Vulcan Materials Company (VMC) Daily/Weekly Backtest Results

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

Expectancy: 9.49%.   Win rate: 100%.   Sharpe Ratio: 6.223.   Maximum drawdown: -33.09% on 18 March 2020.
Mean CAGR: 184.15%. Time in market: 588 days.   Hypothetical return: $1000 would be worth $1437.10 on 29 July 2022.
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 12 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (100% * 9.49%) + (0% * 0%) - (0% * 0%) = 9.49%.
Wins: 12 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.

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.

 

Super Oversold Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Super Oversold 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%
19 March 2026   20     Super Oversold $ 255.58 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule schedule
22 June 2022   30     Super Oversold $ 143.14 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
13 June 2022   30     Super Oversold $ 152.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
14 May 2020   45     Super Oversold $ 93.90 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
18 March 2020   100     mode_heat Super Oversold $ 82.28 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
12 March 2020   100     mode_heat Super Oversold $ 108.74 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
12 March 2020   100     mode_heat Super Oversold $ 108.74 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
26 February 2020   20     Super Oversold $ 122.96 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
29 October 2018   70     Super Oversold $ 85.36 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
26 October 2018   70     Super Oversold $ 87.31 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
22 October 2018   40     Super Oversold $ 90.38 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_bolt
15 October 2018   40     Super Oversold $ 97.98 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 October 2018   40     Super Oversold $ 100.57 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 electric_bolt

 

The data for Vulcan Materials Company (exchange: XNYS symbol: VMC) was last updated 27 Mar 2026 11:25. Data for this stock is available from 01 Apr 2016 - 26 Mar 2026.