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:       Threshold:           [ What are these scores? ]
Expectancy: 6.28%.   Win rate: 81.54%.   Sharpe Ratio: -10.014.   Maximum drawdown: -41.37% on 23 March 2020.
Mean CAGR: 89.76%. Time in market: 10026 days.   Hypothetical return: $1000 would be worth $2948.46 on 16 July 2024.
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 65 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (81.54% * 8.19%) + (13.85% * 1.23%) - (4.62% * 12.30%) = 6.28%.
Wins: 53 Breakevens: 9 Losses: 3

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.

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
29 May 2026   cards_starLOW    account_balanceLOW   Double Seven $ 297.86 schedule schedule schedule schedule schedule
27 April 2026   cards_starLOW    account_balanceLOW   Double Seven $ 309.26 schedule schedule schedule schedule schedule
13 March 2026   cards_starLOW    account_balanceLOW   Double Seven $ 284.05 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
09 February 2026   cards_starMEDIUM     Double Seven $ 321.72 schedule schedule schedule schedule schedule
06 January 2026   cards_starMEDIUM     Double Seven $ 333.62 schedule schedule schedule schedule schedule
05 December 2025   cards_starMEDIUM     Double Seven $ 315.34 select_check_box electric_bolt schedule schedule schedule schedule
03 November 2025   cards_starMEDIUM     Double Seven $ 310.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
30 September 2025   cards_starMEDIUM     Double Seven $ 315.84 select_check_box schedule schedule schedule schedule
29 August 2025   cards_starMEDIUM     Double Seven $ 301.73 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
28 July 2025   cards_starMEDIUM     Double Seven $ 297.97 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt schedule
24 June 2025   cards_starLOW     Double Seven $ 280.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
22 May 2025   cards_starLOW     Double Seven $ 260.06 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
25 March 2025   cards_starMEDIUM     Double Seven $ 250.22 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
21 February 2025   cards_starLOW     Double Seven $ 266.28 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
23 December 2024   cards_starLOW     Double Seven $ 237.23 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
19 November 2024   cards_starLOW     Double Seven $ 242.67 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
18 October 2024   cards_starLOW     Double Seven $ 225.18 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
16 September 2024   cards_starLOW     Double Seven $ 206.84 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
13 August 2024   cards_starLOW     Double Seven $ 207.84 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
12 July 2024   cards_starLOW     Double Seven $ 204.47 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 June 2024   cards_starLOW     Double Seven $ 199.42 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 May 2024   cards_starLOW     Double Seven $ 191.72 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 April 2024   cards_starLOW     Double Seven $ 196.80 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
20 February 2024   cards_starLOW     Double Seven $ 179.46 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
16 January 2024   cards_starLOW     Double Seven $ 166.43 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
31 October 2023   cards_starLOW     Double Seven $ 137.54 select_check_box electric_boltelectric_boltelectric_bolt 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_bolt
29 September 2023   cards_starLOW     Double Seven $ 144.85 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 August 2023   cards_starLOW     Double Seven $ 145.59 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 July 2023   cards_starLOW     Double Seven $ 154.96 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
23 June 2023   cards_starLOW     Double Seven $ 135.90 select_check_box electric_boltelectric_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
16 May 2023   cards_starLOW     Double Seven $ 132.18 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
14 April 2023   cards_starLOW     Double Seven $ 136.94 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
14 March 2023   cards_starLOW     Double Seven $ 134.95 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 February 2023   cards_starLOW     Double Seven $ 140.41 select_check_box select_check_box select_check_box select_check_box select_check_box
09 January 2023   cards_starLOW     Double Seven $ 137.98 select_check_box select_check_box select_check_box select_check_box select_check_box
06 December 2022   cards_starLOW     Double Seven $ 132.49 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
27 December 2021   cards_starLOW     Double Seven $ 157.88 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
22 November 2021   cards_starLOW     Double Seven $ 164.26 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 October 2021   cards_starLOW     Double Seven $ 167.98 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 September 2021   cards_starLOW     Double Seven $ 157.53 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
