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

Buy indicator:                
              [ What are these indicators? | Switch to COF's monthly backtests ]
Fixed profit target:               -or-  
Expectancy: 3.77%.   Win rate: 88.00%.   Sharpe Ratio: -1.441.   Maximum drawdown: 51.47% on 03 April 2020.
Mean CAGR: 130.36%. Time in market: 3171 days.   Hypothetical return: $1000 would be worth $1602.22 on 14 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 25 February 2024 for a 5% profit target: (88.00% * 6.37%) + (4.00% * 0.32%) - (8.00% * 23.02%) = 3.77%.
Wins: 22 Breakevens: 1 Losses: 2

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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
23 February 2026 bubble_chart $ 198.22 schedule schedule schedule schedule schedule
12 January 2026 bubble_chart $ 231.57 schedule schedule schedule schedule schedule
17 November 2025 bubble_chart $ 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 bubble_chart $ 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 bubble_chart $ 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 bubble_chart $ 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 $ 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 $ 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 $ 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 $ 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 $ 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 $ 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 $ 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 $ 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 $ 122.10 select_check_box select_check_box select_check_box select_check_box select_check_box
01 March 2022 $ 146.53 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021 $ 149.85 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
30 August 2021 $ 168.66 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 June 2021 $ 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 $ 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 $ 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 $ 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 $ 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 bubble_chart $ 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 bubble_chart $ 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 bubble_chart $ 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 bubble_chart $ 88.09 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
30 July 2019 bubble_chart $ 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 bubble_chart $ 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 bubble_chart $ 85.05 select_check_box select_check_box select_check_box select_check_box select_check_box
25 April 2018 bubble_chart $ 89.63 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
14 June 2016 $ 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 $ 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 04 Mar 2026 07:35. Data for this stock is available from 01 Dec 2015 - 03 Mar 2026.