NFLX 20d return: the current reading and its track record

NFLX's current 20d return reading and what that signal has historically been followed by.

This page covers Netflix (NFLX) — its current 20d return reading and the measured historical record of what NFLX 20d return 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 NFLX’s 20d return history from 2002 to 2025: 33 overbought episodes. Overbought readings were followed by -2.21% excess at 5 sessions and -0.35% by 20.

On this signal, NFLX was most recently overbought on 2025-05-05.

Measured-outcome coverage runs through 2025-05-05 — the most recent episode with forward sessions scored; the current reading above is later, as of 2026-08-21.

When NFLX was overbought / at a high extreme

Across 33 past episodes where NFLX was overbought on this signal, the close 20 sessions later lagged NFLX’s own trailing drift by 0.35 percentage points on average (52% of episodes beat drift).

NFLX forward excess return vs its own drift after overbought 20d return readings, by horizon.
horizonexcess vs own driftbeat-drift rateepisodes with complete horizon
1 session-0.62%33%33
5 sessions-2.21%27%33
20 sessions-0.35%52%33

When NFLX was oversold / at a low extreme

NFLX has only 15 past episodes on this signal — too few to characterize on their own. Showing the all-stocks pattern instead.

Across 2135 past episodes where a stock was oversold on this signal, the 2132 with a complete 20-session forward window beat a stock’s own trailing drift by 0.23 percentage points on average (53% of those 2132 beat drift).

the stock forward excess return vs its own drift after oversold 20d return readings, by horizon.
horizonexcess vs own driftbeat-drift rateepisodes with complete horizon
1 session+0.22%49%2135
5 sessions+0.33%52%2135
20 sessions+0.23%53%2132

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