ABM Industries Inc (ABM) Daily/Weekly Backtest Results crown

Signal:                  
                [ What are these? | Switch to ABM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.80%.   Win rate: 92.00%.   Sharpe Ratio: -2.463.   Maximum drawdown: -42.87% on 23 March 2020.
Mean CAGR: 140.8%. Time in market: 2478 days.   Hypothetical return: $1000 would be worth $3867.64 on 07 March 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 ABM Industries

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 25 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (92.00% * 8.45%) + (8.00% * 0.40%) - (0% * 0%) = 7.80%.
Wins: 23 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.

ABM Industries Analysis

Market sector: Industrials.

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%
10 March 2026   MEDIUM   smart_toy0.877  factory0.711   50 Day Low $ 41.55 schedule schedule schedule schedule schedule
29 October 2025   MEDIUM   smart_toy0.746  factory0.745   50 Day Low $ 44.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
16 September 2025   MEDIUM   smart_toy0.628  factory0.717   50 Day Low $ 45.08 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
12 March 2025   HIGH   smart_toy0.952  factory0.836   FIRE SALE 50 Day Low $ 48.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
18 December 2024   MEDIUM   smart_toy0.854  factory0.882   50 Day Low $ 50.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule schedule
06 February 2024   MEDIUM   smart_toy0.56  factory0.767   50 Day Low $ 40.61 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
07 September 2023   HIGH   smart_toy0.64  factory0.82   50 Day Low $ 39.58 select_check_box electric_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
23 June 2023   HIGH   smart_toy0.892  factory0.757   50 Day Low $ 40.61 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_bolt
21 April 2023   HIGH   smart_toy0.456  factory0.655   50 Day Low $ 42.56 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
13 March 2023   MEDIUM   smart_toy0.653  factory0.936   50 Day Low $ 44.13 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
14 September 2022   MEDIUM   smart_toy0.599  factory0.95   50 Day Low $ 41.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
14 June 2022   MEDIUM   smart_toy0.989  factory0.959   FIRE SALE 50 Day Low $ 38.51 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
11 May 2022   MEDIUM   smart_toy0.968  factory0.932   FIRE SALE 50 Day Low $ 44.48 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
15 December 2021   MEDIUM   smart_toy0.518  factory0.666   50 Day Low $ 43.42 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
27 October 2021   MEDIUM   smart_toy0.756  factory0.681   50 Day Low $ 43.46 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
07 June 2021   MEDIUM   smart_toy0.677  factory0.441   50 Day Low $ 49.12 select_check_box select_check_box select_check_box select_check_box select_check_box
15 October 2020   MEDIUM   smart_toy0.864  factory0.802   50 Day Low $ 35.37 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_bolt
25 February 2020   MEDIUM   smart_toy0.517  factory0.808   50 Day Low $ 36.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
02 October 2019   MEDIUM   smart_toy0.571  factory0.749   50 Day Low $ 34.01 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
23 August 2019   MEDIUM   smart_toy0.69  factory0.863   50 Day Low $ 36.67 select_check_box select_check_box select_check_box select_check_box select_check_box
06 December 2018   HIGH   smart_toy0.497  factory0.941   50 Day Low $ 28.10 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
25 October 2018   MEDIUM   smart_toy0.825  factory0.937   FIRE SALE 50 Day Low $ 28.88 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_bolt
31 May 2018   MEDIUM   smart_toy0.691  factory0.761   50 Day Low $ 27.38 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 electric_bolt
27 April 2018   MEDIUM   smart_toy0.476  factory0.724   50 Day Low $ 30.04 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
23 March 2018   MEDIUM   smart_toy0.758  factory0.797   50 Day Low $ 31.23 select_check_box select_check_box select_check_box select_check_box select_check_box
02 February 2018   MEDIUM   smart_toy0.826  factory0.722   50 Day Low $ 35.23 select_check_box select_check_box select_check_box select_check_box select_check_box
14 December 2017   MEDIUM   smart_toy0.561  factory0.73   50 Day Low $ 36.17 select_check_box select_check_box select_check_box select_check_box select_check_box
07 September 2017   MEDIUM   smart_toy0.806  factory0.648   50 Day Low $ 37.88 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
18 May 2017   MEDIUM   smart_toy0.777  factory0.826   50 Day Low $ 38.73 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
04 January 2016   LOW   smart_toy0.994  factory0.905   50 Day Low $ 25.33 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

 

The data for ABM Industries Inc (exchange: XNYS symbol: ABM) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Sep 2015 - 29 May 2026.