Costco Wholesale Corp (COST) Daily/Weekly Backtest Results

Buy indicator:          
              [ What are these indicators? | Switch to COST's monthly backtests ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 5.70%. See below chart for calculations and explanation.   Win rate: 100%.   Maximum drawdown: 14.88% on 20 May 2022.
Mean CAGR: 119.42%. Time in market: 579 days.   Hypothetical return: $1000 would be worth $1644.14 on 09 January 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.

 

Expectancy 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 11 signal(s) occurring before 20 December 2023 for a 5% profit target: (100% * 5.70%) + (0% * 0%) - (0% * 0%) = 5.70%.
Wins: 11 Breakevens: 0 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

 

Williams %R (Weekly) Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each Williams %R (weekly) 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 Price Performance (mouseover for details)
5% 7.5% 10% 20%
22 December 2025 $852.00 schedule schedule schedule schedule
15 December 2025 $871.34 schedule schedule schedule schedule
18 November 2025 $903.84 schedule schedule schedule schedule
26 September 2025 $920.75 schedule schedule schedule schedule
23 July 2025 $941.78 select_check_box electric_boltelectric_bolt schedule schedule schedule
13 March 2025 $906.31 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
28 December 2022 $455.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
07 October 2022 $473.20 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
11 May 2022 $496.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 February 2021 $351.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
19 January 2021 $358.41 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
28 February 2020 $282.54 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
14 December 2018 $209.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 June 2017 $153.50 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
31 October 2016 $137.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
13 September 2016 $139.50 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 May 2016 $129.70 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

 

The data for Costco Wholesale Corp (exchange: XNAS symbol: COST) was last updated 27 Dec 2025 05:06. Data for this stock is available from 01 Dec 2015 - 26 Dec 2025.