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

Buy indicator:            
            [ What are these indicators? | Switch to IBM's monthly backtests ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 5.25%.   Win rate: 88.89%.   Sharpe Ratio: -3.401.   Maximum drawdown: 27.20% on 23 March 2020.
Mean CAGR: 72.76%. Time in market: 2138 days.   Hypothetical return: $1000 would be worth $1508.71 on 08 August 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 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 18 signal(s) occurring before 06 February 2024 for a 5% profit target: (88.89% * 5.88%) + (11.11% * 0.25%) - (0% * 0%) = 5.25%.
Wins: 16 Breakevens: 2 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.

 

Williams %R (Weekly) Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
11 February 2026 $282.58 schedule schedule schedule schedule schedule
11 August 2025 $239.27 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
30 April 2024 $166.34 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
01 May 2023 $120.62 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_bolt
14 March 2023 $125.57 select_check_box select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
09 February 2023 $134.37 select_check_box select_check_box select_check_box select_check_box select_check_box
15 September 2022 $126.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
24 November 2021 $116.44 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
21 October 2021 $130.92 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
10 September 2021 $137.92 select_check_box select_check_box select_check_box select_check_box select_check_box
20 October 2020 $118.58 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
28 February 2020 $128.34 select_check_box select_check_box select_check_box select_check_box select_check_box
28 May 2019 $125.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
20 December 2018 $106.56 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
17 October 2018 $124.18 select_check_box select_check_box select_check_box select_check_box select_check_box
25 June 2018 $127.06 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
20 April 2018 $131.80 select_check_box select_check_box select_check_box select_check_box select_check_box
19 July 2017 $129.91 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
07 June 2017 $132.74 select_check_box select_check_box select_check_box select_check_box select_check_box
19 April 2017 $139.85 select_check_box select_check_box select_check_box select_check_box select_check_box
18 October 2016 $127.85 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

 

The data for International Business Machines Corp (exchange: XNYS symbol: IBM) was last updated 13 Feb 2026 06:45. Data for this stock is available from 01 Dec 2015 - 12 Feb 2026.