Costco Wholesale Corp (COST) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to COST's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.06%.   Win rate: 100%.   Sharpe Ratio: 6.205.   Maximum drawdown: -15.05% on 20 May 2022.
Mean CAGR: 115.84%. Time in market: 983 days.   Hypothetical return: $1000 would be worth $2754.02 on 13 June 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 Costco

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 15 signal(s) occurring before 29 July 2024 for a 7.5% profit target: (100% * 8.06%) + (0% * 0%) - (0% * 0%) = 8.06%.
Wins: 15 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.

Costco 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%
09 July 2026 Gap Down 51 70 100 93 86 65 schedule schedule schedule
09 July 2026 50 Day Low 50 70 100 93 86 64 schedule schedule schedule
07 July 2026 Mega Dump Lite 54 76 100 93 86 69 schedule schedule schedule
30 June 2026 Williams %R (Weekly) 39 49 100 93 86 50 schedule schedule schedule
11 June 2026 Oversold Rebound 38 62 100 93 86 53 schedule schedule schedule
09 June 2026 Double Seven 36 63 100 93 86 52 schedule schedule schedule
04 June 2026 Mega Dump Lite 40 87 100 93 86 61 schedule schedule schedule
01 June 2026 50 Day Low 56 66 100 93 86 68 schedule schedule schedule
29 May 2026 Williams %R (Weekly) 44 80 100 93 86 62 schedule schedule schedule
29 May 2026 Gap Down 36 80 100 93 86 56 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%
09 July 2026 50 Day Low $ 923.96 50 70 100 93 86 64 schedule schedule schedule schedule schedule
01 June 2026 50 Day Low $ 950.55 56 66 100 93 86 68 schedule schedule schedule schedule schedule
22 December 2025 50 Day Low $ 852.00 60 69 100 88 89 70 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
18 November 2025 50 Day Low $ 903.84 71 64 100 91 91 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
26 September 2025 50 Day Low $ 920.75 63 75 100 82 87 73 select_check_box select_check_box select_check_box select_check_box electric_bolt schedule
11 July 2025 50 Day Low $ 971.81 71 58 100 85 87 73 select_check_box select_check_box select_check_box select_check_box schedule
13 March 2025 50 Day Low $ 906.31 64 78 100 79 89 75 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
05 August 2024 50 Day Low $ 799.92 85 77 100 73 90 86 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
24 May 2023 50 Day Low $ 471.82 74 74 100 74 95 79 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_bolt
16 December 2022 50 Day Low $ 461.36 76 85 100 68 84 84 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_bolt
23 September 2022 50 Day Low $ 472.67 85 92 100 67 84 91 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
09 May 2022 50 Day Low $ 497.46 75 92 100 73 92 85 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 January 2022 50 Day Low $ 491.27 51 89 100 60 85 67 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_boltelectric_bolt
23 February 2021 50 Day Low $ 345.98 50 61 100 57 87 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
15 January 2021 50 Day Low $ 361.61 49 55 100 61 92 57 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
28 February 2020 50 Day Low $ 282.54 79 81 100 62 82 83 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
19 December 2019 50 Day Low $ 291.60 70 66 100 62 82 73 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
14 December 2018 50 Day Low $ 209.54 87 91 100 70 88 92 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 2018 50 Day Low $ 216.64 72 87 100 66 82 81 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 select_check_box electric_bolt
22 June 2017 50 Day Low $ 156.62 46 54 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
01 November 2016 50 Day Low $ 136.36 67 84 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_bolt
08 September 2016 50 Day Low $ 142.61 29 34 select_check_box select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
05 May 2016 50 Day Low $ 136.77 48 83 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 Costco Wholesale Corp (exchange: XNAS symbol: COST) was last updated 06 Aug 2026 07:13. Data for this stock is available from 01 Dec 2015 - 05 Aug 2026.