CME Group Inc (CME) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to CME's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.36%.   Win rate: 91.30%.   Sharpe Ratio: -2.61.   Maximum drawdown: -25.53% on 28 December 2022.
Mean CAGR: 99.08%. Time in market: 2835 days.   Hypothetical return: $1000 would be worth $2522.71 on 01 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 CME Group

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 23 signal(s) occurring before 29 July 2024 for a 7.5% profit target: (91.30% * 8.25%) + (4.35% * 0.95%) - (4.35% * 5.00%) = 7.36%.
Wins: 21 Breakevens: 1 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.

CME Group Analysis

Market sector: Financials.

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%
23 July 2026 Gap Up 25 60 90 79 77 42 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
07 July 2026 Mega Dump Lite 49 74 90 79 79 63 schedule schedule schedule
30 June 2026 Williams %R (Weekly) 47 57 90 79 79 57 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
30 June 2026 50 Day Low 39 57 90 79 79 52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
25 June 2026 Super Oversold (26) 69 58 90 79 79 72 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
24 June 2026 Super Oversold (RoC) 63 43 90 79 79 62 schedule schedule schedule
24 June 2026 Gap Down 43 43 90 79 79 50 schedule schedule schedule
10 June 2026 Rate of Change 22 42 90 79 79 35 schedule schedule schedule
05 June 2026 Mega Dump Lite 40 68 90 79 79 56 schedule schedule schedule
02 June 2026 52 Week Low 55 79 90 79 79 69 schedule schedule schedule

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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
30 June 2026 50 Day Low $ 220.56 39 57 90 79 79 52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
27 May 2026 50 Day Low $ 280.14 29 81 89 80 79 50 schedule schedule schedule schedule schedule
17 April 2026 50 Day Low $ 290.61 27 76 90 78 80 46 schedule schedule schedule schedule schedule
28 August 2025 50 Day Low $ 268.16 40 69 91 61 80 55 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
10 July 2024 50 Day Low $ 193.84 33 74 92 65 86 50 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
05 June 2024 50 Day Low $ 202.14 55 59 92 78 89 63 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
03 May 2024 50 Day Low $ 206.76 72 53 100 58 91 69 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
05 January 2024 50 Day Low $ 200.26 64 71 100 57 92 70 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
03 May 2023 50 Day Low $ 175.48 55 64 100 69 95 64 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
27 December 2022 50 Day Low $ 169.00 89 91 100 61 82 92 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
03 October 2022 50 Day Low $ 177.88 93 96 100 58 82 95 select_check_box select_check_box select_check_box select_check_box select_check_box
29 August 2022 50 Day Low $ 195.54 74 78 100 55 81 78 select_check_box select_check_box select_check_box select_check_box select_check_box
22 April 2022 50 Day Low $ 225.67 45 79 100 60 91 60 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
25 January 2022 50 Day Low $ 221.22 69 71 100 68 92 75 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
21 September 2021 50 Day Low $ 187.24 61 81 100 84 92 74 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
18 August 2021 50 Day Low $ 201.18 42 78 100 84 93 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
26 October 2020 50 Day Low $ 161.14 42 91 100 85 98 62 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_boltelectric_bolt
04 August 2020 50 Day Low $ 162.00 36 80 100 87 97 56 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
24 June 2020 50 Day Low $ 168.53 73 85 100 88 97 83 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
11 March 2020 50 Day Low $ 198.04 86 93 100 88 96 94 select_check_box select_check_box select_check_box select_check_box select_check_box
23 October 2019 50 Day Low $ 198.04 52 84 100 89 96 69 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 March 2019 50 Day Low $ 166.22 67 71 100 96 91 76 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 February 2019 50 Day Low $ 171.29 67 61 100 95 91 72 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 April 2018 50 Day Low $ 149.51 35 46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
17 May 2017 50 Day Low $ 104.91 54 43 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
12 April 2017 50 Day Low $ 105.94 40 39 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
25 October 2016 50 Day Low $ 90.33 60 88 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

 

The data for CME Group Inc (exchange: XNAS symbol: CME) was last updated 06 Aug 2026 07:13. Data for this stock is available from 11 Jul 2016 - 05 Aug 2026.