MSA Safety Inc (MSA) Daily/Weekly Backtest Results crown

Signal:                  
                [ What are these? | Switch to MSA's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.20%.   Win rate: 86.36%.   Sharpe Ratio: -2.63.   Maximum drawdown: -29.82% on 30 September 2022.
Mean CAGR: 135.76%. Time in market: 2639 days.   Hypothetical return: $1000 would be worth $2886.92 on 04 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 MSA Safety

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 22 signal(s) occurring before 29 May 2024 for a 7.5% profit target: (86.36% * 8.28%) + (13.64% * 0.37%) - (0% * 0%) = 7.20%.
Wins: 19 Breakevens: 3 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.

MSA Safety Analysis

Market sector: Consumer Discretionary.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day 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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
05 June 2026   MEDIUM   smart_toy0.855  factory0.967   50 Day Low $ 161.40 schedule schedule schedule schedule schedule
27 March 2026   MEDIUM   smart_toy0.76  factory0.775   50 Day Low $ 166.13 select_check_box electric_bolt schedule schedule schedule schedule
28 October 2025   MEDIUM   smart_toy0.856  factory0.657   50 Day Low $ 164.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
16 September 2025   MEDIUM   smart_toy0.631  factory0.652   50 Day Low $ 168.76 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 March 2025   MEDIUM   smart_toy0.946  factory0.872   FIRE SALE 50 Day Low $ 156.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
06 January 2025   MEDIUM   smart_toy0.967  factory0.823   50 Day Low $ 163.70 select_check_box select_check_box select_check_box select_check_box select_check_box
22 October 2024   MEDIUM   smart_toy0.803  factory0.722   50 Day Low $ 169.70 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
04 September 2024   MEDIUM   smart_toy0.836  factory0.705   50 Day Low $ 174.90 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
29 May 2024   MEDIUM   smart_toy0.618  factory0.476   50 Day Low $ 179.62 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
24 October 2023   MEDIUM   smart_toy0.854  factory0.876   FIRE SALE 50 Day Low $ 147.80 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_bolt
22 September 2023   MEDIUM   smart_toy0.753  factory0.782   50 Day Low $ 164.10 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
26 April 2023   MEDIUM   smart_toy0.686  factory0.683   50 Day Low $ 127.84 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
23 March 2023   MEDIUM   smart_toy0.88  factory0.876   50 Day Low $ 129.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
06 September 2022   MEDIUM   smart_toy0.731  factory0.934   50 Day Low $ 116.53 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
15 June 2022   MEDIUM   smart_toy0.897  factory0.934   FIRE SALE 50 Day Low $ 118.55 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
12 April 2022   MEDIUM   smart_toy0.681  factory0.726   50 Day Low $ 128.84 select_check_box select_check_box select_check_box select_check_box select_check_box
08 March 2022   HIGH   smart_toy0.943  factory0.822   FIRE SALE 50 Day Low $ 131.16 select_check_box select_check_box select_check_box select_check_box select_check_box
21 January 2022   MEDIUM   smart_toy0.941  factory0.759   50 Day Low $ 139.65 select_check_box select_check_box select_check_box select_check_box select_check_box
01 December 2021   MEDIUM   smart_toy0.644  factory0.853   50 Day Low $ 143.28 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
10 September 2021   MEDIUM   smart_toy0.817  factory0.67   50 Day Low $ 156.76 select_check_box select_check_box select_check_box select_check_box select_check_box
24 March 2021   MEDIUM   smart_toy0.718  factory0.529   50 Day Low $ 152.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
02 April 2020   MEDIUM   smart_toy0.994  factory0.926   FIRE SALE 50 Day Low $ 90.56 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
26 February 2020   MEDIUM   smart_toy0.867  factory0.803   FIRE SALE 50 Day Low $ 124.28 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
14 August 2019   MEDIUM   smart_toy0.755  factory0.898   50 Day Low $ 99.52 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
30 May 2019   MEDIUM   smart_toy0.904  factory0.909   FIRE SALE 50 Day Low $ 98.15 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
24 December 2018   HIGH   smart_toy0.799  factory0.911   50 Day Low $ 87.03 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_bolt
11 October 2018   MEDIUM   smart_toy0.723  factory0.981   50 Day Low $ 94.42 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
05 February 2018   MEDIUM   smart_toy0.845  factory0.934   FIRE SALE 50 Day Low $ 74.13 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
02 August 2017   MEDIUM   smart_toy0.625  factory0.943   50 Day Low $ 74.60 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
13 April 2017   MEDIUM   smart_toy0.726  factory0.964   50 Day Low $ 64.00 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
11 January 2016   LOW   smart_toy0.994  factory0.965   50 Day Low $ 37.51 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_boltelectric_bolt

 

The data for MSA Safety Inc (exchange: XNYS symbol: MSA) was last updated 06 Jun 2026 18:11. Data for this stock is available from 01 Sep 2015 - 05 Jun 2026.