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: 4.25%.   Win rate: 79.07%.   Sharpe Ratio: -3.335.   Maximum drawdown: -38.52% on 30 October 2025.
Mean CAGR: 98.5%. Time in market: 7373 days.   Hypothetical return: $1000 would be worth $1146.27 on 29 September 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 43 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (79.07% * 8.30%) + (13.95% * 0.31%) - (6.98% * 33.85%) = 4.25%.
Wins: 34 Breakevens: 6 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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
05 May 2026  bubble_chart   cards_starLOW     Double Seven $ 10.28 schedule schedule schedule schedule schedule
02 April 2026  bubble_chart   cards_starLOW     Double Seven $ 10.24 schedule schedule schedule schedule schedule
01 April 2026  bubble_chart   cards_starLOW     Double Seven $ 10.26 schedule schedule schedule schedule schedule
05 May 2025  bubble_chart   cards_starMEDIUM     Double Seven $ 11.38 schedule schedule schedule schedule schedule
01 April 2025  bubble_chart   cards_starMEDIUM     Double Seven $ 12.45 schedule schedule schedule schedule schedule
28 February 2025  bubble_chart   cards_starMEDIUM     Double Seven $ 11.86 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
13 January 2025  bubble_chart   cards_starLOW     Double Seven $ 11.58 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
13 December 2024  bubble_chart   cards_starLOW     Double Seven $ 12.22 schedule schedule schedule schedule schedule
09 December 2024  bubble_chart   cards_starLOW     Double Seven $ 12.62 schedule schedule schedule schedule schedule
11 November 2024  bubble_chart   cards_starLOW     Double Seven $ 12.52 schedule schedule schedule schedule schedule
05 November 2024  bubble_chart   cards_starLOW     Double Seven $ 12.67 schedule schedule schedule schedule schedule
08 October 2024  bubble_chart   cards_starLOW     Double Seven $ 13.10 schedule schedule schedule schedule schedule
03 October 2024  bubble_chart   cards_starLOW     Double Seven $ 13.34 schedule schedule schedule schedule schedule
05 January 2024  bubble_chart   cards_starLOW     Double Seven $ 12.52 select_check_box electric_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
04 December 2023  bubble_chart   cards_starLOW     Double Seven $ 14.55 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 October 2023  bubble_chart   cards_starLOW     Double Seven $ 14.98 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 September 2023  bubble_chart   cards_starLOW     Double Seven $ 14.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 August 2023  bubble_chart   cards_starLOW     Double Seven $ 14.07 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default
25 July 2023  bubble_chart   cards_starLOW     Double Seven $ 13.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
23 June 2023  bubble_chart   cards_starLOW     Double Seven $ 13.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
21 June 2023  bubble_chart   cards_starLOW     Double Seven $ 14.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
22 May 2023  bubble_chart   cards_starLOW     Double Seven $ 13.67 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
19 May 2023  bubble_chart   cards_starLOW     Double Seven $ 13.66 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
18 April 2023   cards_starLOW     Double Seven $ 12.52 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
17 April 2023   cards_starLOW     Double Seven $ 12.40 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
16 March 2023   cards_starLOW     Double Seven $ 10.60 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_boltelectric_bolt
15 March 2023   cards_starLOW     Double Seven $ 10.57 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_boltelectric_bolt
31 January 2023   cards_starLOW     Double Seven $ 10.31 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
30 December 2022   cards_starLOW     Double Seven $ 9.54 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
28 November 2022   cards_starLOW     Double Seven $ 9.31 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
06 July 2022   cards_starLOW     Double Seven $ 9.04 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
03 June 2022   cards_starLOW     Double Seven $ 9.79 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 May 2022   cards_starLOW     Double Seven $ 9.47 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
29 March 2022   cards_starLOW     Double Seven $ 9.50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
23 February 2022   cards_starLOW     Double Seven $ 8.94 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
21 January 2022   LOW     Double Seven $ 9.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
19 January 2022   LOW     Double Seven $ 9.19 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 December 2021   LOW     Double Seven $ 9.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 December 2021   LOW     Double Seven $ 9.24 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
16 November 2021   LOW     Double Seven $ 9.64 select_check_box select_check_box select_check_box select_check_box select_check_box
15 November 2021   LOW     Double Seven $ 9.63 select_check_box select_check_box select_check_box select_check_box select_check_box
15 October 2021   LOW     Double Seven $ 9.58 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2021   LOW     Double Seven $ 9.61 select_check_box select_check_box select_check_box select_check_box select_check_box
13 September 2021   LOW     Double Seven $ 9.42 select_check_box select_check_box select_check_box select_check_box select_check_box
09 September 2021   LOW     Double Seven $ 9.50 select_check_box select_check_box select_check_box select_check_box select_check_box
10 August 2021   LOW     Double Seven $ 9.10 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
20 July 2021   LOW     Double Seven $ 8.36 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 July 2021   LOW     Double Seven $ 8.30 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_bolt
18 June 2021   LOW     Double Seven $ 8.00 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
07 June 2021   LOW     Double Seven $ 8.33 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
17 May 2021   LOW     Double Seven $ 8.12 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
04 May 2021   LOW     Double Seven $ 8.10 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
06 April 2021   LOW     Double Seven $ 7.06 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_bolt
01 April 2021   LOW     Double Seven $ 7.05 select_check_box electric_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_bolt
04 March 2021   LOW     Double Seven $ 7.38 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
01 March 2021   LOW     Double Seven $ 7.46 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

 

The data for Teucrium Sugar Fund (exchange: ARCX symbol: CANE) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.