Vertex Pharmaceuticals Inc (VRTX) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to VRTX's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.18%.   Win rate: 95.45%.   Sharpe Ratio: -1.554.   Maximum drawdown: -32.84% on 05 October 2021.
Mean CAGR: 159.21%. Time in market: 2015 days.   Hypothetical return: $1000 would be worth $3177.86 on 17 May 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 Vertex Pharmaceuticals

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: (95.45% * 8.50%) + (4.55% * 1.44%) - (0% * 0%) = 8.18%.
Wins: 21 Breakevens: 1 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.

Vertex Pharmaceuticals Analysis

Market sector: Energy.

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%
06 April 2026  bubble_chart   LOW   smart_toy0.921  factory0.388   50 Day Low $ 436.04 schedule schedule schedule schedule schedule
05 August 2025  bubble_chart   MEDIUM   smart_toy0.777  factory0.411   50 Day Low $ 391.60 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
06 May 2025  bubble_chart   MEDIUM   smart_toy0.984  factory0.511   50 Day Low $ 457.79 select_check_box select_check_box select_check_box schedule schedule
20 November 2024  bubble_chart   MEDIUM   smart_toy0.943  factory0.506   50 Day Low $ 449.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 September 2024  bubble_chart   MEDIUM   smart_toy0.543  factory0.388   50 Day Low $ 462.46 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
16 April 2024  bubble_chart   MEDIUM   smart_toy0.7  factory0.488   50 Day Low $ 395.52 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
15 March 2024  bubble_chart   MEDIUM   smart_toy0.72  factory0.56   50 Day Low $ 408.90 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
08 March 2023  bubble_chart   MEDIUM   smart_toy0.693  factory0.808   50 Day Low $ 285.35 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
27 December 2022  bubble_chart   MEDIUM   smart_toy0.738  factory0.765   50 Day Low $ 288.66 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
08 September 2021  bubble_chart   MEDIUM   smart_toy0.777  factory0.357   50 Day Low $ 191.59 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
25 May 2021  bubble_chart   MEDIUM   smart_toy0.552  factory0.288   50 Day Low $ 210.08 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
04 February 2021  bubble_chart   MEDIUM   smart_toy0.897  factory0.473   50 Day Low $ 213.53 select_check_box select_check_box select_check_box select_check_box select_check_box
15 October 2020  bubble_chart   MEDIUM   smart_toy0.723  factory0.666   50 Day Low $ 221.42 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
11 August 2020  bubble_chart   MEDIUM   smart_toy0.686  factory0.599   50 Day Low $ 263.93 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
12 March 2020  bubble_chart   HIGH   smart_toy0.969  factory0.807   50 Day Low $ 205.32 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
29 July 2019  bubble_chart   MEDIUM   smart_toy0.618  factory0.415   50 Day Low $ 166.72 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 April 2019  bubble_chart   MEDIUM   smart_toy0.678  factory0.463   50 Day Low $ 173.71 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
21 December 2018  bubble_chart   HIGH   smart_toy0.952  factory0.841   50 Day Low $ 159.22 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_boltelectric_boltelectric_bolt
24 October 2018  bubble_chart   MEDIUM   smart_toy0.84  factory0.829   50 Day Low $ 169.06 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
05 June 2018  bubble_chart   MEDIUM   smart_toy0.676  factory0.553   50 Day Low $ 147.72 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_boltelectric_bolt
01 May 2018  bubble_chart   MEDIUM   smart_toy0.67  factory0.542   50 Day Low $ 152.81 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
01 December 2017  bubble_chart   MEDIUM   smart_toy0.521  factory0.514   50 Day Low $ 141.94 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 October 2017  bubble_chart   MEDIUM   smart_toy0.778  factory0.61   50 Day Low $ 144.32 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
05 December 2016   LOW   smart_toy0.522  factory0.637   50 Day Low $ 75.84 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
29 September 2016   LOW   smart_toy0.399  factory0.442   50 Day Low $ 86.72 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_bolt
27 June 2016   LOW   smart_toy0.884  factory0.751   50 Day Low $ 80.50 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 March 2016   LOW   smart_toy0.592  factory0.604   50 Day Low $ 79.26 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

 

The data for Vertex Pharmaceuticals Inc (exchange: XNAS symbol: VRTX) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Dec 2015 - 29 May 2026.