Teucrium Corn Fund (CORN) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to CORN's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -11.75%.   Win rate: 27.27%.   Sharpe Ratio: -2.887.   Maximum drawdown: -34.99% on 26 August 2024.
Mean CAGR: 35.04%. Time in market: 5621 days.   Hypothetical return: $1000 would be worth $656.61 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 11 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (27.27% * 9.07%) + (9.09% * 0.22%) - (63.64% * 22.38%) = -11.75%.
Wins: 3 Breakevens: 1 Losses: 7

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%
12 January 2026   LOW   smart_toy0.449  factory0.252   50 Day Low $ 17.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
29 July 2025   MEDIUM   smart_toy0.185  factory0.163   50 Day Low $ 17.24 select_check_box select_check_box select_check_box select_check_box schedule
24 June 2025   MEDIUM   smart_toy0.421  factory0.165   50 Day Low $ 17.89 select_check_box select_check_box schedule schedule schedule
06 May 2025   MEDIUM   smart_toy0.906  factory0.471   FIRE SALE 50 Day Low $ 18.40 select_check_box select_check_box select_check_box select_check_box select_check_box
28 March 2025   MEDIUM   smart_toy0.664  factory0.448   50 Day Low $ 18.41 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
31 July 2024   MEDIUM   smart_toy0.17  factory0.169   50 Day Low $ 17.74 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
21 June 2024   MEDIUM   smart_toy0.439  factory0.176   50 Day Low $ 19.46 select_check_box schedule schedule schedule schedule
29 January 2024   MEDIUM   smart_toy0.465  factory0.347   50 Day Low $ 20.22 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2023   LOW   smart_toy0.229  factory0.255   50 Day Low $ 21.58 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 November 2023   MEDIUM   smart_toy0.685  factory0.423   50 Day Low $ 21.80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 September 2023   MEDIUM   smart_toy0.12  factory0.214   50 Day Low $ 21.88 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 August 2023   MEDIUM   smart_toy0.245  factory0.296   50 Day Low $ 22.03 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 April 2023   MEDIUM   smart_toy0.298  factory0.224   50 Day Low $ 24.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
24 February 2023   LOW   smart_toy0.246  factory0.462   50 Day Low $ 25.81 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 November 2022   MEDIUM   smart_toy0.405  factory0.792   50 Day Low $ 26.40 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 June 2022   MEDIUM   smart_toy0.963  factory0.874   FIRE SALE 50 Day Low $ 26.58 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 September 2021   LOW   smart_toy0.661  factory0.166   50 Day Low $ 19.24 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 July 2021   LOW   smart_toy0.639  factory0.219   50 Day Low $ 19.24 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 electric_bolt

 

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