Cal-Maine Foods Inc (CALM) Daily/Weekly Backtest Results

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to CALM's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: 9.11%. Win rate: 100%. Sharpe Ratio: 3.15. Maximum drawdown: -13.40% on 12 March 2020.
Mean CAGR: 134.6%. Time in market: 719 days. Hypothetical return: $1000 would be worth $1790.73 on 10 October 2023.
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 Cal-Maine Foods

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 11 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 9.11%) + (0% * 0%) - (0% * 0%) = 9.11%.
Wins: 11 Breakevens: 0 Losses: 0

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.

Cal-Maine Foods Analysis

Market sector: Consumer Staples.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

Most Recent Buy Signals
Date	Signal Type	Scores						Performance
		Signal	Sector	WR	Speed	Risk	Overall	5%	6%	7.5%
13 July 2026	Gap Down	49	71	100	84	79	63	schedule	schedule	schedule
23 June 2026 bubble_chart	Oversold Rebound	52	55	100	85	80	61	select_check_box electric_boltelectric_boltelectric_bolt	schedule	schedule
04 May 2026 bubble_chart	Mega Dump Lite	57	78	100	82	79	71	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
08 April 2026 bubble_chart	50 Day Low	50	83	100	81	79	67	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
31 March 2026 bubble_chart	Mega Dump Lite	58	69	100	81	79	69	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
18 March 2026 bubble_chart	Gap Down	45	80	100	81	81	62	select_check_box	select_check_box	select_check_box
17 February 2026 bubble_chart	Mega Dump Lite	46	41	100	82	83	51	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
13 January 2026 bubble_chart	Mega Dump Lite	72	56	100	82	86	72	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
08 January 2026 bubble_chart	Gap Down	56	62	100	82	85	65	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
08 January 2026 bubble_chart	Super Oversold (26)	74	62	100	82	85	76	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt

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%
30 December 2025 bubble_chart	52 Week Low	$ 81.01	81	74	100	81	84	84	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
04 October 2023 bubble_chart	52 Week Low	$ 43.22	54	74	98	69	91	66	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	select_check_box electric_boltelectric_bolt
21 June 2023 bubble_chart	52 Week Low	$ 45.34	43	75	98	72	92	59	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
07 July 2021	52 Week Low	$ 34.74	21	60	85	74	79	37	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt
26 May 2021	52 Week Low	$ 35.22	18	67	85	70	78	35	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box electric_bolt
11 March 2020	52 Week Low	$ 35.24	97	93	84	75	72	99	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	select_check_box electric_boltelectric_boltelectric_bolt
28 January 2020	52 Week Low	$ 37.06	42	70	78	72	63	57	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
24 May 2019	52 Week Low	$ 39.48	69	71	73	77	52	77	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box
22 April 2019	52 Week Low	$ 40.53	37	41	73	79	55	46	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
24 August 2017	52 Week Low	$ 33.92	43	67					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_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
11 July 2017	52 Week Low	$ 35.44	40	55					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_boltelectric_bolt
27 March 2017	52 Week Low	$ 35.59	60	42					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

The data for Cal-Maine Foods Inc (exchange: XNAS symbol: CALM) was last updated 13 Aug 2026 08:56. Data for this stock is available from 01 Feb 2016 - 12 Aug 2026.