Teucrium Soybean Fund (SOYB) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to SOYB's monthly backtests ]
Fixed profit target:               -or-  
Expectancy: 0.94%.   Win rate: 77.78%.   Sharpe Ratio: -1.19.   Maximum drawdown: 25.06% on 18 December 2024.
Mean CAGR: 53.48%. Time in market: 2063 days.   Hypothetical return: $1000 would be worth $1013.59 on 29 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 Soybeans

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 25 February 2024 for a 5% profit target: (77.78% * 5.53%) + (0% * 0%) - (22.22% * 15.12%) = 0.94%.
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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
31 December 2025 bubble_chart $ 21.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
14 July 2025 $ 21.44 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
04 April 2025 $ 20.82 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule
02 December 2024 $ 21.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
29 October 2024 $ 21.22 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box
29 July 2024 bubble_chart $ 22.48 select_check_box select_check_box select_check_box select_check_box select_check_box
17 June 2024 bubble_chart $ 24.20 schedule schedule schedule schedule schedule
02 February 2024 bubble_chart $ 25.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 December 2023 bubble_chart $ 27.12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 October 2023 bubble_chart $ 27.11 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
31 May 2023 bubble_chart $ 23.96 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
27 April 2023 bubble_chart $ 26.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
15 March 2023 bubble_chart $ 27.38 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
23 June 2022 bubble_chart $ 26.72 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2021 $ 21.42 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
08 September 2021 $ 22.30 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt

 

The data for Teucrium Soybean Fund (exchange: ARCX symbol: SOYB) was last updated 04 Mar 2026 07:12. Data for this ETF is available from 04 Jan 2021 - 03 Mar 2026.