U.S. Physical Therapy Inc (USPH) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to USPH's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 9.92%.   Win rate: 100%.   Sharpe Ratio: 3.459.   Maximum drawdown: -9.16% on 30 August 2017.
Mean CAGR: 190.67%. Time in market: 320 days.   Hypothetical return: $1000 would be worth $1603.12 on 07 December 2021.
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 U.S. Physical Therapy

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 06 May 2024 for a 7.5% profit target: (100% * 9.92%) + (0% * 0%) - (0% * 0%) = 9.92%.
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.

U.S. Physical Therapy Analysis

Market sector: Healthcare.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Rate of Change Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Rate of Change 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%
13 May 2026   MEDIUM   smart_toy0.884   FIRE SALE Rate of Change $ 60.04 schedule schedule schedule schedule schedule
18 November 2025   MEDIUM   smart_toy0.681   Rate of Change $ 69.38 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
19 August 2024   LOW   smart_toy0.564   Rate of Change $ 84.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
01 December 2021   MEDIUM   smart_toy0.715   Rate of Change $ 86.66 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
20 March 2020   HIGH   smart_toy0.959   FIRE SALE Rate of Change $ 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_boltelectric_bolt
20 November 2019   LOW   smart_toy0.735   Rate of Change $ 115.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
27 March 2017   LOW   smart_toy0.36   Rate of Change $ 61.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
07 November 2016   LOW   smart_toy0.949   Rate of Change $ 53.90 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 U.S. Physical Therapy Inc (exchange: XNYS symbol: USPH) was last updated 14 May 2026 00:22. Data for this stock is available from 01 Jun 2016 - 13 May 2026.