Conoco Phillips (COP) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to COP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 6.15%.   Win rate: 86.89%.   Sharpe Ratio: -4.887.   Maximum drawdown: -67.16% on 18 March 2020.
Mean CAGR: 111.87%. Time in market: 8814 days.   Hypothetical return: $1000 would be worth $2050.57 on 26 March 2026.
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 Conoco Phillips

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 61 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (86.89% * 8.38%) + (9.84% * 0.60%) - (3.28% * 36.19%) = 6.15%.
Wins: 53 Breakevens: 6 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.

Conoco Phillips Analysis

Market sector: Energy.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
15 May 2026  bubble_chart   cards_starLOW    local_gas_stationLOW   Double Seven $ 121.60 schedule schedule schedule schedule schedule
13 April 2026  bubble_chart   cards_starLOW    local_gas_stationLOW   Double Seven $ 124.29 schedule schedule schedule schedule schedule
11 March 2026  bubble_chart   cards_starLOW    local_gas_stationLOW   Double Seven $ 115.84 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 schedule
18 June 2024  bubble_chart   cards_starLOW     Double Seven $ 109.74 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
17 May 2024  bubble_chart   cards_starLOW     Double Seven $ 121.30 select_check_box select_check_box select_check_box select_check_box select_check_box
15 April 2024  bubble_chart   cards_starLOW     Double Seven $ 131.19 select_check_box select_check_box select_check_box select_check_box select_check_box
17 January 2024  bubble_chart   cards_starLOW     Double Seven $ 106.87 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
15 December 2023  bubble_chart   cards_starLOW     Double Seven $ 114.05 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
13 November 2023  bubble_chart   cards_starLOW     Double Seven $ 114.77 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
10 October 2023  bubble_chart   cards_starLOW     Double Seven $ 119.79 select_check_box select_check_box select_check_box select_check_box disabled_by_default
06 September 2023  bubble_chart   cards_starLOW     Double Seven $ 121.13 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
03 August 2023  bubble_chart   cards_starLOW     Double Seven $ 112.92 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
07 March 2023  bubble_chart   cards_starLOW     Double Seven $ 108.12 select_check_box select_check_box select_check_box select_check_box select_check_box
02 February 2023  bubble_chart   cards_starLOW     Double Seven $ 112.40 select_check_box select_check_box select_check_box select_check_box select_check_box
13 December 2022  bubble_chart   cards_starLOW     Double Seven $ 113.93 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
10 November 2022  bubble_chart   cards_starLOW     Double Seven $ 128.78 select_check_box select_check_box select_check_box select_check_box select_check_box
04 October 2022  bubble_chart   cards_starLOW     Double Seven $ 114.04 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
02 September 2022  bubble_chart   cards_starLOW     Double Seven $ 109.95 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_bolt
19 July 2022  bubble_chart   cards_starLOW     Double Seven $ 86.94 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
17 June 2022  bubble_chart   cards_starLOW     Double Seven $ 97.62 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 May 2022  bubble_chart   cards_starLOW     Double Seven $ 104.29 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_bolt
12 April 2022  bubble_chart   cards_starLOW     Double Seven $ 100.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
11 March 2022  bubble_chart   cards_starLOW     Double Seven $ 98.62 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
07 February 2022  bubble_chart   cards_starLOW     Double Seven $ 91.68 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
04 January 2022  bubble_chart   cards_starLOW     Double Seven $ 75.76 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
03 December 2021  bubble_chart   cards_starLOW     Double Seven $ 71.64 select_check_box electric_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 November 2021  bubble_chart   cards_starLOW     Double Seven $ 74.77 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
28 September 2021  bubble_chart   cards_starLOW     Double Seven $ 67.68 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_bolt
27 August 2021  bubble_chart   cards_starLOW     Double Seven $ 56.26 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
26 July 2021  bubble_chart   cards_starLOW     Double Seven $ 56.29 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
22 June 2021  bubble_chart   cards_starLOW     Double Seven $ 60.47 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
21 May 2021  bubble_chart   cards_starLOW     Double Seven $ 55.86 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 select_check_box electric_bolt
19 April 2021  bubble_chart   cards_starLOW     Double Seven $ 51.09 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 March 2021  bubble_chart   cards_starLOW     Double Seven $ 56.58 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
08 February 2021   cards_starLOW     Double Seven $ 46.02 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
05 January 2021   cards_starLOW     Double Seven $ 41.04 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
02 December 2020   cards_starMEDIUM     Double Seven $ 39.58 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
25 February 2020   cards_starMEDIUM     Double Seven $ 54.64 select_check_box select_check_box select_check_box select_check_box select_check_box
22 January 2020   cards_starLOW     Double Seven $ 62.35 select_check_box select_check_box select_check_box select_check_box select_check_box
27 February 2019   cards_starMEDIUM     Double Seven $ 66.91 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 November 2018   cards_starMEDIUM     Double Seven $ 63.33 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
15 October 2018   cards_starLOW     Double Seven $ 70.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 September 2018   cards_starMEDIUM     Double Seven $ 68.22 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 disabled_by_default
10 August 2018   cards_starLOW     Double Seven $ 68.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
09 July 2018   cards_starLOW     Double Seven $ 67.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
05 June 2018   cards_starLOW     Double Seven $ 64.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
04 May 2018   cards_starLOW     Double Seven $ 63.11 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 April 2018   cards_starLOW     Double Seven $ 55.74 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
27 February 2018   cards_starLOW     Double Seven $ 53.36 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_boltelectric_bolt
26 January 2018   cards_starMEDIUM     Double Seven $ 56.73 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
11 December 2017   cards_starLOW     Double Seven $ 48.77 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_bolt
07 November 2017   cards_starMEDIUM     Double Seven $ 50.74 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 October 2017   cards_starMEDIUM     Double Seven $ 46.36 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_boltelectric_bolt
16 May 2017   cards_starLOW     Double Seven $ 44.27 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
13 April 2017   cards_starMEDIUM     Double Seven $ 45.62 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
13 March 2017   cards_starLOW     Double Seven $ 42.50 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
07 February 2017   cards_starMEDIUM     Double Seven $ 45.72 select_check_box select_check_box select_check_box select_check_box select_check_box
06 January 2017   LOW     Double Seven $ 47.01 select_check_box select_check_box select_check_box select_check_box select_check_box
05 December 2016   LOW     Double Seven $ 45.14 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
01 November 2016   LOW     Double Seven $ 40.43 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
30 September 2016   LOW     Double Seven $ 40.09 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
29 August 2016   LOW     Double Seven $ 38.82 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 July 2016   LOW     Double Seven $ 38.89 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 June 2016   LOW     Double Seven $ 42.68 select_check_box select_check_box select_check_box select_check_box select_check_box
04 May 2016   LOW     Double Seven $ 40.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt

 

The data for Conoco Phillips (exchange: XNYS symbol: COP) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Dec 2015 - 08 Jun 2026.