Zillow Group Inc (Z) Daily/Weekly Backtest Results

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to Z's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: 4.96%. Win rate: 75.00%. Sharpe Ratio: -0.748. Maximum drawdown: -59.31% on 13 October 2022.
Mean CAGR: 167.29%. Time in market: 2897 days. Hypothetical return: $1000 would be worth $1276.28 on 01 November 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 Zillow

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 16 signal(s) occurring before 24 July 2024 for a 7.5% profit target: (75.00% * 10.82%) + (12.50% * 1.69%) - (12.50% * 26.94%) = 4.96%.
Wins: 12 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.

Zillow 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	Score	Performance
			5%	6%	7.5%
29 July 2026 bubble_chart	Double Bottom	smart_toyLOW (36%) faceLOW (0%) computerLOW	schedule	schedule	schedule
23 July 2026 bubble_chart	Williams %R (Weekly)	smart_toyLOW (59%) faceLOW (0%) computerLOW	schedule	schedule	schedule
21 July 2026 bubble_chart	Gap Down	smart_toyLOW (34%) faceLOW (0%) computerLOW	schedule	schedule	schedule
07 July 2026 bubble_chart	Mega Dump Lite	smart_toyLOW (67%) faceLOW (10%) computerLOW	schedule	schedule	schedule
30 June 2026 bubble_chart	Simple Mean Reversion	smart_toyMEDIUM (80%) faceLOW (0%) computerLOW	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
26 June 2026 bubble_chart	Oversold Rebound	smart_toyLOW (58%) faceHIGH (100%) computerLOW	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
22 June 2026 bubble_chart	52 Week Low	smart_toyMEDIUM (84%) faceLOW (0%) computerLOW	schedule	schedule	schedule
22 June 2026 bubble_chart	26 Week Low	smart_toyLOW (70%) faceLOW (0%) computerLOW	schedule	schedule	schedule
22 June 2026 bubble_chart	Super Oversold (52)	smart_toyLOW (77%) faceLOW (5%) computerLOW	schedule	schedule	schedule
22 June 2026 bubble_chart	50 Day Low	smart_toyLOW (50%) faceLOW (0%) computerLOW	schedule	schedule	schedule

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%.

Signal Date, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
30 June 2026 bubble_chart smart_toyMEDIUM (80%) faceLOW (0%) computerLOW	Simple Mean Reversion	$ 31.33	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	schedule	schedule
22 May 2026 bubble_chart smart_toyMEDIUM (89%) faceLOW (0%) computerLOW	Simple Mean Reversion	$ 36.44	schedule	schedule	schedule	schedule	schedule
20 April 2026 bubble_chart smart_toyHIGH (99%) faceLOW (0%) computerLOW	Simple Mean Reversion	$ 46.78	schedule	schedule	schedule	schedule	schedule
17 March 2026 bubble_chart smart_toyHIGH (98%) faceLOW (0%) computerLOW	Simple Mean Reversion	$ 43.97	select_check_box electric_bolt	select_check_box electric_bolt	schedule	schedule	schedule
09 February 2026 bubble_chart smart_toyLOW (48%) faceLOW (0%) computerLOW	Simple Mean Reversion	$ 54.46	schedule	schedule	schedule	schedule	schedule
30 September 2022 bubble_chart smart_toyHIGH (99%) faceHIGH (100%)	Simple Mean Reversion	$ 28.97	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 electric_boltelectric_bolt
29 August 2022 bubble_chart smart_toyHIGH (97%) faceHIGH (92%)	Simple Mean Reversion	$ 33.66	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
26 July 2022 bubble_chart smart_toyHIGH (94%) faceHIGH (100%)	Simple Mean Reversion	$ 34.56	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
14 June 2022 bubble_chart smart_toyHIGH (99%) faceHIGH (100%)	Simple Mean Reversion	$ 31.36	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
18 April 2022 bubble_chart smart_toyHIGH (99%) faceLOW (0%)	Simple Mean Reversion	$ 47.24	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
01 March 2022 bubble_chart smart_toyHIGH (99%) faceLOW (0%)	Simple Mean Reversion	$ 57.40	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
14 January 2022 bubble_chart smart_toyLOW (76%) faceLOW (0%)	Simple Mean Reversion	$ 55.80	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
13 December 2021 bubble_chart smart_toyHIGH (96%) faceLOW (0%)	Simple Mean Reversion	$ 59.81	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
04 November 2021 bubble_chart smart_toyLOW (79%) faceLOW (0%)	Simple Mean Reversion	$ 68.07	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
27 September 2021 bubble_chart smart_toyHIGH (97%) faceLOW (0%)	Simple Mean Reversion	$ 90.14	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
18 August 2021 bubble_chart smart_toyHIGH (96%) faceLOW (0%)	Simple Mean Reversion	$ 93.19	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	disabled_by_default	disabled_by_default
17 March 2020 bubble_chart smart_toyHIGH (99%) faceHIGH (100%)	Simple Mean Reversion	$ 28.66	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 January 2019 bubble_chart smart_toyHIGH (93%) faceHIGH (100%)	Simple Mean Reversion	$ 32.70	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 December 2018 bubble_chart smart_toyHIGH (99%) faceHIGH (100%)	Simple Mean Reversion	$ 30.98	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 November 2018 bubble_chart smart_toyHIGH (98%) faceHIGH (100%)	Simple Mean Reversion	$ 30.92	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
12 October 2018 bubble_chart smart_toyHIGH (97%) faceHIGH (100%)	Simple Mean Reversion	$ 38.92	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt

The data for Zillow Group Inc (exchange: XNAS symbol: Z) was last updated 03 Aug 2026 04:14. Data for this stock is available from 01 Apr 2016 - 31 Jul 2026.