Union Pacific Corp (UNP) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to UNP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 7.98%.   Win rate: 93.33%.   Sharpe Ratio: -0.937.   Maximum drawdown: -37.37% on 23 March 2020.
Mean CAGR: 81.78%. Time in market: 1829 days.   Hypothetical return: $1000 would be worth $2184.06 on 14 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 Union Pacific

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 15 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (93.33% * 8.50%) + (6.67% * 0.73%) - (0% * 0%) = 7.98%.
Wins: 14 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.

Union Pacific Analysis

Market sector: Transportation.

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 (Fixed Profits System)

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 and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
28 May 2026   cards_starLOW     Gap Down $ 271.33 schedule schedule schedule schedule schedule
07 January 2026   cards_starLOW     Gap Down $ 229.19 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
24 July 2025   cards_starLOW     Gap Down $ 223.26 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
11 March 2025   cards_starLOW     Gap Down $ 242.62 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2024   cards_starLOW     Gap Down $ 230.08 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
20 October 2022   cards_starHIGH     sirenFIRE SALE Gap Down $ 189.50 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
22 April 2022   cards_starLOW     Gap Down $ 238.28 select_check_box select_check_box select_check_box select_check_box select_check_box
08 July 2021   cards_starLOW     Gap Down $ 220.22 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
21 January 2021   cards_starLOW     Gap Down $ 208.95 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
11 June 2020   cards_starLOW     Gap Down $ 166.64 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
05 March 2020   cards_starMEDIUM     sirenFIRE SALE Gap Down $ 155.42 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
27 January 2020   cards_starLOW     Gap Down $ 178.15 select_check_box select_check_box select_check_box select_check_box select_check_box
17 July 2019   cards_starLOW     Gap Down $ 163.93 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
20 November 2018   cards_starMEDIUM     Gap Down $ 139.03 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_bolt
10 October 2018   cards_starLOW     Gap Down $ 152.39 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
25 January 2018   cards_starLOW     Gap Down $ 126.96 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
17 May 2017   cards_starLOW     Gap Down $ 100.85 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
20 October 2016   LOW     Gap Down $ 85.17 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
09 September 2016   LOW     Gap Down $ 86.60 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
06 January 2016   LOW     Gap Down $ 68.44 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 Union Pacific Corp (exchange: XNYS symbol: UNP) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Dec 2015 - 08 Jun 2026.