Walker & Dunlop Inc (WD) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to WD's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 4.61%.   Win rate: 80.0%.   Sharpe Ratio: -2.164.   Maximum drawdown: -61.57% on 06 April 2020.
Mean CAGR: 89.5%. Time in market: 5600 days.   Hypothetical return: $1000 would be worth $2041.35 on 23 September 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 Walker & Dunlop

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 30 signal(s) occurring before 18 June 2024 for a 7.5% profit target: (80.0% * 9.02%) + (10.0% * 2.72%) - (10.0% * 28.77%) = 4.61%.
Wins: 24 Breakevens: 3 Losses: 3

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.

Walker & Dunlop 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.

 

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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
27 March 2026      account_balanceLOW   sirenFIRE SALE Gap Down $ 43.66 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
10 November 2025      account_balanceLOW   Gap Down $ 67.84 schedule schedule schedule schedule schedule
14 May 2025  bubble_chart      account_balanceLOW   Gap Down $ 73.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
03 April 2025  bubble_chart      account_balanceLOW   Gap Down $ 81.03 select_check_box select_check_box select_check_box schedule schedule
18 December 2024  bubble_chart       Gap Down $ 102.68 schedule schedule schedule schedule schedule
01 July 2024  bubble_chart       Gap Down $ 96.15 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
23 May 2024  bubble_chart       Gap Down $ 96.54 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
03 January 2024  bubble_chart       Gap Down $ 104.48 select_check_box select_check_box select_check_box select_check_box disabled_by_default
23 June 2023       Gap Down $ 75.37 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_boltelectric_bolt
18 April 2023       Gap Down $ 70.38 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
09 March 2023       Gap Down $ 84.49 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 November 2022  bubble_chart       Gap Down $ 87.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 September 2022  bubble_chart       Gap Down $ 98.50 select_check_box select_check_box select_check_box select_check_box select_check_box
09 June 2022  bubble_chart       sirenFIRE SALE Gap Down $ 103.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
05 May 2022  bubble_chart       sirenFIRE SALE Gap Down $ 112.77 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 February 2022  bubble_chart       Gap Down $ 138.22 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021  bubble_chart       Gap Down $ 147.34 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 May 2021  bubble_chart       Gap Down $ 104.86 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 January 2021  bubble_chart       Gap Down $ 89.71 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
30 October 2020       Gap Down $ 64.69 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 2020       Gap Down $ 50.02 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 August 2020       Gap Down $ 60.40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
27 March 2020       sirenFIRE SALE Gap Down $ 42.70 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_boltelectric_bolt
24 February 2020       Gap Down $ 70.39 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
06 September 2019       Gap Down $ 52.13 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_boltelectric_bolt
04 December 2018  bubble_chart       Gap Down $ 44.26 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
24 October 2018  bubble_chart       Gap Down $ 45.53 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
01 August 2018  bubble_chart       Gap Down $ 55.06 select_check_box select_check_box select_check_box select_check_box select_check_box
27 June 2018  bubble_chart       Gap Down $ 54.17 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
10 November 2017  bubble_chart       Gap Down $ 47.60 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
02 August 2017  bubble_chart       Gap Down $ 44.64 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 May 2017  bubble_chart       Gap Down $ 47.84 select_check_box select_check_box select_check_box select_check_box select_check_box
24 March 2017  bubble_chart       Gap Down $ 39.78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
24 June 2016       Gap Down $ 22.06 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_bolt
11 February 2016       Gap Down $ 20.17 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
07 January 2016       Gap Down $ 26.42 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Walker & Dunlop Inc (exchange: XNYS symbol: WD) was last updated 26 Jun 2026 05:21. Data for this stock is available from 01 Dec 2015 - 25 Jun 2026.