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:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 10.76%.   Win rate: 100%.   Sharpe Ratio: 2.541.   Maximum drawdown: -16.51% on 24 December 2018.
Mean CAGR: 191.89%. Time in market: 247 days.   Hypothetical return: $1000 would be worth $1662.07 on 06 April 2020.
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 5 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 10.76%) + (0% * 0%) - (0% * 0%) = 10.76%.
Wins: 5 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.

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

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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%
30 July 2026 Gap Up $ 65.29 31 51 75 89 53 45 schedule schedule schedule schedule schedule
13 May 2025 Gap Up $ 55.52 47 51 85 80 71 56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
30 April 2025 Gap Up $ 50.50 78 85 85 80 71 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_bolt
07 November 2024 Gap Up $ 79.98 34 81 95 70 81 53 schedule schedule schedule schedule schedule
25 March 2020 Gap Up $ 82.98 97 95 100 84 91 100 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
16 March 2020 Gap Up $ 78.05 98 97 100 84 86 100 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
25 October 2018 Gap Up $ 83.18 76 88 100 93 88 86 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 February 2018 Gap Up $ 76.18 71 82 100 87 74 82 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
27 April 2016 Gap Up $ 59.71 85 74 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_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.