16 August 2021   cards_starLOW     Double Seven $ 158.94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
13 July 2021   cards_starLOW     Double Seven $ 155.85 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
10 June 2021   cards_starLOW     Double Seven $ 162.38 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 April 2021   cards_starLOW     Double Seven $ 148.68 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 disabled_by_default
23 March 2021   cards_starLOW     Double Seven $ 149.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
16 February 2021   cards_starLOW     Double Seven $ 144.10 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
12 January 2021   cards_starLOW     Double Seven $ 139.83 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
11 December 2020   cards_starMEDIUM     Double Seven $ 119.25 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
09 March 2020   cards_starMEDIUM     Double Seven $ 94.00 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
04 February 2020   cards_starMEDIUM     Double Seven $ 133.98 select_check_box select_check_box select_check_box select_check_box select_check_box
03 January 2020   cards_starLOW     Double Seven $ 136.46 select_check_box select_check_box select_check_box select_check_box select_check_box
02 December 2019   cards_starMEDIUM     Double Seven $ 129.65 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
29 October 2019   cards_starMEDIUM     Double Seven $ 124.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 September 2019   cards_starMEDIUM     Double Seven $ 114.72 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
16 August 2019   cards_starMEDIUM     Double Seven $ 104.39 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
15 July 2019   cards_starMEDIUM     Double Seven $ 111.87 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 June 2019   cards_starMEDIUM     Double Seven $ 107.24 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
08 May 2019   cards_starMEDIUM     Double Seven $ 109.07 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
23 October 2018   cards_starMEDIUM     Double Seven $ 99.82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
21 September 2018   cards_starMEDIUM     Double Seven $ 112.16 select_check_box select_check_box select_check_box select_check_box select_check_box
20 August 2018   cards_starMEDIUM     Double Seven $ 108.49 select_check_box select_check_box select_check_box select_check_box select_check_box
17 July 2018   cards_starMEDIUM     Double Seven $ 104.69 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
15 June 2018   cards_starLOW     Double Seven $ 101.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
14 May 2018   cards_starLOW     Double Seven $ 107.34 select_check_box select_check_box select_check_box select_check_box select_check_box
10 April 2018   cards_starLOW     Double Seven $ 105.75 select_check_box select_check_box select_check_box select_check_box select_check_box
09 March 2018   cards_starLOW     Double Seven $ 109.89 select_check_box select_check_box select_check_box select_check_box select_check_box
05 February 2018   cards_starLOW     Double Seven $ 103.90 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
26 December 2017   cards_starLOW     Double Seven $ 99.83 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
21 November 2017   cards_starLOW     Double Seven $ 92.47 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
20 October 2017   cards_starMEDIUM     Double Seven $ 92.64 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
18 September 2017   cards_starMEDIUM     Double Seven $ 85.65 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
15 August 2017   cards_starLOW     Double Seven $ 86.20 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
14 July 2017   cards_starMEDIUM     Double Seven $ 84.82 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
12 June 2017   cards_starLOW     Double Seven $ 80.33 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 May 2017   cards_starMEDIUM     Double Seven $ 80.20 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
06 April 2017   cards_starLOW     Double Seven $ 79.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
06 March 2017   cards_starMEDIUM     Double Seven $ 84.40 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
31 January 2017   cards_starMEDIUM     Double Seven $ 78.01 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 December 2016   LOW     Double Seven $ 78.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
15 November 2016   LOW     Double Seven $ 71.88 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
14 October 2016   LOW     Double Seven $ 62.12 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
12 September 2016   LOW     Double Seven $ 60.27 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
09 August 2016   LOW     Double Seven $ 59.75 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
06 July 2016   LOW     Double Seven $ 53.93 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
03 June 2016   LOW     Double Seven $ 57.86 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 May 2016   LOW     Double Seven $ 57.23 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt

 

The data for JPMorgan Chase & Company (exchange: XNYS symbol: JPM) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Dec 2015 - 08 Jun 2026.