Teucrium Wheat Fund (WEAT) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to WEAT's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 3.34%.   Win rate: 87.50%.   Sharpe Ratio: -0.425.   Maximum drawdown: -35.28% on 20 December 2024.
Mean CAGR: 61.1%. Time in market: 1633 days.   Hypothetical return: $1000 would be worth $799.13 on 02 October 2024.
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 Wheat

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 03 August 2024 for a 7.5% profit target: (87.50% * 8.32%) + (0% * 0%) - (12.50% * 31.48%) = 3.34%.
Wins: 7 Breakevens: 0 Losses: 1

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.

52 Week Low Backtest Summary (Fixed Profits System)

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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
16 December 2025 52 Week Low $ 20.02 56 21 48 87 58 48 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 October 2025 52 Week Low $ 20.50 41 34 44 90 54 47 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 September 2025 52 Week Low $ 20.80 49 19 50 90 46 44 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
30 July 2025 52 Week Low $ 21.82 21 18 52 90 46 27 select_check_box select_check_box select_check_box select_check_box select_check_box
29 April 2025 52 Week Low $ 22.55 69 57 56 91 49 73 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
28 March 2025 52 Week Low $ 23.08 22 43 59 87 52 35 select_check_box select_check_box select_check_box select_check_box select_check_box
19 December 2024 52 Week Low $ 23.45 52 34 70 86 61 53 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
22 August 2024 52 Week Low $ 24.35 45 21 78 85 70 42 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
15 July 2024 52 Week Low $ 25.12 34 15 91 88 84 32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
14 February 2024  bubble_chart 52 Week Low $ 27.29 30 40 100 82 93 40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
16 November 2023  bubble_chart 52 Week Low $ 28.10 31 35 100 86 95 40 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt disabled_by_default
04 October 2023  bubble_chart 52 Week Low $ 28.38 41 28 100 88 95 44 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box disabled_by_default
31 August 2023  bubble_chart 52 Week Low $ 29.90 36 25 100 88 95 39 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
30 May 2023  bubble_chart 52 Week Low $ 30.40 58 31 100 88 97 54 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
24 April 2023  bubble_chart 52 Week Low $ 33.35 38 33 100 89 97 44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
27 February 2023  bubble_chart 52 Week Low $ 36.05 54 58 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for Teucrium Wheat Fund (exchange: ARCX symbol: WEAT) was last updated 13 Aug 2026 07:17. Data for this ETF is available from 04 Jan 2021 - 10 Aug 2026.