Merck & Co Inc (MRK) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to MRK's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 9.90%.   Win rate: 100%.   Sharpe Ratio: 3.905.   Maximum drawdown: -2.88% on 25 March 2020.
Mean CAGR: 209.55%. Time in market: 162 days.   Hypothetical return: $1000 would be worth $1601.73 on 26 December 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 Merck & Co

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 5 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 9.90%) + (0% * 0%) - (0% * 0%) = 9.90%.
Wins: 5 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.

Merck & Co Analysis

Market sector: Healthcare.

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 June 2026 Double Seven 41 71 100 82 87 57 schedule schedule schedule
01 June 2026 Gap Down 46 67 100 82 87 60 schedule schedule schedule
26 May 2026 Gap Up 50 79 100 82 87 66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 May 2026 Double Seven 45 76 100 82 88 61 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
01 May 2026 Mega Dump Lite 45 87 100 82 88 64 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
22 April 2026 50 Day Low 35 75 100 81 88 53 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
21 April 2026 Gap Down 50 68 100 81 88 63 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
31 March 2026 Double Seven 54 73 100 81 88 67 schedule schedule schedule
27 February 2026 Double Seven 50 75 100 82 89 65 select_check_box schedule schedule
09 February 2026 Gap Down 51 56 100 82 90 60 select_check_box select_check_box select_check_box

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%
09 May 2025 52 Week Low $ 76.96 77 66 100 72 90 78 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
07 April 2025 52 Week Low $ 81.10 90 95 100 70 90 95 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
22 January 2025 52 Week Low $ 95.82 52 89 100 74 91 69 select_check_box select_check_box select_check_box select_check_box select_check_box
13 November 2024 52 Week Low $ 98.50 50 92 100 75 92 68 select_check_box select_check_box select_check_box select_check_box select_check_box
28 November 2023 52 Week Low $ 99.39 54 86 100 70 95 69 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_boltelectric_bolt
14 September 2021 52 Week Low $ 72.58 33 71 100 85 93 51 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
08 June 2021 52 Week Low $ 72.68 34 64 100 80 94 50 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 electric_bolt
16 March 2020 52 Week Low $ 70.34 97 97 100 76 91 100 select_check_box electric_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_bolt
30 October 2017 52 Week Low $ 51.30 50 53 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

 

The data for Merck & Co Inc (exchange: XNYS symbol: MRK) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Dec 2015 - 12 Aug 2026.