Sanfilippo (John B.) & Son Inc (JBSS) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to JBSS's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.16%.   Win rate: 100%.   Sharpe Ratio: 7.919.   Maximum drawdown: -12.93% on 14 June 2022.
Mean CAGR: 155.06%. Time in market: 387 days.   Hypothetical return: $1000 would be worth $1477.29 on 08 November 2022.
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 Sanfilippo

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 6 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.16%) + (0% * 0%) - (0% * 0%) = 8.16%.
Wins: 6 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.

Sanfilippo 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%
23 July 2026 Mega Dump Lite 46 62 91 85 71 59 schedule schedule schedule
17 July 2026 Gap Down 43 69 91 85 74 59 schedule schedule schedule
09 June 2026 Oversold Rebound 37 63 91 84 73 53 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
02 June 2026 Double Seven 41 81 91 84 73 60 schedule schedule schedule
01 June 2026 Williams %R (Weekly) 38 66 91 84 73 54 schedule schedule schedule
27 May 2026 Oversold Rebound 37 78 91 84 73 56 schedule schedule schedule
18 May 2026 Mega Dump Lite 37 81 91 81 73 56 schedule schedule schedule
14 May 2026 50 Day Low 32 90 91 82 73 54 schedule schedule schedule
04 May 2026 Double Seven 44 78 91 82 72 62 schedule schedule schedule
01 May 2026 Double Seven 41 89 91 82 72 62 schedule schedule schedule

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%
06 May 2025  bubble_chart 52 Week Low $ 60.60 92 73 100 64 79 88 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 April 2025  bubble_chart 52 Week Low $ 68.87 84 70 100 62 80 82 select_check_box select_check_box select_check_box select_check_box select_check_box
30 January 2025  bubble_chart 52 Week Low $ 79.82 50 74 100 63 80 63 select_check_box select_check_box select_check_box select_check_box select_check_box
31 October 2024  bubble_chart 52 Week Low $ 86.97 62 76 100 58 83 71 select_check_box select_check_box select_check_box select_check_box select_check_box
07 June 2022  bubble_chart 52 Week Low $ 72.00 91 90 100 74 73 95 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
29 April 2022  bubble_chart 52 Week Low $ 78.49 80 91 100 82 79 89 select_check_box select_check_box select_check_box select_check_box select_check_box
28 January 2022  bubble_chart 52 Week Low $ 80.20 70 82 100 70 76 79 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
02 January 2019  bubble_chart 52 Week Low $ 52.99 97 94 100 74 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
03 May 2018  bubble_chart 52 Week Low $ 53.58 63 72 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
07 November 2017  bubble_chart 52 Week Low $ 53.66 67 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

 

The data for Sanfilippo (John B.) & Son Inc (exchange: XNAS symbol: JBSS) was last updated 13 Aug 2026 08:56. Data for this stock is available from 01 Apr 2016 - 12 Aug 2026.