Allstate Corp (ALL) Daily/Weekly Backtest Results
*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 21 signal(s) occurring before 25 February 2024 for a 5% profit target: (100% * 5.80%) + (0% * 0%) - (0% * 0%) = 5.80%.
Wins: 21 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.
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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= profit point achieved but CAGR was less than 5%.
| Signal Date | Price | Performance (mouseover for details) | ||||
|---|---|---|---|---|---|---|
| 5% | 6% | 7.5% | 10% | 20% | ||
| 16 January 2026 | $ 193.66 | |||||
| 16 October 2025 | $ 195.99 | |||||
| 07 April 2025 | $ 181.86 | |||||
| 13 January 2025 | $ 180.47 | |||||
| 11 June 2024 | $ 162.57 | |||||
| 21 June 2023 | $ 106.38 | |||||
| 08 March 2023 | $ 123.80 | |||||
| 19 January 2023 | $ 125.34 | |||||
| 20 October 2022 | $ 117.14 | |||||
| 21 July 2022 | $ 117.24 | |||||
| 13 June 2022 | $ 122.37 | |||||
| 09 December 2021 | $ 107.08 | |||||
| 04 November 2021 | $ 119.05 | |||||
| 01 October 2021 | $ 127.61 | |||||
| 27 October 2020 | $ 89.81 | |||||
| 24 September 2020 | $ 89.83 | |||||
| 08 July 2020 | $ 88.70 | |||||
| 28 February 2020 | $ 105.34 | |||||
| 24 December 2018 | $ 75.96 | |||||
| 14 November 2018 | $ 86.71 | |||||
| 12 October 2018 | $ 90.64 | |||||
| 07 June 2018 | $ 89.50 | |||||
| 30 January 2018 | $ 93.30 | |||||
| 05 September 2017 | $ 83.16 | |||||
| 02 November 2016 | $ 62.52 | |||||
| 14 September 2016 | $ 63.00 | |||||
The data for Allstate Corp (exchange: XNYS symbol: ALL) was last updated 04 Mar 2026 07:31. Data for this stock is available from 04 Jan 2016 - 03 Mar 2026.