CME Group Inc (CME) 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 CME'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: 6.81%. Win rate: 88.89%. Sharpe Ratio: -2.071. Maximum drawdown: -25.61% on 28 December 2022.
Mean CAGR: 86.62%. Time in market: 2711 days. Hypothetical return: $1000 would be worth $1849.99 on 28 August 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 18 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (88.89% * 8.10%) + (5.56% * 0.27%) - (5.56% * 7.20%) = 6.81%.
Wins: 16 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%
10 August 2026	Mega Dump Lite	44	66	90	80	78	58	schedule	schedule	schedule
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

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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%
10 August 2026	Mega Dump Lite	$ 263.35	44	66	90	80	78	58	schedule	schedule	schedule	schedule	schedule
07 July 2026	Mega Dump Lite	$ 239.12	49	74	90	79	79	63	schedule	schedule	schedule	schedule	schedule
05 June 2026	Mega Dump Lite	$ 257.44	40	68	90	79	79	56	schedule	schedule	schedule	schedule	schedule
27 April 2026	Mega Dump Lite	$ 284.22	41	84	89	78	79	60	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	schedule	schedule	schedule
12 June 2025	Mega Dump Lite	$ 270.78	54	55	92	63	82	60	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
18 June 2024	Mega Dump Lite	$ 197.16	40	79	91	64	86	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
09 June 2023	Mega Dump Lite	$ 177.94	37	67	100	67	94	52	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 May 2023	Mega Dump Lite	$ 176.80	72	70	100	69	94	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 November 2022	Mega Dump Lite	$ 170.44	81	88	100	59	83	86	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
04 October 2022	Mega Dump Lite	$ 180.73	90	92	100	58	82	92	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
01 June 2022	Mega Dump Lite	$ 199.28	83	89	100	47	81	85	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
28 April 2022	Mega Dump Lite	$ 225.92	84	94	100	64	92	90	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
24 August 2021	Mega Dump Lite	$ 201.31	50	83	100	85	93	67	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
01 February 2021	Mega Dump Lite	$ 186.04	49	46	100	83	98	55	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
04 December 2020	Mega Dump Lite	$ 183.18	57	78	100	84	100	70	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
02 November 2020	Mega Dump Lite	$ 152.64	61	83	100	85	98	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	select_check_box electric_boltelectric_boltelectric_bolt
06 July 2020	Mega Dump Lite	$ 165.23	67	78	100	88	97	77	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
01 June 2020	Mega Dump Lite	$ 180.41	50	72	100	87	98	65	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
28 April 2020	Mega Dump Lite	$ 184.65	47	85	100	87	97	65	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
26 March 2020	Mega Dump Lite	$ 166.42	88	92	100	88	98	95	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_bolt
08 November 2019	Mega Dump Lite	$ 194.60	44	80	100	87	96	61	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
16 September 2019	Mega Dump Lite	$ 202.17	49	60	100	90	95	60	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
26 March 2019	Mega Dump Lite	$ 160.11	58	78	100	98	91	72	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

The data for CME Group Inc (exchange: XNAS symbol: CME) was last updated 13 Aug 2026 08:56. Data for this stock is available from 11 Jul 2016 - 12 Aug 2026.