S&P Global Inc (SPGI) Daily/Weekly Backtest Results crown

Signal:                
                   
              [ What are these? | Switch to SPGI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 6.93%.   Win rate: 84.21%.   Sharpe Ratio: -2.311.   Maximum drawdown: -35.85% on 13 October 2022.
Mean CAGR: 92.54%. Time in market: 2756 days.   Hypothetical return: $1000 would be worth $2245.09 on 27 June 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 S&P Global

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 19 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (84.21% * 8.38%) + (10.53% * 0.81%) - (5.26% * 3.99%) = 6.93%.
Wins: 16 Breakevens: 2 Losses: 1

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.

S&P Global 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.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day 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%.

Signal Date, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
24 June 2026   smart_toyLOW (68)    account_balanceLOW   50 Day Low $ 402.36 schedule schedule schedule schedule schedule
14 May 2026   smart_toyLOW (72)    account_balanceLOW   50 Day Low $ 406.48 select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule schedule schedule
03 February 2026   smart_toyLOW (39)    account_balanceLOW   50 Day Low $ 485.60 schedule schedule schedule schedule schedule
19 September 2025   smart_toyLOW (39)    account_balanceLOW   50 Day Low $ 507.48 select_check_box select_check_box select_check_box electric_bolt schedule schedule
12 March 2025   smart_toyLOW (64)    account_balanceLOW   50 Day Low $ 480.98 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
13 January 2025   smart_toyLOW (54)    account_balanceLOW   50 Day Low $ 481.27 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 select_check_box
28 October 2024   smart_toyLOW (67)     50 Day Low $ 490.54 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
25 March 2024   smart_toyLOW (59)     50 Day Low $ 417.96 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
25 October 2023   smart_toyLOW (57)     sirenFIRE SALE 50 Day Low $ 346.40 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
21 September 2023   smart_toyLOW (48)     50 Day Low $ 376.37 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
13 March 2023   smart_toyMEDIUM (81)     50 Day Low $ 324.76 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
20 September 2022   smart_toyHIGH (90)     sirenFIRE SALE 50 Day Low $ 340.88 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
14 June 2022   smart_toyHIGH (92)     sirenFIRE SALE 50 Day Low $ 318.68 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
02 May 2022   smart_toyMEDIUM (82)     50 Day Low $ 365.66 select_check_box select_check_box select_check_box select_check_box select_check_box
10 February 2022   smart_toyLOW (56)     50 Day Low $ 397.89 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
07 January 2022   smart_toyLOW (64)     50 Day Low $ 448.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 December 2020   smart_toyLOW (65)     50 Day Low $ 321.98 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
22 October 2020   smart_toyLOW (56)     50 Day Low $ 337.42 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
28 February 2020   smart_toyMEDIUM (88)     sirenFIRE SALE 50 Day Low $ 262.50 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
02 October 2019   smart_toyLOW (74)     50 Day Low $ 237.23 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
10 December 2018   smart_toyLOW (74)     sirenFIRE SALE 50 Day Low $ 166.71 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
04 October 2018   smart_toyLOW (34)     50 Day Low $ 191.22 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 August 2018   smart_toyLOW (65)     50 Day Low $ 193.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
06 December 2016   smart_toyLOW (72)     50 Day Low $ 110.11 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
02 November 2016   smart_toyMEDIUM (84)     50 Day Low $ 115.54 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 January 2016   smart_toyLOW (76)     50 Day Low $ 87.45 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

 

The data for S&P Global Inc (exchange: XNYS symbol: SPGI) was last updated 16 Jul 2026 03:30. Data for this stock is available from 01 Sep 2015 - 15 Jul 2026.