Willis Towers Watson Plc (WTW) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to WTW's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.33%.   Win rate: 100%.   Sharpe Ratio: 3.986.   Maximum drawdown: -17.80% on 16 August 2023.
Mean CAGR: 28.47%. Time in market: 956 days.   Hypothetical return: $1000 would be worth $1287.68 on 25 July 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 Willis Towers Watson

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 6 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 8.33%) + (0% * 0%) - (0% * 0%) = 8.33%.
Wins: 6 Breakevens: 0 Losses: 0

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.

Willis Towers Watson 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%
30 April 2026   LOW   smart_toy0.686  factory0.573   50 Day Low $ 257.90 schedule schedule schedule schedule schedule
28 January 2026   MEDIUM   smart_toy0.614  factory0.539   50 Day Low $ 313.52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
28 October 2025   MEDIUM   smart_toy0.732  factory0.606   50 Day Low $ 322.80 schedule schedule schedule schedule schedule
10 June 2025   MEDIUM   smart_toy0.748  factory0.557   50 Day Low $ 299.72 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
07 April 2025   MEDIUM   smart_toy0.981  factory0.813   FIRE SALE 50 Day Low $ 304.58 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_bolt schedule
29 May 2024   MEDIUM   smart_toy0.628  factory0.354   50 Day Low $ 250.21 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
25 April 2024   MEDIUM   smart_toy0.702  factory0.367   50 Day Low $ 254.06 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 July 2023   MEDIUM   smart_toy0.496  factory0.517   50 Day Low $ 214.49 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
24 May 2023   MEDIUM   smart_toy0.901  factory0.798   50 Day Low $ 220.94 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
21 February 2023   LOW   smart_toy0.751  factory0.784   50 Day Low $ 238.99 select_check_box select_check_box select_check_box select_check_box select_check_box
10 June 2022   LOW   smart_toy0.927  factory0.812   50 Day Low $ 199.60 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
02 May 2022   LOW   smart_toy0.954  factory0.766   50 Day Low $ 212.65 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt

 

The data for Willis Towers Watson Plc (exchange: XNAS symbol: WTW) was last updated 30 May 2026 15:00. Data for this stock is available from 07 Jan 2022 - 29 May 2026.