Metlife Inc (MET) Daily/Weekly Backtest Results

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

Expectancy: 15.04%.   Win rate: 60.0%.   Sharpe Ratio: -0.037.
Mean CAGR of winning trades: 31.3%. Time in market: 3002 days.   Average win: 32.01% Average loss: -10.42%.
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 Metlife

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 10 signal(s): (60.0% * 32.01%) - (40.0% * 10.42%) = 15.04%.
Wins: 6 Losses: 4

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.

Metlife 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.

 

Rate of Change Backtest Summary (Trailing Stops System)

This table summarises how profitable it would have been to have bought this stock at each Rate of Change entry signal and held until the initial 20% stop loss or the trailing stop loss was triggered.

Key:   electric_bolt : high CAGR trade schedule : open trade

Signal Date Price CAGR Profit / Loss Running Avg
24 December 2015   LOW   $32.61 -84.70% -21.07% -21.07 %
16 February 2016   LOW   $26.00 0.02% 0.01% -10.53 %
14 February 2018 bubble_chart   MEDIUM   $42.30 -0.09% -0.14% -7.07 %
30 October 2018 bubble_chart   MEDIUM   $37.82 12.54% electric_bolt 17.00% -1.05 %
17 March 2020 bubble_chart   HIGH   smart_toy0.996 $27.70 81.67%
electric_boltelectric_boltelectric_bolt
111.52% 21.46 %
21 March 2023   MEDIUM   $58.54 -69.21% -15.45% 15.31 %
17 May 2023   MEDIUM   $49.40 29.11%
electric_boltelectric_bolt
59.05% 21.56 %
08 August 2024   MEDIUM   $69.41 3.43% 2.23% 19.14 %
10 April 2025   MEDIUM   smart_toy0.983 $72.14 -5.35% -5.02% 16.46 %
16 March 2026   MEDIUM   $68.88 61.01%
electric_boltelectric_boltelectric_bolt
schedule 2.24% 15.04 %

 

The data for Metlife Inc (exchange: XNYS symbol: MET) was last updated 10 Apr 2026 04:58. Data for this stock is available from 01 Dec 2015 - 09 Apr 2026.