Zscaler Inc (ZS) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to ZS's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.90%.   Win rate: 93.33%.   Sharpe Ratio: 1.184.   Maximum drawdown: -51.74% on 02 May 2023.
Mean CAGR: 210.36%. Time in market: 1102 days.   Hypothetical return: $1000 would be worth $2247.89 on 11 May 2023.
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 15 signal(s) occurring before 17 July 2024 for a 7.5% profit target: (93.33% * 9.35%) + (6.67% * 2.53%) - (0% * 0%) = 8.90%.
Wins: 14 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.

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.

Most Recent Buy Signals
Date Signal Type Score Performance
5% 6% 7.5%
24 July 2026 Mega Dump Lite   smart_toyLOW (51)    computerLOW   schedule schedule schedule
08 July 2026  bubble_chart Gap Down   smart_toyLOW (73)    computerLOW   schedule schedule schedule
06 July 2026  bubble_chart Mega Dump   smart_toyHIGH (96)    computerLOW   schedule schedule schedule
29 June 2026  bubble_chart Oversold Rebound   smart_toyMEDIUM (84)    computerLOW   select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
23 June 2026  bubble_chart Simple Mean Reversion   smart_toyHIGH (96)    computerHIGH   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 Mega Dump Lite   smart_toyLOW (46)    computerLOW   schedule schedule schedule
10 June 2026  bubble_chart Super Oversold (MD)   smart_toyLOW (74)    computerLOW   select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
03 June 2026  bubble_chart Super Oversold (MD)   smart_toyLOW (52)    computerLOW   schedule schedule schedule
02 June 2026  bubble_chart Collapsed Bubble   smart_toyLOW (52)    computerLOW   schedule schedule schedule
02 June 2026  bubble_chart Gap Down   smart_toyLOW (46)    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%
23 June 2026  bubble_chart   smart_toyHIGH (96)    computerHIGH   Simple Mean Reversion $ 125.34 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
19 May 2026  bubble_chart   smart_toyHIGH (99)    computerLOW   Simple Mean Reversion $ 176.68 schedule schedule schedule schedule schedule
24 March 2026  bubble_chart   smart_toyHIGH (96)    computerLOW   Simple Mean Reversion $ 144.69 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
02 February 2026  bubble_chart   smart_toyMEDIUM (88)    computerLOW   Simple Mean Reversion $ 200.18 schedule schedule schedule schedule schedule
20 April 2023  bubble_chart   smart_toyHIGH (92)     Simple Mean Reversion $ 100.92 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 select_check_box electric_boltelectric_boltelectric_bolt
13 March 2023  bubble_chart   smart_toyHIGH (95)     Simple Mean Reversion $ 107.70 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_boltelectric_bolt
04 January 2023  bubble_chart   smart_toyHIGH (96)     Simple Mean Reversion $ 111.76 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
01 December 2022  bubble_chart   smart_toyMEDIUM (80)     Simple Mean Reversion $ 140.07 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
14 October 2022  bubble_chart   smart_toyHIGH (100)     Simple Mean Reversion $ 141.70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
22 August 2022  bubble_chart   smart_toyHIGH (99)     Simple Mean Reversion $ 162.70 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
19 July 2022  bubble_chart   smart_toyMEDIUM (88)     Simple Mean Reversion $ 154.66 select_check_box electric_boltelectric_boltelectric_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_bolt
17 June 2022  bubble_chart   smart_toyHIGH (99)     Simple Mean Reversion $ 141.21 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_bolt
06 May 2022  bubble_chart   smart_toyHIGH (99)     Simple Mean Reversion $ 179.87 select_check_box select_check_box select_check_box select_check_box select_check_box
15 March 2022  bubble_chart   smart_toyHIGH (99)     Simple Mean Reversion $ 193.73 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
10 March 2020   smart_toyHIGH (97)     Simple Mean Reversion $ 46.58 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_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
31 December 2019  bubble_chart   smart_toyMEDIUM (89)     Simple Mean Reversion $ 46.30 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 November 2019  bubble_chart   smart_toyHIGH (98)     Simple Mean Reversion $ 49.28 select_check_box electric_boltelectric_boltelectric_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 October 2019  bubble_chart   smart_toyMEDIUM (82)     Simple Mean Reversion $ 41.68 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_boltelectric_bolt
17 September 2019  bubble_chart   smart_toyHIGH (94)     Simple Mean Reversion $ 49.34 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for Zscaler Inc (exchange: XNAS symbol: ZS) was last updated 27 Jul 2026 04:58. Data for this stock is available from 16 Mar 2018 - 24 Jul 2026.