Stepan Company (SCL) Daily/Weekly Backtest Results crown

Signal:                  
                  [ What are these? | Switch to SCL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: -0.57%.   Win rate: 75.41%.   Sharpe Ratio: -4.474.   Maximum drawdown: -53.85% on 04 November 2025.
Mean CAGR: 73.68%. Time in market: 14480 days.   Hypothetical return: $1000 would be worth $1269.95 on 16 December 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 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 61 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (75.41% * 8.54%) + (4.92% * 0.54%) - (19.67% * 35.77%) = -0.57%.
Wins: 46 Breakevens: 3 Losses: 12

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
14 May 2026   cards_starLOW    front_loaderLOW   Double Seven $ 50.82 select_check_box electric_boltelectric_bolt schedule schedule schedule schedule
30 March 2026   cards_starLOW    front_loaderLOW   Double Seven $ 49.90 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
24 February 2026   cards_starLOW    front_loaderLOW   Double Seven $ 53.08 schedule schedule schedule schedule schedule
21 January 2026   cards_starMEDIUM    front_loaderLOW   Double Seven $ 52.32 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
24 June 2024   cards_starLOW     Double Seven $ 83.64 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
21 May 2024   cards_starLOW     Double Seven $ 87.74 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 April 2024   cards_starLOW     Double Seven $ 85.19 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
11 March 2024   cards_starLOW     Double Seven $ 88.10 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 February 2024   cards_starLOW     Double Seven $ 89.04 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 January 2024   cards_starLOW     Double Seven $ 91.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 February 2023   cards_starLOW     Double Seven $ 104.63 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 January 2023   cards_starLOW     Double Seven $ 110.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 December 2022   cards_starLOW     Double Seven $ 107.44 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
26 September 2022   cards_starLOW     Double Seven $ 95.54 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
23 August 2022   cards_starLOW     Double Seven $ 110.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 November 2021   cards_starLOW     Double Seven $ 123.54 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 July 2021   cards_starLOW     Double Seven $ 119.50 select_check_box select_check_box select_check_box electric_bolt disabled_by_default disabled_by_default
11 June 2021   cards_starLOW     Double Seven $ 131.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 May 2021   cards_starLOW     Double Seven $ 137.24 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 April 2021   cards_starLOW     Double Seven $ 129.72 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
05 March 2021   cards_starLOW     Double Seven $ 122.90 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
01 February 2021   cards_starLOW     Double Seven $ 116.11 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 disabled_by_default
29 December 2020   cards_starMEDIUM     Double Seven $ 117.77 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
24 November 2020   cards_starMEDIUM     Double Seven $ 123.88 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
25 September 2020   cards_starMEDIUM     Double Seven $ 106.96 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
24 August 2020   cards_starMEDIUM     Double Seven $ 115.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
03 March 2020   cards_starMEDIUM     Double Seven $ 88.84 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
31 January 2020   cards_starMEDIUM     Double Seven $ 98.53 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
30 December 2019   cards_starLOW     Double Seven $ 100.42 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
26 November 2019   cards_starMEDIUM     Double Seven $ 98.74 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
25 October 2019   cards_starMEDIUM     Double Seven $ 94.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
23 September 2019   cards_starMEDIUM     Double Seven $ 94.35 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 August 2019   cards_starMEDIUM     Double Seven $ 93.57 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box
19 July 2019   cards_starMEDIUM     Double Seven $ 91.68 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
17 June 2019   cards_starMEDIUM     Double Seven $ 90.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
14 May 2019   cards_starMEDIUM     Double Seven $ 86.92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 April 2019   cards_starMEDIUM     Double Seven $ 88.37 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 March 2019   cards_starMEDIUM     Double Seven $ 89.60 select_check_box select_check_box select_check_box select_check_box select_check_box
08 February 2019   cards_starMEDIUM     Double Seven $ 84.92 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
21 December 2018   cards_starMEDIUM     Double Seven $ 71.06 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 November 2018   cards_starMEDIUM     Double Seven $ 83.71 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 October 2018   cards_starMEDIUM     Double Seven $ 84.81 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
14 September 2018   cards_starMEDIUM     Double Seven $ 87.99 select_check_box select_check_box select_check_box select_check_box select_check_box
13 August 2018   cards_starMEDIUM     Double Seven $ 84.72 select_check_box select_check_box select_check_box select_check_box select_check_box
20 April 2018   cards_starLOW     Double Seven $ 86.04 select_check_box select_check_box select_check_box select_check_box select_check_box
20 March 2018   cards_starLOW     Double Seven $ 82.06 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
21 November 2017   cards_starLOW     Double Seven $ 79.64 select_check_box select_check_box select_check_box select_check_box select_check_box
19 October 2017   cards_starMEDIUM     Double Seven $ 84.26 select_check_box select_check_box select_check_box select_check_box select_check_box
08 August 2017   cards_starMEDIUM     Double Seven $ 77.12 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 July 2017   cards_starMEDIUM     Double Seven $ 84.95 select_check_box select_check_box select_check_box select_check_box select_check_box
02 June 2017   cards_starLOW     Double Seven $ 83.94 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
01 May 2017   cards_starMEDIUM     Double Seven $ 82.40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
28 March 2017   cards_starLOW     Double Seven $ 75.21 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
22 February 2017   cards_starMEDIUM     Double Seven $ 70.19 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_boltelectric_bolt
20 January 2017   cards_starLOW     Double Seven $ 75.13 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
19 December 2016   cards_starLOW     Double Seven $ 80.12 select_check_box select_check_box select_check_box select_check_box select_check_box
15 November 2016   cards_starMEDIUM     Double Seven $ 75.21 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
14 October 2016   LOW     Double Seven $ 68.45 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 select_check_box electric_boltelectric_bolt
12 September 2016   LOW     Double Seven $ 66.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
06 July 2016   LOW     Double Seven $ 55.08 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
03 June 2016   LOW     Double Seven $ 55.84 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
02 May 2016   LOW     Double Seven $ 58.28 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
29 March 2016   LOW     Double Seven $ 52.50 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
15 January 2016   LOW     Double Seven $ 42.39 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
14 December 2015   LOW     Double Seven $ 46.82 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
10 November 2015   LOW     Double Seven $ 49.07 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt

 

The data for Stepan Company (exchange: XNYS symbol: SCL) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Sep 2015 - 08 Jun 2026.