Booz Allen Hamilton Holding Corp (BAH) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to BAH's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.87%.   Win rate: 94.12%.   Sharpe Ratio: -1.476.   Maximum drawdown: -20.91% on 23 March 2020.
Mean CAGR: 75.01%. Time in market: 1981 days.   Hypothetical return: $1000 would be worth $2398.41 on 12 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 Booz Allen Hamilton

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 17 signal(s) occurring before 22 July 2024 for a 7.5% profit target: (94.12% * 8.36%) + (5.88% * 0.07%) - (0% * 0%) = 7.87%.
Wins: 16 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.

Booz Allen Hamilton Analysis

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%
29 July 2026 Gap Down   smart_toyLOW (48)     schedule schedule schedule
27 July 2026 Gap Up   smart_toyLOW (28)     schedule schedule schedule
07 July 2026 Mega Dump Lite   smart_toyLOW (60)     schedule schedule schedule
06 July 2026 Simple Mean Reversion (RoC)   smart_toyMEDIUM (81)     select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
02 July 2026 Rate of Change   smart_toyMEDIUM (88)     schedule schedule schedule
30 June 2026 Mega Dump   smart_toyMEDIUM (86)     schedule schedule schedule
25 June 2026 Super Oversold (52)   smart_toyMEDIUM (88)     schedule schedule schedule
24 June 2026 Simple Mean Reversion   smart_toyHIGH (98)     select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
23 June 2026 Super Oversold (26)   smart_toyMEDIUM (86)     schedule schedule schedule
22 June 2026 Super Oversold (26)   smart_toyMEDIUM (88)     schedule schedule schedule

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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
29 July 2026   smart_toyLOW (48)     Gap Down $ 71.34 schedule schedule schedule schedule schedule
17 June 2026   smart_toyLOW (46)     Gap Down $ 72.30 schedule schedule schedule schedule schedule
13 May 2026   smart_toyLOW (32)     Gap Down $ 73.51 schedule schedule schedule schedule schedule
20 January 2026   smart_toyLOW (50)     Gap Down $ 95.10 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
16 December 2025   smart_toyLOW (79)     Gap Down $ 85.95 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
28 July 2025   smart_toyLOW (51)     Gap Down $ 109.81 schedule schedule schedule schedule schedule
23 May 2025   smart_toyLOW (49)     Gap Down $ 107.30 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
28 February 2025   smart_toyLOW (43)     Gap Down $ 105.48 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
23 January 2025   smart_toyLOW (41)     Gap Down $ 140.34 schedule schedule schedule schedule schedule
13 November 2024   smart_toyLOW (64)     Gap Down $ 177.15 schedule schedule schedule schedule schedule
24 July 2024   smart_toyLOW (42)     Gap Down $ 156.82 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
17 August 2023   smart_toyLOW (50)     Gap Down $ 116.79 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
02 May 2023   smart_toyLOW (41)     Gap Down $ 93.04 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
09 January 2023   smart_toyLOW (73)     Gap Down $ 99.62 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
11 November 2022   smart_toyLOW (52)     Gap Down $ 106.98 select_check_box select_check_box select_check_box select_check_box select_check_box
08 March 2022   smart_toyLOW (63)     Gap Down $ 84.56 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
28 January 2022   smart_toyLOW (63)     Gap Down $ 75.18 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
30 July 2021   smart_toyLOW (35)     Gap Down $ 86.72 select_check_box select_check_box select_check_box select_check_box select_check_box
29 January 2021   smart_toyLOW (59)     Gap Down $ 88.21 select_check_box select_check_box select_check_box select_check_box select_check_box
28 October 2020   smart_toyLOW (56)     Gap Down $ 75.64 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
23 September 2020   smart_toyLOW (56)     Gap Down $ 85.82 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 June 2020   smart_toyLOW (32)     Gap Down $ 78.61 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
09 March 2020   smart_toyLOW (69)     Gap Down $ 72.41 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
05 February 2018   smart_toyLOW (46)     Gap Down $ 35.44 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
06 November 2017   smart_toyLOW (53)     Gap Down $ 35.56 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
16 June 2017   smart_toyLOW (61)     Gap Down $ 30.85 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
30 January 2017   smart_toyLOW (50)     Gap Down $ 32.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
27 January 2016   smart_toyHIGH (91)     Gap Down $ 25.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt

 

The data for Booz Allen Hamilton Holding Corp (exchange: XNYS symbol: BAH) was last updated 30 Jul 2026 02:22. Data for this stock is available from 01 Dec 2015 - 29 Jul 2026.