Capital One Financial Corp (COF) Daily/Weekly Backtest Results

Buy indicator: 52 Week Low 26 Week Low 50 day low Rate of Change Super Oversold Mega Dump MegaDump Lite Double Bottom
Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB Best Buy Signals [ What are these indicators? | Switch to COF's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 4.53%. Win rate: 84.00%. Sharpe Ratio: -1.492. Maximum drawdown: -51.47% on 03 April 2020.
Mean CAGR: 132.87%. Time in market: 4162 days. Hypothetical return: $1000 would be worth $2508.95 on 29 November 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 Capital One

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 30 April 2024 for a 7.5% profit target: (84.00% * 8.98%) + (4.00% * 0.32%) - (12.00% * 25.22%) = 4.53%.
Wins: 21 Breakevens: 1 Losses: 3

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.

Capital One 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.

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 and Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
23 February 2026 MEDIUM smart_toy0.885	Gap Down	$ 198.22	schedule	schedule	schedule	schedule	schedule
12 January 2026 MEDIUM smart_toy0.61	Gap Down	$ 231.57	schedule	schedule	schedule	schedule	schedule
17 November 2025 MEDIUM smart_toy0.795	Gap Down	$ 205.41	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
30 September 2025 MEDIUM smart_toy0.743	Gap Down	$ 217.94	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
21 May 2025 MEDIUM smart_toy0.748	Gap Down	$ 190.96	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
03 April 2025 MEDIUM smart_toy0.976	Gap Down	$ 165.02	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
01 August 2024 MEDIUM smart_toy0.507	Gap Down	$ 147.81	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt
11 June 2024 MEDIUM smart_toy0.733	Gap Down	$ 137.65	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 electric_bolt
22 August 2023 MEDIUM smart_toy0.696	Gap Down	$ 101.38	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
01 May 2023 MEDIUM smart_toy0.617	Gap Down	$ 93.12	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
19 January 2023 bubble_chart MEDIUM smart_toy0.875	Gap Down	$ 97.61	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
16 December 2022 bubble_chart MEDIUM smart_toy0.509	Gap Down	$ 90.92	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 November 2022 bubble_chart MEDIUM smart_toy0.829	Gap Down	$ 102.30	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
22 July 2022 bubble_chart MEDIUM smart_toy0.908	Gap Down	$ 109.16	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box
09 June 2022 bubble_chart MEDIUM smart_toy0.946	Gap Down	$ 122.10	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
01 March 2022 bubble_chart MEDIUM smart_toy0.803	Gap Down	$ 146.53	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
26 November 2021 bubble_chart MEDIUM smart_toy0.876	Gap Down	$ 149.85	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
30 August 2021 bubble_chart MEDIUM smart_toy0.779	Gap Down	$ 168.66	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
17 June 2021 bubble_chart MEDIUM smart_toy0.616	Gap Down	$ 158.51	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default
25 February 2021 bubble_chart MEDIUM smart_toy0.461	Gap Down	$ 122.36	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 electric_boltelectric_bolt
26 October 2020 MEDIUM smart_toy0.684	Gap Down	$ 75.79	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
21 September 2020 MEDIUM smart_toy0.805	Gap Down	$ 72.26	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	select_check_box electric_boltelectric_bolt
17 August 2020 MEDIUM smart_toy0.873	Gap Down	$ 68.04	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
24 June 2020 MEDIUM smart_toy0.785	Gap Down	$ 66.95	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
19 May 2020 MEDIUM smart_toy0.979	Gap Down	$ 61.38	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_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
13 April 2020 MEDIUM FIRE SALE smart_toy0.995	Gap Down	$ 57.88	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_boltelectric_bolt	select_check_box electric_boltelectric_bolt
03 March 2020 MEDIUM FIRE SALE smart_toy0.751	Gap Down	$ 88.09	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
30 July 2019 MEDIUM smart_toy0.492	Gap Down	$ 89.64	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
23 January 2019 MEDIUM smart_toy0.909	Gap Down	$ 76.77	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
04 December 2018 MEDIUM smart_toy0.488	Gap Down	$ 85.05	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
25 April 2018 MEDIUM smart_toy0.672	Gap Down	$ 89.63	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
14 June 2016 LOW smart_toy0.886	Gap Down	$ 61.63	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
07 January 2016 LOW smart_toy0.947	Gap Down	$ 60.18	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

The data for Capital One Financial Corp (exchange: XNYS symbol: COF) was last updated 08 May 2026 01:35. Data for this stock is available from 01 Dec 2015 - 07 May 2026.