MCD's current 20d vol reading and what that signal has historically been followed by.
This page covers McDonald's (MCD) — its current 20d vol reading and the measured historical record of what MCD 20d vol extremes were followed by.
How to read this. These figures are measured only on instruments currently in our coverage — a set of companies that survived. Signals that appear to have 'worked' on the downside are conditioned on these names having recovered; a company that fell and never came back would not be here to measure. Read every number below as a property of this surviving sample, not a universal rule, and never as advice.
All figures are ‘excess’ returns — measured relative to each instrument’s own historical drift, not relative to the market. This is not alpha and not a market-beating claim; it isolates the signal from the instrument’s background trend. Measured from the first day each signal appeared (not its most extreme point), so it reflects what was knowable in real time.
Measured across MCD’s 20d vol history from 1967 to 2025: 156 oversold episodes. Oversold readings were followed by -0.01% excess at 5 sessions and -0.65% by 20.
On this signal, MCD was most recently oversold on 2025-09-04.
Measured-outcome coverage runs through 2025-09-04 — the most recent episode with forward sessions scored; the current reading above is later, as of 2026-08-21.
When MCD was overbought / at a high extreme
MCD has only 14 past episodes on this signal — too few to characterize on their own. Showing the all-stocks pattern instead.
Across 810 past episodes where a stock was overbought on this signal, the 807 with a complete 20-session forward window beat a stock’s own trailing drift by 0.18 percentage points on average (51% of those 807 beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with complete horizon |
|---|---|---|---|
| 1 session | +0.26% | 47% | 810 |
| 5 sessions | +0.05% | 49% | 810 |
| 20 sessions | +0.18% | 51% | 807 |
When MCD was oversold / at a low extreme
Across 156 past episodes where MCD was oversold on this signal, the close 20 sessions later lagged MCD’s own trailing drift by 0.65 percentage points on average (50% of episodes beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with complete horizon |
|---|---|---|---|
| 1 session | -0.01% | 47% | 156 |
| 5 sessions | -0.01% | 56% | 156 |
| 20 sessions | -0.65% | 50% | 156 |
See MCD’s current price, RSI, moving averages and 52-week range →