Charles Schwab Corp (SCHW) Daily/Weekly Backtest Results

Buy indicator:            
            [ What are these indicators? | Switch to SCHW's monthly backtests ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 6.27%.   Win rate: 91.30%.   Sharpe Ratio: -2.913.   Maximum drawdown: 41.27% on 12 March 2020.
Mean CAGR: 122.42%. Time in market: 2463 days.   Hypothetical return: $1000 would be worth $2543.15 on 15 May 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 Charles Schwab

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 23 signal(s) occurring before 06 February 2024 for a 5% profit target: (91.30% * 6.76%) + (8.70% * 1.15%) - (0% * 0%) = 6.27%.
Wins: 21 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.

Charles Schwab Analysis

Market sector: Financials.

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

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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
10 February 2026 $103.12 schedule schedule schedule schedule schedule
13 December 2024 $81.29 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
16 July 2024 $68.82 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 May 2024 $76.96 select_check_box select_check_box select_check_box select_check_box select_check_box
03 October 2023 $51.67 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
19 January 2023 $77.14 select_check_box select_check_box select_check_box select_check_box select_check_box
14 October 2022 $71.65 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_boltelectric_bolt select_check_box
26 July 2022 $62.30 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
18 April 2022 $75.62 select_check_box select_check_box select_check_box select_check_box disabled_by_default
01 March 2022 $80.51 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 disabled_by_default
26 November 2021 $79.44 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
27 January 2021 $54.35 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_boltelectric_bolt
24 June 2020 $34.65 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
12 May 2020 $35.16 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_boltelectric_bolt
03 March 2020 $39.76 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 October 2019 $38.29 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
01 August 2019 $41.39 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 May 2019 $43.39 select_check_box select_check_box select_check_box select_check_box select_check_box
22 March 2019 $41.58 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
10 October 2018 $49.46 select_check_box select_check_box select_check_box select_check_box select_check_box
22 March 2018 $52.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
17 May 2017 $37.52 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_bolt
21 March 2017 $39.89 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 February 2017 $37.91 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
03 June 2016 $28.27 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 January 2016 $26.99 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
11 December 2015 $30.59 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Charles Schwab Corp (exchange: XNYS symbol: SCHW) was last updated 13 Feb 2026 06:51. Data for this stock is available from 01 Dec 2015 - 12 Feb 2026.