Stepan Company (SCL) Daily/Weekly Backtest Results crown

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to SCL's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: 8.31%. Win rate: 90.0%. Sharpe Ratio: 1.217. Maximum drawdown: -41.15% on 13 October 2023.
Mean CAGR: 119.27%. Time in market: 815 days. Hypothetical return: $1000 would be worth $1899.30 on 22 December 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 Stepan Company

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 10 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (90.0% * 9.06%) + (10.0% * 1.60%) - (0% * 0%) = 8.31%.
Wins: 9 Breakevens: 1 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.

Stepan Company Analysis

Market sector: Basic Materials.

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%
30 July 2026	Gap Up	31	51	75	89	53	45	schedule	schedule	schedule
30 June 2026	Collapsed Bubble	82	53	74	88	57	78	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
16 June 2026	Collapsed Bubble	62	51	75	89	58	67	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
16 June 2026	Double Seven	60	53	75	89	58	66	schedule	schedule	schedule
03 June 2026	Collapsed Bubble	74	81	75	89	58	84	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
19 May 2026	Collapsed Bubble	63	81	75	85	57	77	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
14 May 2026	Double Seven	56	86	75	86	57	73	select_check_box electric_boltelectric_bolt	schedule	schedule
05 May 2026	Collapsed Bubble	68	74	74	87	55	78	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
21 April 2026	Collapsed Bubble	72	62	74	85	55	76	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
16 April 2026	Mega Dump Lite	50	66	75	85	55	63	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt

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%
28 October 2025	52 Week Low	$ 44.68	72	73	79	87	71	79	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
25 September 2025	52 Week Low	$ 46.94	79	68	78	77	63	81	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
04 April 2025	52 Week Low	$ 48.26	89	73	88	77	75	88	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
03 March 2025	52 Week Low	$ 59.86	84	56	94	77	81	79	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
18 December 2024	52 Week Low	$ 70.12	88	94	94	75	81	94	schedule	schedule	schedule	schedule	schedule
21 September 2023	52 Week Low	$ 76.76	81	91	94	78	90	89	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
16 August 2023	52 Week Low	$ 88.32	70	53	94	84	91	70	select_check_box	select_check_box	select_check_box	disabled_by_default	disabled_by_default
26 April 2023	52 Week Low	$ 89.43	91	67	100	84	94	87	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box
23 September 2022	52 Week Low	$ 95.58	98	93	100	83	80	100	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
17 June 2022	52 Week Low	$ 96.20	99	94	100	82	78	100	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	select_check_box electric_boltelectric_bolt
01 March 2022	52 Week Low	$ 102.98	82	79	100	83	84	87	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
28 January 2022	52 Week Low	$ 109.32	91	85	100	83	84	94	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
09 March 2020	52 Week Low	$ 79.87	95	82	100	84	85	95	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
03 May 2018	52 Week Low	$ 67.95	87	67	100	85	84	85	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_boltelectric_bolt
08 February 2018	52 Week Low	$ 68.43	85	71	100	85	69	86	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

The data for Stepan Company (exchange: XNYS symbol: SCL) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Sep 2015 - 12 Aug 2026.