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: 7.25%.   Win rate: 83.33%.   Sharpe Ratio: -0.461.   Maximum drawdown: -25.41% on 24 December 2018.
Mean CAGR: 153.08%. Time in market: 1598 days.   Hypothetical return: $1000 would be worth $2125.79 on 10 November 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 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 12 signal(s) occurring before 22 July 2024 for a 7.5% profit target: (83.33% * 8.63%) + (16.67% * 0.32%) - (0% * 0%) = 7.25%.
Wins: 10 Breakevens: 2 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 Score Performance
5% 6% 7.5%
29 July 2026 Gap Down   smart_toyLOW (36)    factoryLOW   schedule schedule schedule
16 June 2026 Mega Dump Lite   smart_toyLOW (60)    factoryLOW   schedule schedule schedule
29 May 2026 26 Week Low   smart_toyLOW (71)    factoryLOW   schedule schedule schedule
27 May 2026 Double Seven   smart_toyLOW (40)    factoryLOW   schedule schedule schedule
15 May 2026 Mega Dump Lite   smart_toyLOW (61)    factoryLOW   schedule schedule schedule
15 May 2026 Williams %R (Weekly)   smart_toyLOW (74)    factoryLOW   schedule schedule schedule
04 May 2026 50 Day Low   smart_toyMEDIUM (81)    factoryLOW   select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 April 2026 Gap Down   smart_toyLOW (47)    factoryLOW   select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 April 2026 Double Seven   smart_toyLOW (45)    factoryLOW   schedule schedule schedule
20 April 2026 Gap Up   smart_toyLOW (51)    factoryLOW   schedule schedule schedule

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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
29 July 2026   smart_toyLOW (36)    factoryLOW   Gap Down $ 968.00 schedule schedule schedule schedule schedule
30 April 2026   smart_toyLOW (47)    factoryLOW   Gap Down $ 902.71 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
06 March 2026   smart_toyLOW (49)    factoryLOW   Gap Down $ 934.73 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
28 March 2025   smart_toyMEDIUM (81)    factoryLOW   Gap Down $ 612.58 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
21 February 2025   smart_toyLOW (53)    factoryLOW   Gap Down $ 681.40 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
03 September 2024   smart_toyLOW (70)    factoryLOW   Gap Down $ 584.11 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_boltelectric_bolt
24 July 2024   smart_toyLOW (61)    factoryLOW   Gap Down $ 538.02 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
18 October 2023   smart_toyLOW (66)     Gap Down $ 386.68 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
26 November 2021  bubble_chart   smart_toyLOW (58)     Gap Down $ 312.85 select_check_box select_check_box select_check_box select_check_box select_check_box
27 January 2021  bubble_chart   smart_toyLOW (60)     Gap Down $ 255.39 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
13 April 2020   smart_toyMEDIUM (87)     sirenFIRE SALE Gap Down $ 139.89 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
31 January 2020   smart_toyLOW (70)     Gap Down $ 197.17 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt
31 October 2019   smart_toyLOW (54)     Gap Down $ 183.62 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
13 May 2019   smart_toyLOW (67)     Gap Down $ 164.14 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   smart_toyLOW (78)     Gap Down $ 165.43 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
24 April 2018   smart_toyLOW (57)     Gap Down $ 161.12 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
01 February 2018   smart_toyLOW (36)     Gap Down $ 185.80 select_check_box select_check_box select_check_box select_check_box select_check_box
24 June 2016   smart_toyMEDIUM (84)     Gap Down $ 100.41 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
18 September 2015   smart_toyLOW (67)     Gap Down $ 94.56 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Parker-Hannifin Corp (exchange: XNYS symbol: PH) was last updated 30 Jul 2026 02:22. Data for this stock is available from 01 Sep 2015 - 29 Jul 2026.