Conoco Phillips (COP) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to COP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
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 July 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.

Most Recent Buy Signals
Date Signal Type Score Performance
5% 6% 7.5%
27 July 2026  bubble_chart Gap Down   smart_toyLOW (46)    local_gas_stationLOW   schedule schedule schedule
20 July 2026  bubble_chart Mega Dump Lite   smart_toyLOW (39)    local_gas_stationLOW   schedule schedule schedule
30 June 2026  bubble_chart 50 Day Low   smart_toyLOW (46)    local_gas_stationLOW   schedule schedule schedule
16 June 2026  bubble_chart Mega Dump Lite   smart_toyLOW (49)    local_gas_stationLOW   schedule schedule schedule
16 June 2026  bubble_chart Double Seven   smart_toyLOW (62)    local_gas_stationLOW   schedule schedule schedule
15 June 2026  bubble_chart Williams %R (Weekly)   smart_toyLOW (66)    local_gas_stationLOW   schedule schedule schedule
29 May 2026  bubble_chart 50 Day Low   smart_toyLOW (62)    local_gas_stationLOW   schedule schedule schedule
28 May 2026  bubble_chart Oversold Rebound   smart_toyLOW (37)    local_gas_stationLOW   schedule schedule schedule
26 May 2026  bubble_chart Gap Down   smart_toyLOW (38)    local_gas_stationLOW   schedule schedule schedule
15 May 2026  bubble_chart Double Seven   smart_toyLOW (44)    local_gas_stationLOW   schedule schedule schedule

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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
27 July 2026  bubble_chart   smart_toyLOW (46)    local_gas_stationLOW   Gap Down $ 116.40 schedule schedule schedule schedule schedule
08 April 2026  bubble_chart   smart_toyLOW (49)    local_gas_stationLOW   Gap Down $ 123.69 schedule schedule schedule schedule schedule
10 October 2025  bubble_chart   smart_toyLOW (56)    local_gas_stationLOW   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  bubble_chart   smart_toyLOW (50)    local_gas_stationLOW   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  bubble_chart   smart_toyLOW (54)    local_gas_stationHIGH   Gap Down $ 97.79 select_check_box select_check_box select_check_box select_check_box select_check_box
25 November 2024  bubble_chart   smart_toyLOW (45)    local_gas_stationLOW   Gap Down $ 109.00 select_check_box select_check_box select_check_box select_check_box select_check_box
09 November 2022  bubble_chart   smart_toyLOW (57)    local_gas_stationHIGH   Gap Down $ 128.86 select_check_box select_check_box select_check_box select_check_box select_check_box
23 September 2022  bubble_chart   smart_toyLOW (78)    local_gas_stationHIGH   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  bubble_chart   smart_toyMEDIUM (81)    local_gas_stationLOW   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  bubble_chart   smart_toyLOW (71)    local_gas_stationLOW   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  bubble_chart   smart_toyLOW (33)    local_gas_stationLOW   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   smart_toyLOW (50)    local_gas_stationHIGH   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   smart_toyLOW (73)     sirenFIRE SALE 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   smart_toyLOW (54)     sirenFIRE SALE 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   smart_toyLOW (33)     Gap Down $ 56.75 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2019   smart_toyLOW (38)     Gap Down $ 58.90 select_check_box select_check_box select_check_box select_check_box select_check_box
24 December 2018   smart_toyHIGH (93)     sirenFIRE SALE 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   smart_toyLOW (21)     Gap Down $ 74.06 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 August 2018   smart_toyLOW (37)     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   smart_toyLOW (40)     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   smart_toyLOW (37)     Gap Down $ 44.58 select_check_box select_check_box select_check_box select_check_box select_check_box
13 September 2016   smart_toyLOW (51)     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   smart_toyLOW (72)     Gap Down $ 41.27 select_check_box select_check_box select_check_box select_check_box select_check_box
23 March 2016   smart_toyMEDIUM (82)     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   smart_toyLOW (69)     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 Jul 2026 02:22. Data for this stock is available from 01 Dec 2015 - 29 Jul 2026.