Teucrium Corn Fund (CORN) Daily/Weekly Backtest Results

Buy indicator:            
            [ What are these indicators? | Switch to CORN's monthly backtests ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: -11.75%.   Win rate: 16.67%.   Sharpe Ratio: -2.803.   Maximum drawdown: 24.13% on 14 August 2025.
Mean CAGR: 7.82%. Time in market: 3341 days.   Hypothetical return: $1000 would be worth $816.35 on 15 August 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 Corn

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 6 signal(s) occurring before 06 February 2024 for a 5% profit target: (16.67% * 5.82%) + (16.67% * 0.22%) - (66.67% * 19.13%) = -11.75%.
Wins: 1 Breakevens: 1 Losses: 4

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.

 

52 Week Low Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each 52 week 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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
04 August 2025 $17.14 select_check_box select_check_box schedule schedule schedule
31 July 2024 $17.74 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
26 June 2024 $18.88 select_check_box select_check_box select_check_box schedule schedule
29 January 2024 $20.22 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2023 $21.58 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 November 2023 $21.80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 September 2023 $21.88 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 August 2023 $22.03 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 May 2023 $22.94 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default

 

The data for Teucrium Corn Fund (exchange: ARCX symbol: CORN) was last updated 13 Feb 2026 06:56. Data for this ETF is available from 04 Jan 2021 - 12 Feb 2026.