowe Price Group Inc (TROW) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to TROW's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 2.30%.   Win rate: 80.95%.   Sharpe Ratio: -1.331.   Maximum drawdown: -52.88% on 30 October 2023.
Mean CAGR: 106.6%. Time in market: 3813 days.   Hypothetical return: $1000 would be worth $975.49 on 04 March 2024.
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 T. Rowe Price Group

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 22 May 2024 for a 7.5% profit target: (80.95% * 8.04%) + (4.76% * 1.62%) - (14.29% * 30.01%) = 2.30%.
Wins: 17 Breakevens: 1 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.

T. Rowe Price Group 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.

 

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:   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%
11 March 2026   MEDIUM   smart_toy0.8  factory0.477   50 Day Low $ 89.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
04 February 2026   MEDIUM   smart_toy0.72  factory0.438   50 Day Low $ 97.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
04 November 2025   MEDIUM   smart_toy0.767  factory0.563   50 Day Low $ 101.14 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
01 October 2025   MEDIUM   smart_toy0.595  factory0.619   50 Day Low $ 101.68 select_check_box select_check_box schedule schedule schedule
31 March 2025   MEDIUM   smart_toy0.942  factory0.666   FIRE SALE 50 Day Low $ 91.52 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
11 February 2025   MEDIUM   smart_toy0.758  factory0.592   50 Day Low $ 108.96 schedule schedule schedule schedule schedule
10 January 2025   MEDIUM   smart_toy0.934  factory0.69   50 Day Low $ 109.90 select_check_box electric_boltelectric_bolt schedule schedule schedule schedule
06 September 2024   MEDIUM   smart_toy0.815  factory0.629   50 Day Low $ 102.82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
26 July 2024   MEDIUM   smart_toy0.639  factory0.619   50 Day Low $ 112.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 October 2023   MEDIUM   smart_toy0.837  factory0.826   FIRE SALE 50 Day Low $ 94.24 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
22 September 2023   MEDIUM   smart_toy0.791  factory0.611   50 Day Low $ 105.92 select_check_box select_check_box select_check_box select_check_box select_check_box
02 May 2023   MEDIUM   smart_toy0.658  factory0.566   50 Day Low $ 104.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 March 2023   MEDIUM   smart_toy0.563  factory0.759   50 Day Low $ 107.52 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box
16 September 2022   MEDIUM   smart_toy0.824  factory0.752   FIRE SALE 50 Day Low $ 110.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
10 June 2022   MEDIUM   smart_toy0.95  factory0.802   50 Day Low $ 116.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 April 2022   MEDIUM   smart_toy0.925  factory0.781   50 Day Low $ 133.63 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 February 2022   MEDIUM   smart_toy0.925  factory0.654   FIRE SALE 50 Day Low $ 141.70 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
21 January 2022   MEDIUM   smart_toy0.961  factory0.553   50 Day Low $ 161.14 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 December 2021   MEDIUM   smart_toy0.695  factory0.628   50 Day Low $ 189.50 select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 September 2021   MEDIUM   smart_toy0.6  factory0.631   50 Day Low $ 199.69 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
23 September 2020   MEDIUM   smart_toy0.432  factory0.706   50 Day Low $ 124.50 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
28 February 2020   MEDIUM   smart_toy0.793  factory0.848   50 Day Low $ 116.00 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
24 December 2018   HIGH   smart_toy0.981  factory0.922   FIRE SALE 50 Day Low $ 82.59 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_bolt
20 November 2018   MEDIUM   smart_toy0.902  factory0.895   FIRE SALE 50 Day Low $ 88.94 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_bolt select_check_box electric_bolt
10 October 2018   MEDIUM   smart_toy0.769  factory0.754   50 Day Low $ 100.24 select_check_box select_check_box select_check_box select_check_box select_check_box
23 August 2018   MEDIUM   smart_toy0.761  factory0.686   50 Day Low $ 109.79 select_check_box select_check_box select_check_box select_check_box select_check_box
27 January 2017   LOW   smart_toy0.6  factory0.481   50 Day Low $ 63.67 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
27 October 2016   LOW   smart_toy0.82  factory0.744   50 Day Low $ 59.22 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_bolt
09 September 2016   LOW   smart_toy0.887  factory0.468   50 Day Low $ 61.27 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
14 June 2016   LOW   smart_toy0.841  factory0.622   50 Day Low $ 64.24 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for T. Rowe Price Group Inc (exchange: XNAS symbol: TROW) was last updated 30 May 2026 15:00. Data for this stock is available from 19 Feb 2016 - 29 May 2026.