Martin Marietta Materials Inc (MLM) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to MLM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.89%.   Win rate: 92.86%.   Sharpe Ratio: 0.227.   Maximum drawdown: -41.25% on 23 March 2020.
Mean CAGR: 101.74%. Time in market: 1357 days.   Hypothetical return: $1000 would be worth $2226.13 on 31 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 Martin Marietta Materials

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 14 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (92.86% * 8.38%) + (7.14% * 1.51%) - (0% * 0%) = 7.89%.
Wins: 13 Breakevens: 1 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.

Martin Marietta Materials Analysis

Market sector: Basic Materials.

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%
04 August 2026 Mega Dump Lite 42 58 100 92 76 56 schedule schedule schedule
31 July 2026 Williams %R (Weekly) 48 54 100 92 76 58 schedule schedule schedule
31 July 2026 52 Week Low 45 54 100 92 76 56 schedule schedule schedule
31 July 2026 26 Week Low 43 54 100 92 76 55 schedule schedule schedule
31 July 2026 50 Day Low 34 54 100 92 76 48 schedule schedule schedule
02 July 2026 Mega Dump Lite 46 70 100 92 78 61 schedule schedule schedule
29 June 2026 Gap Down 53 56 100 92 78 62 schedule schedule schedule
27 May 2026 Mega Dump Lite 53 78 100 94 79 69 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 May 2026 52 Week Low 47 90 100 94 79 67 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
19 May 2026 Gap Down 28 84 100 90 79 50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
31 July 2026 Williams %R (Weekly) $ 530.67 48 54 100 92 76 58 schedule schedule schedule schedule schedule
15 May 2026 Williams %R (Weekly) $ 563.60 45 86 100 91 79 65 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
12 March 2026 Williams %R (Weekly) $ 588.17 44 81 100 90 82 63 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
17 November 2025 Williams %R (Weekly) $ 593.16 65 82 100 92 87 78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
21 February 2025 Williams %R (Weekly) $ 500.54 41 69 100 66 78 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
30 December 2024 Williams %R (Weekly) $ 521.18 65 91 100 75 78 79 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
12 August 2024 Williams %R (Weekly) $ 528.80 51 68 100 57 81 62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 June 2024 Williams %R (Weekly) $ 547.99 77 48 100 78 85 72 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 October 2023 Williams %R (Weekly) $ 403.24 72 91 100 65 88 82 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_bolt
21 September 2023 Williams %R (Weekly) $ 412.05 56 90 100 63 89 71 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 March 2023 Williams %R (Weekly) $ 333.58 75 81 100 73 83 82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
14 October 2022 Williams %R (Weekly) $ 307.70 87 95 100 60 67 93 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 select_check_box electric_boltelectric_bolt
13 June 2022 Williams %R (Weekly) $ 315.24 91 96 100 56 66 94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
26 April 2022 Williams %R (Weekly) $ 354.39 67 85 100 55 71 76 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
23 February 2022 Williams %R (Weekly) $ 372.96 66 91 100 48 74 76 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
21 February 2020 Williams %R (Weekly) $ 252.98 41 59 100 79 89 54 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
09 October 2018 Williams %R (Weekly) $ 178.71 34 81 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
07 September 2018 Williams %R (Weekly) $ 193.64 44 78 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
13 April 2018 Williams %R (Weekly) $ 195.11 33 64 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
01 August 2017 Williams %R (Weekly) $ 207.18 39 50 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2017 Williams %R (Weekly) $ 207.60 60 61 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Martin Marietta Materials Inc (exchange: XNYS symbol: MLM) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Sep 2016 - 12 Aug 2026.