Essex Property Trust Inc (ESS) Daily/Weekly Backtest Results military_tech

Signal:                  
                  [ What are these? | Switch to ESS's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 2.85%.   Win rate: 67.21%.   Sharpe Ratio: -7.028.   Maximum drawdown: -43.70% on 23 March 2023.
Mean CAGR: 52.11%. Time in market: 15187 days.   Hypothetical return: $1000 would be worth $1942.84 on 14 May 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 Essex Property Trust

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: (67.21% * 8.11%) + (22.95% * 1.10%) - (9.84% * 29.02%) = 2.85%.
Wins: 41 Breakevens: 14 Losses: 6

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.

Essex Property Trust Analysis

Market sector: Real Estate.

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%
01 June 2026   cards_starLOW    apartmentLOW   Double Seven $ 275.61 schedule schedule schedule schedule schedule
04 April 2025   cards_starMEDIUM    apartmentLOW   Double Seven $ 279.70 schedule schedule schedule schedule schedule
04 March 2025   cards_starMEDIUM    apartmentLOW   Double Seven $ 310.84 schedule schedule schedule schedule schedule
31 January 2025   cards_starLOW    apartmentLOW   Double Seven $ 282.68 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
30 December 2024   cards_starLOW    apartmentLOW   Double Seven $ 282.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 November 2024   cards_starLOW    apartmentLOW   Double Seven $ 309.88 schedule schedule schedule schedule schedule
25 October 2024   cards_starLOW    apartmentLOW   Double Seven $ 299.57 schedule schedule schedule schedule schedule
23 September 2024   cards_starLOW    apartmentLOW   Double Seven $ 308.93 schedule schedule schedule schedule schedule
20 August 2024   cards_starLOW    apartmentLOW   Double Seven $ 286.28 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
19 July 2024   cards_starLOW    apartmentLOW   Double Seven $ 285.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 June 2024   cards_starLOW    apartmentLOW   Double Seven $ 278.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
14 May 2024   cards_starLOW    apartmentLOW   Double Seven $ 264.22 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 April 2024   cards_starLOW     Double Seven $ 245.14 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 March 2024   cards_starLOW     Double Seven $ 244.20 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 February 2024   cards_starLOW     Double Seven $ 231.22 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 January 2024   cards_starLOW     Double Seven $ 242.74 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
02 October 2023   cards_starLOW     Double Seven $ 209.98 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
29 August 2023   cards_starLOW     Double Seven $ 235.64 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
26 July 2023   cards_starLOW     Double Seven $ 237.17 select_check_box select_check_box select_check_box select_check_box select_check_box
20 May 2022   cards_starLOW     Double Seven $ 283.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 April 2022   cards_starLOW     Double Seven $ 344.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 March 2022   cards_starLOW     Double Seven $ 337.06 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
01 February 2022   cards_starLOW     Double Seven $ 331.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
31 December 2021   cards_starLOW     Double Seven $ 351.86 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 November 2021   cards_starLOW     Double Seven $ 345.07 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 October 2021   cards_starLOW     Double Seven $ 336.60 select_check_box electric_bolt select_check_box disabled_by_default disabled_by_default disabled_by_default
24 September 2021   cards_starLOW     Double Seven $ 328.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
23 August 2021   cards_starLOW     Double Seven $ 318.50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
20 July 2021   cards_starLOW     Double Seven $ 327.46 select_check_box select_check_box select_check_box electric_bolt disabled_by_default disabled_by_default
17 June 2021   cards_starLOW     Double Seven $ 308.94 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
10 May 2021   cards_starLOW     Double Seven $ 291.14 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_bolt
06 April 2021   cards_starLOW     Double Seven $ 275.16 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 March 2021   cards_starLOW     Double Seven $ 264.27 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
01 February 2021   cards_starLOW     Double Seven $ 241.35 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
29 December 2020   cards_starMEDIUM     Double Seven $ 234.53 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
24 November 2020   cards_starMEDIUM     Double Seven $ 257.18 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
03 March 2020   cards_starMEDIUM     Double Seven $ 287.16 select_check_box select_check_box select_check_box select_check_box select_check_box
29 January 2020   cards_starMEDIUM     Double Seven $ 300.81 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
23 December 2019   cards_starLOW     Double Seven $ 290.63 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
19 November 2019   cards_starMEDIUM     Double Seven $ 314.36 select_check_box select_check_box select_check_box select_check_box select_check_box
18 October 2019   cards_starMEDIUM     Double Seven $ 322.21 select_check_box select_check_box select_check_box select_check_box select_check_box
16 September 2019   cards_starMEDIUM     Double Seven $ 313.91 select_check_box select_check_box select_check_box select_check_box select_check_box
13 August 2019   cards_starMEDIUM     Double Seven $ 302.71 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
12 July 2019   cards_starMEDIUM     Double Seven $ 295.77 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
10 June 2019   cards_starMEDIUM     Double Seven $ 285.51 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 May 2019   cards_starMEDIUM     Double Seven $ 270.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
04 April 2019   cards_starLOW     Double Seven $ 278.60 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
04 March 2019   cards_starMEDIUM     Double Seven $ 268.94 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
24 December 2018   cards_starMEDIUM     Double Seven $ 233.42 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
20 November 2018   cards_starMEDIUM     Double Seven $ 245.06 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
19 October 2018   cards_starMEDIUM     Double Seven $ 232.63 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
17 September 2018   cards_starMEDIUM     Double Seven $ 232.05 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
14 August 2018   cards_starMEDIUM     Double Seven $ 223.25 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 December 2017   cards_starLOW     Double Seven $ 223.38 select_check_box select_check_box select_check_box select_check_box select_check_box
06 November 2017   cards_starLOW     Double Seven $ 233.16 select_check_box select_check_box select_check_box select_check_box select_check_box
03 October 2017   cards_starMEDIUM     Double Seven $ 233.12 select_check_box select_check_box select_check_box select_check_box select_check_box
01 September 2017   cards_starMEDIUM     Double Seven $ 243.72 select_check_box select_check_box select_check_box select_check_box select_check_box
31 July 2017   cards_starMEDIUM     Double Seven $ 240.22 select_check_box select_check_box select_check_box select_check_box select_check_box
27 June 2017   cards_starLOW     Double Seven $ 238.59 select_check_box select_check_box select_check_box select_check_box select_check_box
24 May 2017   cards_starLOW     Double Seven $ 231.43 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
20 April 2017   cards_starLOW     Double Seven $ 213.90 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
20 March 2017   cards_starLOW     Double Seven $ 210.25 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
14 February 2017   cards_starLOW     Double Seven $ 203.29 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
12 January 2017   LOW     Double Seven $ 205.21 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 October 2016   LOW     Double Seven $ 185.12 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
20 September 2016   LOW     Double Seven $ 201.34 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
19 August 2016   LOW     Double Seven $ 200.68 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
18 July 2016   LOW     Double Seven $ 200.98 select_check_box select_check_box select_check_box select_check_box select_check_box
13 June 2016   LOW     Double Seven $ 185.87 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
10 May 2016   LOW     Double Seven $ 207.98 select_check_box select_check_box select_check_box select_check_box select_check_box
08 April 2016   LOW     Double Seven $ 204.73 select_check_box select_check_box select_check_box select_check_box select_check_box
08 January 2016   LOW     Double Seven $ 206.06 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Essex Property Trust Inc (exchange: XNYS symbol: ESS) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Dec 2015 - 08 Jun 2026.