Teucrium Soybean Fund (SOYB) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to SOYB's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -4.27%.   Win rate: 44.44%.   Sharpe Ratio: -1.917.   Maximum drawdown: -25.78% on 18 December 2024.
Mean CAGR: 41.47%. Time in market: 3600 days.   Hypothetical return: $1000 would be worth $883.52 on 02 October 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 22 May 2024 for a 7.5% profit target: (44.44% * 7.78%) + (11.11% * 1.93%) - (44.44% * 17.88%) = -4.27%.
Wins: 4 Breakevens: 1 Losses: 4

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%
31 December 2025   MEDIUM   smart_toy0.311  factory0.249   50 Day Low $ 21.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
14 July 2025   MEDIUM   smart_toy0.203  factory0.157   50 Day Low $ 21.44 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
04 April 2025   MEDIUM   smart_toy0.863  factory0.651   FIRE SALE 50 Day Low $ 20.82 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
02 December 2024   MEDIUM   smart_toy0.298  factory0.273   50 Day Low $ 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   MEDIUM   smart_toy0.256  factory0.246   50 Day Low $ 21.22 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box
29 July 2024   MEDIUM   smart_toy0.187  factory0.209   50 Day Low $ 22.48 select_check_box select_check_box select_check_box select_check_box select_check_box
17 June 2024   MEDIUM   smart_toy0.476  factory0.184   50 Day Low $ 24.20 select_check_box select_check_box select_check_box select_check_box select_check_box
02 February 2024   MEDIUM   smart_toy0.295  factory0.185   50 Day Low $ 25.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 December 2023   LOW   smart_toy0.307  factory0.191   50 Day Low $ 27.12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 October 2023   MEDIUM   smart_toy0.372  factory0.428   50 Day Low $ 27.11 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
31 May 2023   MEDIUM   smart_toy0.704  factory0.25   50 Day Low $ 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   MEDIUM   smart_toy0.272  factory0.162   50 Day Low $ 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   LOW   smart_toy0.329  factory0.654   50 Day Low $ 27.38 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
23 June 2022   MEDIUM   smart_toy0.902  factory0.88   FIRE SALE 50 Day Low $ 26.72 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2021   LOW   smart_toy0.583  factory0.392   50 Day Low $ 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   LOW   smart_toy0.795  factory0.274   50 Day Low $ 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 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.