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: 9.49%.   Win rate: 100%.   Sharpe Ratio: -0.536.   Maximum drawdown: -43.02% on 29 October 2020.
Mean CAGR: 187.27%. Time in market: 1933 days.   Hypothetical return: $1000 would be worth $2722.78 on 31 July 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 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 24 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 9.49%) + (0% * 0%) - (0% * 0%) = 9.49%.
Wins: 24 Breakevens: 0 Losses: 0

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 Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
07 August 2026  bubble_chart Gap Up 34 54 100 91 62 49 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
27 July 2026  bubble_chart Gap Down 46 60 100 90 62 60 schedule schedule schedule
20 July 2026  bubble_chart Mega Dump Lite 39 52 100 90 64 52 schedule schedule schedule
30 June 2026  bubble_chart 50 Day Low 46 30 100 90 65 48 schedule schedule schedule
16 June 2026  bubble_chart Mega Dump Lite 49 45 100 89 67 56 schedule schedule schedule
16 June 2026  bubble_chart Double Seven 62 45 100 89 67 64 schedule schedule schedule
15 June 2026  bubble_chart Williams %R (Weekly) 66 41 100 89 67 64 schedule schedule schedule
29 May 2026  bubble_chart 50 Day Low 62 68 100 87 66 72 schedule schedule schedule
28 May 2026  bubble_chart Oversold Rebound 37 57 100 87 66 51 schedule schedule schedule
26 May 2026  bubble_chart Gap Down 38 66 100 87 66 54 schedule schedule schedule

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
07 August 2026  bubble_chart Gap Up $ 116.61 34 54 100 91 62 49 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
03 March 2026  bubble_chart Gap Up $ 119.68 32 56 100 84 70 47 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
06 January 2026  bubble_chart Gap Up $ 98.66 37 46 100 84 76 48 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
13 May 2025  bubble_chart Gap Up $ 93.45 19 42 97 73 63 32 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
04 April 2023  bubble_chart Gap Up $ 107.32 60 45 97 81 85 61 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
04 October 2022  bubble_chart Gap Up $ 114.04 87 89 93 70 52 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
08 March 2021  bubble_chart Gap Up $ 58.78 50 59 93 75 78 60 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
17 November 2020 Gap Up $ 38.18 86 74 100 76 91 86 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 November 2020 Gap Up $ 34.94 85 69 100 77 92 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
17 June 2020 Gap Up $ 44.50 61 68 100 80 90 70 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
15 June 2020 Gap Up $ 42.21 60 53 100 80 90 64 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
08 June 2020 Gap Up $ 50.26 52 50 100 80 90 59 select_check_box select_check_box select_check_box select_check_box select_check_box
19 May 2020 Gap Up $ 43.18 47 58 100 79 91 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_boltelectric_bolt select_check_box electric_bolt
06 May 2020 Gap Up $ 40.40 75 66 100 79 91 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_boltelectric_boltelectric_bolt
30 April 2020 Gap Up $ 41.93 43 48 100 79 91 52 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
24 April 2020 Gap Up $ 36.18 80 77 100 79 91 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
23 April 2020 Gap Up $ 36.04 83 79 100 79 91 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
13 April 2020 Gap Up $ 34.78 92 83 100 78 89 93 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
08 April 2020 Gap Up $ 34.53 95 88 100 78 89 96 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 select_check_box electric_boltelectric_boltelectric_bolt
03 April 2020 Gap Up $ 33.43 96 94 100 78 92 99 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
25 March 2020 Gap Up $ 30.78 98 92 100 78 92 99 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
23 March 2020 Gap Up $ 25.40 98 95 100 78 92 100 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 March 2020 Gap Up $ 26.53 97 96 100 78 88 100 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 Gap Up $ 32.76 87 90 100 79 87 92 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
17 September 2019 Gap Up $ 60.35 23 54 100 81 83 38 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
31 March 2017 Gap Up $ 46.22 76 32 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
01 December 2016 Gap Up $ 45.44 31 83 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
29 January 2016 Gap Up $ 34.75 98 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

 

The data for Conoco Phillips (exchange: XNYS symbol: COP) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Dec 2015 - 12 Aug 2026.