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:       Threshold:           [ What are these scores? ]
Expectancy: 0.85%.   Win rate: 85.71%.   Sharpe Ratio: -1.035.   Maximum drawdown: -57.21% on 07 March 2024.
Mean CAGR: 129.78%. Time in market: 4015 days.   Hypothetical return: $1000 would be worth $363.80 on 23 May 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 28 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (85.71% * 9.15%) + (0% * 0%) - (14.29% * 48.93%) = 0.85%.
Wins: 24 Breakevens: 0 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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
22 May 2026   cards_starLOW     Double Seven $ 24.56 schedule schedule schedule schedule schedule
20 April 2026   cards_starLOW     Double Seven $ 22.68 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 schedule
18 March 2026   cards_starLOW     Double Seven $ 22.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
09 July 2024   cards_starLOW     Double Seven $ 26.45 schedule schedule schedule schedule schedule
02 July 2024   cards_starLOW     Double Seven $ 26.85 schedule schedule schedule schedule schedule
05 June 2024   cards_starLOW     Double Seven $ 30.62 schedule schedule schedule schedule schedule
31 May 2024   cards_starLOW     Double Seven $ 31.78 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 July 2022  bubble_chart   cards_starMEDIUM     Double Seven $ 41.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
15 July 2022  bubble_chart   cards_starLOW     Double Seven $ 40.52 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
24 June 2022  bubble_chart   cards_starMEDIUM     Double Seven $ 48.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 June 2022  bubble_chart   cards_starLOW     Double Seven $ 55.15 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 May 2022  bubble_chart   cards_starLOW     Double Seven $ 59.12 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 May 2022  bubble_chart   cards_starLOW     Double Seven $ 54.50 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_boltelectric_bolt disabled_by_default
19 April 2022  bubble_chart   cards_starLOW     Double Seven $ 55.28 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
07 April 2022  bubble_chart   cards_starLOW     Double Seven $ 51.40 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 disabled_by_default
18 March 2022  bubble_chart   cards_starLOW     Double Seven $ 50.25 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
07 March 2022  bubble_chart   cards_starLOW     Double Seven $ 59.06 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 February 2022   LOW     Double Seven $ 37.18 select_check_box electric_boltelectric_bolt 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
01 February 2022   LOW     Double Seven $ 36.85 select_check_box electric_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_boltelectric_bolt
04 January 2022   LOW     Double Seven $ 36.72 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
31 December 2021   LOW     Double Seven $ 37.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
01 December 2021   LOW     Double Seven $ 38.05 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
29 November 2021   LOW     Double Seven $ 39.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
26 October 2021   LOW     Double Seven $ 36.75 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
25 October 2021   LOW     Double Seven $ 37.18 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 electric_bolt
24 September 2021   LOW     Double Seven $ 35.00 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
21 September 2021   LOW     Double Seven $ 33.85 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_boltelectric_bolt
23 August 2021   LOW     Double Seven $ 35.85 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
20 August 2021   LOW     Double Seven $ 35.60 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
19 July 2021   LOW     Double Seven $ 34.52 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 June 2021   LOW     Double Seven $ 32.85 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
14 May 2021   LOW     Double Seven $ 34.45 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
02 March 2021   LOW     Double Seven $ 31.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
01 March 2021   LOW     Double Seven $ 31.45 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
22 January 2021   LOW     Double Seven $ 30.75 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

 

The data for Teucrium Wheat Fund (exchange: ARCX symbol: WEAT) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.