Jacobs Solutions Inc (J) Daily/Weekly Backtest Results

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

Expectancy: 7.21%.   Win rate: 81.25%.   Sharpe Ratio: -1.745.   Maximum drawdown: -25.09% on 30 September 2022.
Mean CAGR: 126.66%. Time in market: 2216 days.   Hypothetical return: $1000 would be worth $2476.64 on 06 August 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 Jacobs Solutions

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 16 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (81.25% * 8.52%) + (18.75% * 1.52%) - (0% * 0%) = 7.21%.
Wins: 13 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.

Jacobs Solutions Analysis

Market sector: Industrials.

External links: Seeking Alpha Research, Zacks Research.

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

 

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 and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
13 May 2026   LOW   smart_toy0.857   Gap Down $ 110.52 schedule schedule schedule schedule schedule
11 February 2026   LOW   smart_toy0.583   Gap Down $ 146.88 schedule schedule schedule schedule schedule
22 October 2025   LOW   smart_toy0.917   Gap Down $ 160.64 schedule schedule schedule schedule schedule
06 May 2025   MEDIUM   smart_toy0.957   Gap Down $ 118.70 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 select_check_box electric_boltelectric_bolt
03 April 2025   MEDIUM   smart_toy0.808   Gap Down $ 119.24 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
14 November 2024   LOW   smart_toy0.724   Gap Down $ 144.56 select_check_box select_check_box select_check_box select_check_box select_check_box
27 September 2024   LOW   smart_toy0.934   Gap Down $ 142.40 select_check_box select_check_box select_check_box select_check_box select_check_box
24 July 2024   LOW   smart_toy0.484   Gap Down $ 147.02 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
07 May 2024   LOW   smart_toy0.582   Gap Down $ 144.82 select_check_box select_check_box select_check_box select_check_box select_check_box
21 November 2023   LOW   smart_toy0.571   Gap Down $ 128.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
01 August 2022   LOW   smart_toy0.731   Gap Down $ 131.14 select_check_box select_check_box select_check_box select_check_box select_check_box
22 April 2022   LOW   smart_toy0.781   Gap Down $ 144.94 select_check_box select_check_box select_check_box select_check_box select_check_box
07 March 2022   LOW   smart_toy0.932   Gap Down $ 125.54 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
27 January 2021   LOW   smart_toy0.731   Gap Down $ 105.48 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
04 November 2020   LOW   smart_toy0.731   Gap Down $ 97.84 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_bolt
21 September 2020   LOW   smart_toy0.917   Gap Down $ 90.90 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 electric_boltelectric_bolt
10 June 2020   LOW   smart_toy0.626   Gap Down $ 86.82 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
20 April 2020   MEDIUM   smart_toy0.737   Gap Down $ 81.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 February 2019   LOW   smart_toy0.786   Gap Down $ 65.44 select_check_box electric_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
20 November 2018   LOW   smart_toy0.854   Gap Down $ 67.19 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
22 March 2018   LOW   smart_toy0.564   Gap Down $ 57.56 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
02 February 2018   LOW   smart_toy0.455   Gap Down $ 66.88 select_check_box select_check_box select_check_box select_check_box select_check_box
18 July 2017   LOW   smart_toy0.626   Gap Down $ 51.80 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 June 2016   LOW   smart_toy0.426   Gap Down $ 48.20 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 Jacobs Solutions Inc (exchange: XNYS symbol: J) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Jun 2016 - 15 May 2026.