Zscaler Inc (ZS) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to ZS's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 9.59%.   Win rate: 94.74%.   Sharpe Ratio: -2.38.   Maximum drawdown: -65.41% on 02 May 2023.
Mean CAGR: 179.08%. Time in market: 3372 days.   Hypothetical return: $1000 would be worth $14404.41 on 09 February 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 Zscaler

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 38 signal(s) occurring before 30 April 2024 for a 7.5% profit target: (94.74% * 10.06%) + (5.26% * 1.14%) - (0% * 0%) = 9.59%.
Wins: 36 Breakevens: 2 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.

Zscaler 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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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%
24 March 2026  bubble_chart   MEDIUM   FIRE SALE   smart_toy0.948 Gap Down $ 144.69 schedule schedule schedule schedule schedule
20 February 2026  bubble_chart   LOW     smart_toy0.922 Gap Down $ 163.38 schedule schedule schedule schedule schedule
08 January 2026  bubble_chart   LOW     smart_toy0.842 Gap Down $ 225.48 schedule schedule schedule schedule schedule
12 November 2025  bubble_chart   MEDIUM     smart_toy0.786 Gap Down $ 324.54 schedule schedule schedule schedule schedule
07 October 2025  bubble_chart   MEDIUM     smart_toy0.776 Gap Down $ 299.12 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
10 July 2025  bubble_chart   MEDIUM     smart_toy0.511 Gap Down $ 306.06 select_check_box select_check_box select_check_box electric_bolt schedule schedule
31 March 2025   MEDIUM     smart_toy0.943 Gap Down $ 200.37 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
03 December 2024   MEDIUM     smart_toy0.618 Gap Down $ 197.27 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
17 July 2024  bubble_chart   MEDIUM     smart_toy0.671 Gap Down $ 197.01 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
28 May 2024  bubble_chart   MEDIUM     smart_toy0.581 Gap Down $ 167.31 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
05 February 2024  bubble_chart   LOW     smart_toy0.588 Gap Down $ 232.75 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
02 January 2024  bubble_chart   LOW     smart_toy0.484 Gap Down $ 215.24 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
25 October 2023   MEDIUM     smart_toy0.939 Gap Down $ 160.24 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
11 July 2023   MEDIUM     smart_toy0.661 Gap Down $ 151.20 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 June 2023   MEDIUM     smart_toy0.902 Gap Down $ 149.92 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 April 2023  bubble_chart   MEDIUM     smart_toy0.766 Gap Down $ 95.21 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
05 January 2023  bubble_chart   LOW     smart_toy0.958 Gap Down $ 106.90 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 electric_boltelectric_boltelectric_bolt
02 December 2022  bubble_chart   LOW     smart_toy0.553 Gap Down $ 128.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
26 October 2022  bubble_chart   MEDIUM     smart_toy0.96 Gap Down $ 151.24 select_check_box select_check_box select_check_box select_check_box select_check_box
22 September 2022  bubble_chart   MEDIUM     smart_toy0.981 Gap Down $ 166.86 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
19 August 2022  bubble_chart   MEDIUM     smart_toy0.936 Gap Down $ 169.52 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
12 July 2022  bubble_chart   MEDIUM     smart_toy0.938 Gap Down $ 157.44 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
10 June 2022  bubble_chart   MEDIUM   FIRE SALE   smart_toy0.987 Gap Down $ 154.56 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_bolt select_check_box electric_boltelectric_bolt
09 May 2022  bubble_chart   MEDIUM   FIRE SALE   smart_toy0.979 Gap Down $ 160.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 April 2022  bubble_chart   MEDIUM     smart_toy0.937 Gap Down $ 244.80 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2022  bubble_chart   MEDIUM     smart_toy0.744 Gap Down $ 250.95 select_check_box select_check_box select_check_box select_check_box select_check_box
14 December 2021  bubble_chart   LOW     smart_toy0.895 Gap Down $ 284.89 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 disabled_by_default
10 November 2021  bubble_chart   LOW     smart_toy0.788 Gap Down $ 342.69 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
29 April 2021  bubble_chart   LOW     smart_toy0.527 Gap Down $ 191.64 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_boltelectric_bolt
22 February 2021  bubble_chart   LOW     smart_toy0.445 Gap Down $ 219.29 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
06 January 2021  bubble_chart   LOW     smart_toy0.531 Gap Down $ 185.98 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_boltelectric_boltelectric_bolt
03 September 2020  bubble_chart   LOW     smart_toy0.824 Gap Down $ 147.13 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
13 July 2020  bubble_chart   LOW     smart_toy0.798 Gap Down $ 123.01 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
28 April 2020   LOW     smart_toy0.836 Gap Down $ 68.86 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
25 March 2020   HIGH     smart_toy0.824 Gap Down $ 60.53 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_bolt
21 February 2020   LOW     smart_toy0.703 Gap Down $ 55.61 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
17 January 2020  bubble_chart   LOW     smart_toy0.784 Gap Down $ 60.72 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
04 December 2019  bubble_chart   LOW     smart_toy0.942 Gap Down $ 49.30 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_boltelectric_bolt
08 October 2019  bubble_chart   LOW     smart_toy0.862 Gap Down $ 48.13 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
03 September 2019  bubble_chart   LOW     smart_toy0.708 Gap Down $ 66.88 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
17 April 2019  bubble_chart   LOW     smart_toy0.598 Gap Down $ 64.44 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_boltelectric_bolt
04 March 2019   LOW     smart_toy0.753 Gap Down $ 59.32 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
17 December 2018   LOW     smart_toy0.996 Gap Down $ 40.08 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
02 October 2018   LOW     smart_toy0.569 Gap Down $ 38.41 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 August 2018   LOW     smart_toy0.962 Gap Down $ 45.60 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
12 June 2018   LOW     smart_toy0.925 Gap Down $ 40.34 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
03 May 2018   LOW     smart_toy0.405 Gap Down $ 28.16 select_check_box electric_bolt 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
19 March 2018   LOW     smart_toy0.526 Gap Down $ 29.68 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

 

The data for Zscaler Inc (exchange: XNAS symbol: ZS) was last updated 08 May 2026 01:35. Data for this stock is available from 16 Mar 2018 - 07 May 2026.