Vulcan Materials Company (VMC) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to VMC's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 8.52%.   Win rate: 94.12%.   Sharpe Ratio: -0.65.   Maximum drawdown: -40.85% on 18 March 2020.
Mean CAGR: 127.71%. Time in market: 1816 days.   Hypothetical return: $1000 would be worth $2690.22 on 06 November 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 Vulcan Materials

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 17 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (94.12% * 8.95%) + (5.88% * 1.66%) - (0% * 0%) = 8.52%.
Wins: 16 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.

Vulcan Materials Analysis

Market sector: Industrials.

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%
08 June 2026   cards_starLOW    factoryLOW   Gap Down $ 274.60 schedule schedule schedule schedule schedule
25 February 2026   cards_starLOW     Gap Down $ 312.06 schedule schedule schedule schedule schedule
14 January 2026   cards_starLOW     Gap Down $ 301.99 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
27 August 2024   cards_starLOW     Gap Down $ 244.72 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 May 2024   cards_starLOW     Gap Down $ 265.12 select_check_box select_check_box select_check_box select_check_box select_check_box
26 October 2023   cards_starLOW     Gap Down $ 196.18 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 electric_bolt
17 August 2023   cards_starLOW     Gap Down $ 217.79 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
16 February 2023   cards_starLOW     Gap Down $ 183.66 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 October 2022   cards_starHIGH     Gap Down $ 152.72 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_boltelectric_bolt select_check_box electric_boltelectric_bolt
22 April 2022   cards_starLOW     Gap Down $ 175.94 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2022   cards_starLOW     Gap Down $ 179.26 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
30 November 2021   cards_starLOW     Gap Down $ 194.54 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
26 January 2021   cards_starLOW     Gap Down $ 154.26 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
28 July 2020   cards_starLOW     Gap Down $ 124.04 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
09 June 2020   cards_starLOW     Gap Down $ 119.76 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
18 February 2020   cards_starLOW     Gap Down $ 139.10 select_check_box select_check_box select_check_box select_check_box select_check_box
04 December 2018   cards_starMEDIUM     Gap Down $ 101.31 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
17 October 2018   cards_starMEDIUM     sirenFIRE SALE Gap Down $ 95.04 select_check_box electric_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 February 2017   LOW     Gap Down $ 117.26 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
01 August 2016   LOW     Gap Down $ 114.41 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
27 June 2016   LOW     Gap Down $ 111.39 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

 

The data for Vulcan Materials Company (exchange: XNYS symbol: VMC) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Apr 2016 - 08 Jun 2026.