Teucrium Sugar Fund (CANE) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to CANE's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -0.45%.   Win rate: 77.78%.   Sharpe Ratio: -0.784.   Maximum drawdown: -36.07% on 05 November 2025.
Mean CAGR: 53.13%. Time in market: 2180 days.   Hypothetical return: $1000 would be worth $774.23 on 01 December 2025.
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 Sugar

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 9 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (77.78% * 7.96%) + (0% * 0%) - (22.22% * 29.86%) = -0.45%.
Wins: 7 Breakevens: 0 Losses: 2

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.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low 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%
30 January 2026  bubble_chart   LOW   smart_toy0.344  factory0.289   50 Day Low $ 9.27 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
13 October 2025  bubble_chart   MEDIUM   smart_toy0.261  factory0.282   50 Day Low $ 10.00 select_check_box select_check_box schedule schedule schedule
04 September 2025  bubble_chart   MEDIUM   smart_toy0.301  factory0.277   50 Day Low $ 10.62 schedule schedule schedule schedule schedule
03 June 2025  bubble_chart   MEDIUM   smart_toy0.705  factory0.366   50 Day Low $ 11.24 schedule schedule schedule schedule schedule
01 May 2025  bubble_chart   MEDIUM   smart_toy0.898  factory0.674   FIRE SALE 50 Day Low $ 11.32 schedule schedule schedule schedule schedule
14 January 2025  bubble_chart   MEDIUM   smart_toy0.762  factory0.404   50 Day Low $ 11.20 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
10 December 2024  bubble_chart   MEDIUM   smart_toy0.328  factory0.223   50 Day Low $ 12.42 schedule schedule schedule schedule schedule
24 July 2024  bubble_chart   MEDIUM   smart_toy0.167  factory0.289   50 Day Low $ 11.14 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
14 May 2024  bubble_chart   MEDIUM   smart_toy0.266  factory0.143   50 Day Low $ 11.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 April 2024  bubble_chart   MEDIUM   smart_toy0.193  factory0.214   50 Day Low $ 12.65 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
01 December 2023  bubble_chart   LOW   smart_toy0.383  factory0.542   50 Day Low $ 14.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 October 2022   MEDIUM   smart_toy0.851  factory0.745   FIRE SALE 50 Day Low $ 8.65 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
19 September 2022   MEDIUM   smart_toy0.368  factory0.799   50 Day Low $ 8.71 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
26 July 2022   MEDIUM   smart_toy0.693  factory0.844   50 Day Low $ 8.76 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 June 2022   MEDIUM   smart_toy0.897  factory0.908   FIRE SALE 50 Day Low $ 9.34 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
06 January 2022   LOW   smart_toy0.63  factory0.233   50 Day Low $ 8.95 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 November 2021   LOW   smart_toy0.333  factory0.304   50 Day Low $ 9.03 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Teucrium Sugar Fund (exchange: ARCX symbol: CANE) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.