Globe Life Inc (GL) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to GL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 6.59%.   Win rate: 72.73%.   Sharpe Ratio: -1.341.   Maximum drawdown: -52.84% on 15 April 2024.
Mean CAGR: 76.23%. Time in market: 2167 days.   Hypothetical return: $1000 would be worth $1361.57 on 14 March 2025.
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 Globe Life

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 11 signal(s) occurring before 22 July 2024 for a 7.5% profit target: (72.73% * 8.73%) + (27.27% * 0.87%) - (0% * 0%) = 6.59%.
Wins: 8 Breakevens: 3 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.

Globe Life Analysis

Market sector: Financials.

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%
28 July 2026 Mega Dump Lite   smart_toyLOW (53)    account_balanceLOW   schedule schedule schedule
23 July 2026 Gap Down   smart_toyLOW (29)    account_balanceLOW   schedule schedule schedule
09 June 2026 Double Seven   smart_toyLOW (45)    account_balanceLOW   select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
19 May 2026 Gap Down   smart_toyLOW (30)    account_balanceLOW   schedule schedule schedule
12 May 2026 Oversold Rebound   smart_toyLOW (44)    account_balanceLOW   select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
08 May 2026 Double Seven   smart_toyLOW (42)    account_balanceLOW   schedule schedule schedule
14 April 2026 Oversold Rebound   smart_toyLOW (42)    account_balanceLOW   select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 April 2026 Double Bottom   smart_toyLOW (67)    account_balanceLOW   schedule schedule schedule
08 April 2026 Double Bottom   smart_toyLOW (67)    account_balanceLOW   select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 April 2026 Double Seven   smart_toyLOW (49)    account_balanceLOW   select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

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%
23 July 2026   smart_toyLOW (29)    account_balanceLOW   Gap Down $ 170.63 schedule schedule schedule schedule schedule
19 May 2026   smart_toyLOW (30)    account_balanceLOW   Gap Down $ 153.34 schedule schedule schedule schedule schedule
27 September 2024   smart_toyLOW (60)    account_balanceLOW   Gap Down $ 107.00 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 April 2024   smart_toyLOW (54)     Gap Down $ 76.42 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
13 March 2024   smart_toyLOW (44)     Gap Down $ 121.79 select_check_box select_check_box select_check_box select_check_box select_check_box
13 March 2023   smart_toyLOW (63)     Gap Down $ 109.02 select_check_box select_check_box select_check_box select_check_box select_check_box
26 November 2021   smart_toyLOW (44)     Gap Down $ 89.42 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
21 October 2021   smart_toyLOW (43)     Gap Down $ 92.61 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 2021   smart_toyLOW (20)     Gap Down $ 100.86 select_check_box select_check_box select_check_box select_check_box select_check_box
06 May 2020   smart_toyLOW (74)     Gap Down $ 75.93 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_bolt
04 December 2018   smart_toyLOW (63)     Gap Down $ 83.03 select_check_box select_check_box select_check_box select_check_box select_check_box
10 September 2018   smart_toyLOW (34)     Gap Down $ 83.52 select_check_box select_check_box select_check_box select_check_box select_check_box
05 February 2018   smart_toyLOW (28)     Gap Down $ 83.94 select_check_box select_check_box select_check_box select_check_box select_check_box
24 June 2016   smart_toyMEDIUM (87)     Gap Down $ 57.46 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for Globe Life Inc (exchange: XNYS symbol: GL) was last updated 30 Jul 2026 02:22. Data for this stock is available from 01 Dec 2015 - 29 Jul 2026.