Parker-Hannifin Corp (PH) Daily/Weekly Backtest Results crown

Signal:                
                   
              [ What are these? | Switch to PH's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.30%.   Win rate: 100%.   Sharpe Ratio: 17.15.   Maximum drawdown: -33.11% on 23 March 2020.
Mean CAGR: 169.23%. Time in market: 374 days.   Hypothetical return: $1000 would be worth $1378.68 on 11 August 2022.
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 Parker-Hannifin

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 6 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.30%) + (0% * 0%) - (0% * 0%) = 8.30%.
Wins: 6 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.

Parker-Hannifin Analysis

Market sector: Industrials.

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%
07 August 2026 Gap Up 40 67 100 90 79 56 schedule schedule schedule
29 July 2026 Gap Down 36 72 100 90 79 54 schedule schedule schedule
16 June 2026 Mega Dump Lite 60 56 100 90 81 67 schedule schedule schedule
29 May 2026 26 Week Low 71 78 100 89 81 81 schedule schedule schedule
27 May 2026 Double Seven 40 76 100 89 81 59 schedule schedule schedule
15 May 2026 Mega Dump Lite 61 87 100 87 81 76 schedule schedule schedule
15 May 2026 Williams %R (Weekly) 74 87 100 87 81 85 schedule schedule schedule
04 May 2026 50 Day Low 81 76 100 87 81 85 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 April 2026 Gap Down 47 84 100 87 81 65 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 April 2026 Double Seven 45 82 100 86 81 63 schedule schedule schedule

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%
24 May 2022  bubble_chart 52 Week Low $ 261.01 97 95 100 80 84 100 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 select_check_box electric_bolt
12 April 2022  bubble_chart 52 Week Low $ 271.50 72 75 100 81 84 79 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 March 2022  bubble_chart 52 Week Low $ 277.46 69 76 100 72 82 77 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box
09 March 2020 52 Week Low $ 147.41 82 83 100 81 85 87 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
24 December 2018 52 Week Low $ 138.58 99 97 100 87 88 100 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_boltelectric_bolt
23 October 2018 52 Week Low $ 148.10 81 81 100 89 85 88 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 Parker-Hannifin Corp (exchange: XNYS symbol: PH) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Sep 2015 - 12 Aug 2026.