Capital One Financial Corp (COF) 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 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 26 signal(s) occurring before 18 June 2024 for a 7.5% profit target: (84.62% * 8.95%) + (3.85% * 0.32%) - (11.54% * 25.22%) = 4.68%.
Wins: 22 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:
= 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, Score and Sector Score | Buy Signal | Price | Performance (mouseover for details) | ||||
|---|---|---|---|---|---|---|---|
| 5% | 6% | 7.5% | 10% | 20% | |||
| 23 February 2026 smart_toyLOW (34) account_balanceLOW | Gap Down | $ 198.22 | |||||
| 12 January 2026 smart_toyLOW (58) account_balanceLOW | Gap Down | $ 231.57 | |||||
| 17 November 2025 smart_toyLOW (54) account_balanceLOW | Gap Down | $ 205.41 | |||||
| 30 September 2025 smart_toyLOW (60) account_balanceLOW | Gap Down | $ 217.94 | |||||
| 21 May 2025 smart_toyLOW (64) account_balanceLOW | Gap Down | $ 190.96 | |||||
| 03 April 2025 smart_toyLOW (63) account_balanceLOW | Gap Down | $ 165.02 | |||||
| 01 August 2024 smart_toyLOW (59) | Gap Down | $ 147.81 | |||||
| 11 June 2024 smart_toyLOW (48) | Gap Down | $ 137.65 | |||||
| 22 August 2023 smart_toyLOW (45) | Gap Down | $ 101.38 | |||||
| 01 May 2023 smart_toyLOW (52) | Gap Down | $ 93.12 | |||||
| 19 January 2023 smart_toyMEDIUM (80) | Gap Down | $ 97.61 | |||||
| 16 December 2022 smart_toyMEDIUM (83) | Gap Down | $ 90.92 | |||||
| 09 November 2022 smart_toyLOW (75) | Gap Down | $ 102.30 | |||||
| 22 July 2022 smart_toyLOW (75) | Gap Down | $ 109.16 | |||||
| 09 June 2022 smart_toyLOW (70) | Gap Down | $ 122.10 | |||||
| 01 March 2022 smart_toyLOW (51) | Gap Down | $ 146.53 | |||||
| 26 November 2021 smart_toyLOW (54) | Gap Down | $ 149.85 | |||||
| 30 August 2021 smart_toyLOW (46) | Gap Down | $ 168.66 | |||||
| 17 June 2021 smart_toyLOW (37) | Gap Down | $ 158.51 | |||||
| 25 February 2021 smart_toyLOW (53) | Gap Down | $ 122.36 | |||||
| 26 October 2020 smart_toyLOW (77) | Gap Down | $ 75.79 | |||||
| 21 September 2020 smart_toyLOW (63) | Gap Down | $ 72.26 | |||||
| 17 August 2020 smart_toyLOW (60) | Gap Down | $ 68.04 | |||||
| 24 June 2020 smart_toyLOW (52) | Gap Down | $ 66.95 | |||||
| 19 May 2020 smart_toyLOW (66) | Gap Down | $ 61.38 | |||||
| 13 April 2020 smart_toyLOW (71) sirenFIRE SALE | Gap Down | $ 57.88 | |||||
| 03 March 2020 smart_toyLOW (72) sirenFIRE SALE | Gap Down | $ 88.09 | |||||
| 30 July 2019 smart_toyLOW (53) | Gap Down | $ 89.64 | |||||
| 23 January 2019 smart_toyLOW (77) | Gap Down | $ 76.77 | |||||
| 04 December 2018 smart_toyLOW (73) | Gap Down | $ 85.05 | |||||
| 25 April 2018 smart_toyLOW (46) | Gap Down | $ 89.63 | |||||
| 14 June 2016 smart_toyLOW (75) | Gap Down | $ 61.63 | |||||
| 07 January 2016 smart_toyLOW (76) | Gap Down | $ 60.18 | |||||
The data for Capital One Financial Corp (exchange: XNYS symbol: COF) was last updated 26 Jun 2026 05:21. Data for this stock is available from 01 Dec 2015 - 25 Jun 2026.