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: -8.53%. See below chart for calculations and explanation.   Win rate: 50.0%.   Maximum drawdown: 35.66% on 14 August 2025.
Mean CAGR: 45.42%. Time in market: 3164 days.   Hypothetical return: $1000 would be worth $591.15 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.

 

Expectancy 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 8 signal(s) occurring before 07 January 2024 for a 5% profit target: (50.0% * 5.65%) + (0% * 0%) - (50.0% * 22.72%) = -8.53%.
Wins: 4 Breakevens: 0 Losses: 4

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

 

Williams %R (Weekly) Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each Williams %R (weekly) 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% 7.5% 10% 20%
12 January 2026 $17.57 schedule schedule schedule schedule
28 July 2025 $17.39 schedule schedule schedule schedule
23 June 2025 $18.09 schedule schedule schedule schedule
07 May 2025 $18.38 schedule schedule schedule schedule
30 July 2024 $17.85 select_check_box electric_bolt select_check_box select_check_box select_check_box
21 June 2024 $19.46 select_check_box schedule schedule schedule
29 January 2024 $20.22 select_check_box select_check_box select_check_box select_check_box
20 December 2023 $21.58 schedule schedule schedule schedule
10 November 2023 $21.80 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
15 August 2023 $22.03 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 July 2023 $22.33 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default
24 April 2023 $24.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
27 February 2023 $25.52 select_check_box disabled_by_default disabled_by_default disabled_by_default
02 December 2022 $25.98 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 June 2022 $25.58 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default

 

The data for Teucrium Corn Fund (exchange: ARCX symbol: CORN) was last updated 14 Jan 2026 04:17. Data for this ETF is available from 04 Jan 2021 - 13 Jan 2026.