JPMorgan Chase & Company (JPM) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to JPM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.03%.   Win rate: 83.33%.   Sharpe Ratio: 0.569.   Maximum drawdown: -28.01% on 12 October 2022.
Mean CAGR: 62.5%. Time in market: 960 days.   Hypothetical return: $1000 would be worth $1195.86 on 06 March 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 JPMorgan Chase

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 6 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (83.33% * 8.37%) + (16.67% * 0.32%) - (0% * 0%) = 7.03%.
Wins: 5 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.

JPMorgan Chase 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 Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
29 July 2026 Gap Down 32 70 100 85 66 50 schedule schedule schedule
29 May 2026 Double Seven 38 84 100 84 70 58 schedule schedule schedule
27 April 2026 Double Seven 39 84 100 82 69 59 schedule schedule schedule
06 April 2026 Mega Dump Lite 57 78 100 82 71 71 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
27 March 2026 Gap Down 49 76 100 82 71 65 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
13 March 2026 Double Seven 45 77 100 82 75 62 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
06 March 2026 26 Week Low 67 73 100 83 75 76 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
06 March 2026 Williams %R (Weekly) 37 73 100 83 75 55 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
03 March 2026 Mega Dump Lite 44 65 100 83 75 58 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 February 2026 50 Day Low 60 65 100 83 75 69 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week low 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
26 September 2022 52 Week Low $ 107.40 98 89 100 65 76 97 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_boltelectric_bolt
13 June 2022 52 Week Low $ 116.42 98 95 100 66 77 99 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
13 April 2022 52 Week Low $ 127.12 62 71 100 68 83 70 select_check_box select_check_box select_check_box select_check_box select_check_box
28 February 2022 52 Week Low $ 142.68 54 78 100 76 88 68 select_check_box select_check_box select_check_box select_check_box select_check_box
09 March 2020 52 Week Low $ 94.00 91 82 100 93 97 94 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
11 December 2018 52 Week Low $ 96.99 97 96 100 94 97 100 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for JPMorgan Chase & Company (exchange: XNYS symbol: JPM) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Dec 2015 - 12 Aug 2026.