Leidos Holdings Inc (LDOS) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to LDOS's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 9.22%.   Win rate: 100%.   Sharpe Ratio: 3.845.   Maximum drawdown: -9.27% on 23 March 2020.
Mean CAGR: 228.67%. Time in market: 235 days.   Hypothetical return: $1000 would be worth $1863.55 on 22 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 Leidos Holdings

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 9 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 9.22%) + (0% * 0%) - (0% * 0%) = 9.22%.
Wins: 9 Breakevens: 0 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.

Leidos Holdings 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 Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
05 August 2026 Gap Up 41 78 95 82 69 59 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
04 August 2026 Mega Dump Lite 63 81 95 82 69 76 schedule schedule schedule
29 July 2026 Gap Down 51 87 95 82 69 69 schedule schedule schedule
28 July 2026 Simple Mean Reversion 95 87 95 82 69 97 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
01 July 2026 Mega Dump Lite 57 81 95 82 72 72 schedule schedule schedule
24 June 2026 Simple Mean Reversion (RoC) 58 79 95 82 72 72 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
23 June 2026 Rate of Change 88 87 95 82 72 94 schedule schedule schedule
18 June 2026 Super Oversold (52) 58 84 95 82 72 73 schedule schedule schedule
17 June 2026 Gap Down 53 78 95 82 72 68 schedule schedule schedule
16 June 2026 Super Oversold (RoC) 51 80 95 82 72 67 schedule schedule schedule

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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%
05 August 2026 Gap Up $ 128.24 41 78 95 82 69 59 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
06 August 2025 Gap Up $ 174.74 61 83 96 63 72 73 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
07 November 2024 Gap Up $ 193.44 52 92 97 64 82 69 select_check_box select_check_box select_check_box select_check_box select_check_box
30 October 2024 Gap Up $ 186.93 52 77 97 66 82 65 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
01 May 2024 Gap Up $ 140.95 36 92 96 66 85 56 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 electric_bolt
14 February 2024 Gap Up $ 121.72 53 92 96 60 85 69 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 electric_boltelectric_bolt
01 November 2023 Gap Up $ 100.60 51 92 96 67 88 69 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
10 November 2020 Gap Up $ 94.68 86 90 100 71 88 91 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
08 April 2020  bubble_chart Gap Up $ 93.95 84 93 100 100 100 94 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
07 April 2020  bubble_chart Gap Up $ 95.57 82 93 100 100 100 93 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
25 March 2020  bubble_chart Gap Up $ 82.47 96 91 100 100 100 100 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 electric_boltelectric_boltelectric_bolt
16 March 2020  bubble_chart Gap Up $ 78.13 93 96 100 100 100 100 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 electric_boltelectric_boltelectric_bolt
07 February 2020 Gap Up $ 109.00 63 74 100 99 100 74 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

 

The data for Leidos Holdings Inc (exchange: XNYS symbol: LDOS) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Jun 2016 - 12 Aug 2026.