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

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

Expectancy: 7.00%.   Win rate: 90.48%.   Sharpe Ratio: -1.308.   Maximum drawdown: -33.32% on 30 September 2022.
Mean CAGR: 128.61%. Time in market: 2700 days.   Hypothetical return: $1000 would be worth $2638.23 on 27 March 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 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 21 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (90.48% * 8.67%) + (4.76% * 0.66%) - (4.76% * 18.36%) = 7.00%.
Wins: 19 Breakevens: 1 Losses: 1

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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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%
26 March 2026   30     Gap Down $ 171.16 schedule schedule schedule schedule schedule
30 October 2025  bubble_chart   20     Gap Down $ 162.25 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
03 April 2025  bubble_chart   20     Gap Down $ 144.51 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 April 2024  bubble_chart   25     Gap Down $ 183.42 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
05 September 2023  bubble_chart   45     Gap Down $ 179.37 select_check_box select_check_box select_check_box select_check_box select_check_box
04 May 2023   45     Gap Down $ 131.59 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 electric_boltelectric_bolt
21 February 2023   15     Gap Down $ 136.72 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 January 2023   15     Gap Down $ 136.84 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
28 July 2022   35     Gap Down $ 127.58 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 March 2022  bubble_chart   60     Gap Down $ 137.24 select_check_box select_check_box select_check_box select_check_box select_check_box
25 February 2021  bubble_chart   15     Gap Down $ 164.98 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 September 2020  bubble_chart   20     Gap Down $ 126.92 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
11 June 2020  bubble_chart   20     Gap Down $ 113.24 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
01 May 2020  bubble_chart   20     Gap Down $ 107.29 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
27 March 2020  bubble_chart   95     mode_heat Gap Down $ 96.57 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
20 February 2020  bubble_chart   20     Gap Down $ 130.58 select_check_box select_check_box select_check_box select_check_box select_check_box
25 July 2019   20     Gap Down $ 105.90 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
04 December 2018   45     Gap Down $ 103.61 select_check_box select_check_box select_check_box select_check_box select_check_box
11 October 2018   45     Gap Down $ 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
12 March 2018   20     Gap Down $ 82.22 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
03 October 2017   20     Gap Down $ 74.52 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
04 August 2017   20     Gap Down $ 69.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 September 2016       Gap Down $ 52.45 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
24 June 2016       Gap Down $ 47.89 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
28 September 2015       Gap Down $ 36.74 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 electric_bolt

 

The data for MSA Safety Inc (exchange: XNYS symbol: MSA) was last updated 27 Mar 2026 11:20. Data for this stock is available from 01 Sep 2015 - 26 Mar 2026.