Walt Disney Co (DIS) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to DIS's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 4.97%.   Win rate: 82.35%.   Sharpe Ratio: -2.387.   Maximum drawdown: 36.79% on 04 October 2023.
Mean CAGR: 95.47%. Time in market: 2907 days.   Hypothetical return: $1000 would be worth $1183.92 on 09 October 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 Walt Disney Co

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 17 signal(s) occurring before 19 March 2024 for a 5% profit target: (82.35% * 6.69%) + (11.76% * 0.54%) - (5.88% * 10.19%) = 4.97%.
Wins: 14 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.

Walt Disney Co Analysis

Market sector: Consumer Discretionary.

External links: Seeking Alpha Research, Zacks Research.

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

 

Super Oversold Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Super Oversold 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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
26 March 2026   15 $ 94.94 schedule schedule schedule schedule schedule
12 March 2026   10 $ 99.76 schedule schedule schedule schedule schedule
04 April 2025  bubble_chart   10 $ 84.76 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
26 September 2023   20 $ 80.02 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_bolt
16 June 2022  bubble_chart   30 $ 94.14 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
13 June 2022  bubble_chart   60 $ 96.66 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
24 May 2022  bubble_chart   60 $ 102.65 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
12 May 2022  bubble_chart   60 $ 103.60 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
11 May 2022  bubble_chart   60 $ 106.56 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
06 May 2022  bubble_chart   60 $ 111.03 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 April 2022  bubble_chart   60 $ 117.46 select_check_box select_check_box select_check_box select_check_box select_check_box
25 April 2022  bubble_chart   30 $ 118.80 select_check_box select_check_box select_check_box select_check_box select_check_box
22 April 2022  bubble_chart   60 $ 119.14 select_check_box select_check_box select_check_box select_check_box select_check_box
22 April 2022  bubble_chart   30 $ 119.14 select_check_box select_check_box select_check_box select_check_box select_check_box
20 April 2022  bubble_chart   30 $ 125.31 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021  bubble_chart   5 $ 147.46 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
23 March 2020  bubble_chart   100 $ 85.12 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
09 March 2020  bubble_chart   95 $ 106.52 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
06 March 2020  bubble_chart   40 $ 113.02 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
15 January 2016   -1 $ 89.40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Walt Disney Co (exchange: XNYS symbol: DIS) was last updated 27 Mar 2026 10:58. Data for this stock is available from 01 Dec 2015 - 26 Mar 2026.