International Business Machines Corp (IBM) Daily/Weekly Backtest Results military_tech

Signal:                
                   
              [ What are these? | Switch to IBM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 6.77%.   Win rate: 80.0%.   Sharpe Ratio: 0.662.   Maximum drawdown: -28.75% on 23 March 2020.
Mean CAGR: 70.68%. Time in market: 848 days.   Hypothetical return: $1000 would be worth $1384.32 on 04 January 2022.
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 International Business Machines

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 5 signal(s) occurring before 21 July 2024 for a 7.5% profit target: (80.0% * 8.36%) + (20.0% * 0.43%) - (0% * 0%) = 6.77%.
Wins: 4 Breakevens: 1 Losses: 0

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.

International Business Machines Analysis

Market sector: Technology.

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   smart_toyHIGH (91)    computerLOW   schedule schedule schedule
28 July 2026 Rate of Change   smart_toyHIGH (96)    computerLOW   schedule schedule schedule
22 July 2026 Super Oversold (26)   smart_toyMEDIUM (83)    computerLOW   schedule schedule schedule
17 July 2026 Gap Down   smart_toyLOW (54)    computerLOW   schedule schedule schedule
15 July 2026 26 Week Low   smart_toyLOW (78)    computerLOW   schedule schedule schedule
15 July 2026 52 Week Low   smart_toyMEDIUM (86)    computerLOW   schedule schedule schedule
15 July 2026 50 Day Low   smart_toyLOW (63)    computerLOW   schedule schedule schedule
14 July 2026 Super Oversold (MD)   smart_toyMEDIUM (83)    computerLOW   schedule schedule schedule
14 July 2026 Williams %R (Weekly)   smart_toyLOW (79)    computerLOW   schedule schedule schedule
14 July 2026 Super Oversold (GD)   smart_toyMEDIUM (83)    computerLOW   schedule schedule schedule

Rate of Change Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Rate of Change 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%
28 July 2026   smart_toyHIGH (96)    computerLOW   Rate of Change $ 223.64 schedule schedule schedule schedule schedule
26 February 2026   smart_toyLOW (74)    computerLOW   Rate of Change $ 240.86 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
01 November 2021   smart_toyLOW (67)     Rate of Change $ 125.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
04 March 2020   smart_toyMEDIUM (87)     Rate of Change $ 131.14 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2018   smart_toyHIGH (97)     Rate of Change $ 118.86 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 April 2017   smart_toyLOW (41)     Rate of Change $ 138.62 select_check_box select_check_box select_check_box select_check_box select_check_box
25 January 2016   smart_toyHIGH (98)     Rate of Change $ 100.91 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 International Business Machines Corp (exchange: XNYS symbol: IBM) was last updated 29 Jul 2026 03:26. Data for this stock is available from 01 Dec 2015 - 28 Jul 2026.