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

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

Expectancy: 8.48%.   Win rate: 100%.   Sharpe Ratio: 0.229.   Maximum drawdown: -48.64% on 23 March 2020.
Mean CAGR: 124.01%. Time in market: 1505 days.   Hypothetical return: $1000 would be worth $2507.05 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 17 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (100% * 8.48%) + (0% * 0%) - (0% * 0%) = 8.48%.
Wins: 17 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.

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
30 March 2026   LOW     smart_toy0.833 Williams %R (Weekly) $ 879.43 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 schedule
04 April 2025   MEDIUM   FIRE SALE   smart_toy0.995 Williams %R (Weekly) $ 522.90 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
04 March 2025   MEDIUM     smart_toy0.966 Williams %R (Weekly) $ 635.48 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 June 2024   MEDIUM     smart_toy0.682 Williams %R (Weekly) $ 523.59 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
18 October 2023   HIGH   FIRE SALE   smart_toy0.959 Williams %R (Weekly) $ 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
13 June 2022   MEDIUM     smart_toy0.823 Williams %R (Weekly) $ 252.68 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_boltelectric_bolt
11 April 2022   MEDIUM   FIRE SALE   smart_toy0.858 Williams %R (Weekly) $ 272.16 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
23 February 2022   HIGH     smart_toy0.639 Williams %R (Weekly) $ 293.82 select_check_box select_check_box select_check_box select_check_box select_check_box
21 September 2021   MEDIUM     smart_toy0.62 Williams %R (Weekly) $ 282.84 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
17 June 2021   MEDIUM     smart_toy0.88 Williams %R (Weekly) $ 290.56 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 February 2020   MEDIUM   FIRE SALE   smart_toy0.893 Williams %R (Weekly) $ 191.97 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
23 May 2019   MEDIUM   FIRE SALE   smart_toy0.645 Williams %R (Weekly) $ 156.90 select_check_box electric_boltelectric_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   FIRE SALE   smart_toy0.971 Williams %R (Weekly) $ 138.58 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
19 October 2018   HIGH   FIRE SALE   smart_toy0.472 Williams %R (Weekly) $ 153.04 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
27 June 2018   HIGH     smart_toy0.816 Williams %R (Weekly) $ 149.82 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
24 April 2018   HIGH     smart_toy0.595 Williams %R (Weekly) $ 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
23 March 2018   MEDIUM     smart_toy0.821 Williams %R (Weekly) $ 165.56 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
08 February 2018   MEDIUM   FIRE SALE   smart_toy0.849 Williams %R (Weekly) $ 171.05 select_check_box select_check_box select_check_box select_check_box select_check_box
24 June 2016   LOW     smart_toy0.901 Williams %R (Weekly) $ 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
20 January 2016   LOW     smart_toy0.986 Williams %R (Weekly) $ 79.44 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
18 December 2015   LOW     smart_toy0.942 Williams %R (Weekly) $ 86.45 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

 

The data for Parker-Hannifin Corp (exchange: XNYS symbol: PH) was last updated 30 Apr 2026 06:48. Data for this stock is available from 01 Sep 2015 - 29 Apr 2026.