Allstate Corp (ALL) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to ALL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.26%.   Win rate: 100%.   Sharpe Ratio: 6.37.   Maximum drawdown: -14.64% on 23 March 2020.
Mean CAGR: 176.57%. Time in market: 366 days.   Hypothetical return: $1000 would be worth $1278.01 on 16 October 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 Allstate

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 5 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.26%) + (0% * 0%) - (0% * 0%) = 8.26%.
Wins: 5 Breakevens: 0 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.

Allstate 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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
15 July 2026 Gap Down 54 61 100 81 79 64 schedule schedule schedule
30 June 2026 Oversold Rebound 50 50 100 81 78 58 schedule schedule schedule
15 June 2026 Double Seven 64 56 100 81 78 68 schedule schedule schedule
08 June 2026 Double Bottom 42 73 100 81 78 58 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
02 June 2026 Mega Dump Lite 44 84 100 81 78 63 schedule schedule schedule
21 May 2026 Gap Down 40 80 100 81 78 59 schedule schedule schedule
18 May 2026 Double Seven 41 80 100 78 78 59 schedule schedule schedule
12 May 2026 Double Seven 51 86 100 79 78 69 schedule schedule schedule
14 April 2026 Double Seven 44 79 100 78 78 61 schedule schedule schedule
10 April 2026 Double Seven 43 72 100 78 78 59 select_check_box electric_bolt schedule schedule

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
13 July 2023 52 Week Low $ 102.91 29 65 100 69 92 45 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_boltelectric_bolt
15 March 2023 52 Week Low $ 110.88 61 79 100 76 87 73 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
12 March 2020 52 Week Low $ 84.46 99 97 100 63 94 99 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
24 December 2018 52 Week Low $ 75.96 99 98 100 84 99 100 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_boltelectric_bolt
15 November 2018 52 Week Low $ 85.48 83 91 100 77 98 90 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for Allstate Corp (exchange: XNYS symbol: ALL) was last updated 13 Aug 2026 07:30. Data for this stock is available from 04 Jan 2016 - 12 Aug 2026.