Conoco Phillips (COP) 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 Best Buy Signals [ What are these indicators? | Switch to COP's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 4.91%. Win rate: 84.21%. Sharpe Ratio: -0.871. Maximum drawdown: -68.64% on 18 March 2020.
Mean CAGR: 123.67%. Time in market: 3071 days. Hypothetical return: $1000 would be worth $1232.97 on 02 April 2024.
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 19 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (84.21% * 8.88%) + (10.53% * 1.74%) - (5.26% * 52.30%) = 4.91%.
Wins: 16 Breakevens: 2 Losses: 1

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.

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%
08 April 2026 LOW smart_toy0.881	Gap Down	$ 123.69	schedule	schedule	schedule	schedule	schedule
10 October 2025 MEDIUM smart_toy0.575	Gap Down	$ 89.28	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
03 September 2025 MEDIUM smart_toy0.811	Gap Down	$ 96.14	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
03 April 2025 MEDIUM smart_toy0.926	Gap Down	$ 97.79	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
25 November 2024 MEDIUM smart_toy0.925	Gap Down	$ 109.00	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
09 November 2022 MEDIUM smart_toy0.813	Gap Down	$ 128.86	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 September 2022 MEDIUM smart_toy0.941	Gap Down	$ 102.84	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	select_check_box electric_boltelectric_boltelectric_bolt
13 June 2022 MEDIUM smart_toy0.75	Gap Down	$ 112.10	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
09 May 2022 MEDIUM smart_toy0.944	Gap Down	$ 101.18	select_check_box electric_boltelectric_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_boltelectric_bolt
06 July 2021 MEDIUM smart_toy0.527	Gap Down	$ 61.53	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
15 January 2021 MEDIUM smart_toy0.712	Gap Down	$ 46.20	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
15 April 2020 MEDIUM FIRE SALE smart_toy0.996	Gap Down	$ 31.87	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
11 March 2020 HIGH FIRE SALE smart_toy0.997	Gap Down	$ 32.76	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
04 February 2020 MEDIUM smart_toy0.818	Gap Down	$ 56.75	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 May 2019 MEDIUM smart_toy0.644	Gap Down	$ 58.90	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
24 December 2018 HIGH FIRE SALE smart_toy0.803	Gap Down	$ 55.70	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
10 October 2018 MEDIUM smart_toy0.765	Gap Down	$ 74.06	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
15 August 2018 MEDIUM smart_toy0.773	Gap Down	$ 66.61	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default
15 June 2018 MEDIUM smart_toy0.755	Gap Down	$ 63.34	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
30 January 2017 MEDIUM smart_toy0.79	Gap Down	$ 44.58	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
13 September 2016 LOW smart_toy0.885	Gap Down	$ 38.09	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
10 June 2016 LOW smart_toy0.905	Gap Down	$ 41.27	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 March 2016 LOW smart_toy0.886	Gap Down	$ 36.83	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
06 January 2016 LOW smart_toy0.963	Gap Down	$ 41.18	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box

The data for Conoco Phillips (exchange: XNYS symbol: COP) was last updated 30 Apr 2026 07:57. Data for this stock is available from 01 Dec 2015 - 29 Apr 2026.