Sanfilippo (John B.) & Son Inc (JBSS) 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 JBSS'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: 5.66%. Win rate: 80.0%. Sharpe Ratio: -1.309. Maximum drawdown: -51.14% on 07 May 2025.
Mean CAGR: 83.98%. Time in market: 4128 days. Hypothetical return: $1000 would be worth $1026.39 on 27 June 2025.
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 20 signal(s) occurring before 22 July 2024 for a 7.5% profit target: (80.0% * 9.89%) + (15.00% * 0.97%) - (5.00% * 48.00%) = 5.66%.
Wins: 16 Breakevens: 3 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.

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	Score	Performance
			5%	6%	7.5%
23 July 2026	Mega Dump Lite	smart_toyLOW (46) emoji_food_beverageLOW	schedule	schedule	schedule
17 July 2026	Gap Down	smart_toyLOW (43) emoji_food_beverageLOW	schedule	schedule	schedule
09 June 2026	Oversold Rebound	smart_toyLOW (37) emoji_food_beverageLOW	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	smart_toyLOW (41) emoji_food_beverageLOW	schedule	schedule	schedule
01 June 2026	Williams %R (Weekly)	smart_toyLOW (38) emoji_food_beverageLOW	schedule	schedule	schedule
27 May 2026	Oversold Rebound	smart_toyLOW (37) emoji_food_beverageLOW	schedule	schedule	schedule
18 May 2026	Mega Dump Lite	smart_toyLOW (37) emoji_food_beverageLOW	schedule	schedule	schedule
14 May 2026	50 Day Low	smart_toyLOW (32) emoji_food_beverageLOW	schedule	schedule	schedule
04 May 2026	Double Seven	smart_toyLOW (44) emoji_food_beverageLOW	schedule	schedule	schedule
01 May 2026	Double Seven	smart_toyLOW (41) emoji_food_beverageLOW	schedule	schedule	schedule

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
17 July 2026 smart_toyLOW (43) emoji_food_beverageLOW	Gap Down	$ 82.04	schedule	schedule	schedule	schedule	schedule
27 April 2026 smart_toyLOW (34) emoji_food_beverageLOW	Gap Down	$ 79.47	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
31 October 2025 smart_toyLOW (70) emoji_food_beverageLOW	Gap Down	$ 65.24	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	select_check_box electric_boltelectric_bolt
01 May 2025 bubble_chart smart_toyMEDIUM (82) emoji_food_beverageHIGH	Gap Down	$ 64.20	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt
31 October 2024 bubble_chart smart_toyLOW (59) emoji_food_beverageLOW	Gap Down	$ 86.97	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
01 November 2023 bubble_chart smart_toyLOW (54) emoji_food_beverageHIGH	Gap Down	$ 98.05	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default
27 June 2023 bubble_chart smart_toyLOW (66)	Gap Down	$ 121.78	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
18 January 2023 bubble_chart smart_toyLOW (54)	Gap Down	$ 83.04	select_check_box electric_boltelectric_bolt	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_bolt
11 November 2022 bubble_chart smart_toyLOW (52)	Gap Down	$ 83.42	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
11 August 2022 bubble_chart smart_toyLOW (76)	Gap Down	$ 70.98	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
28 April 2022 bubble_chart smart_toyLOW (63)	Gap Down	$ 81.10	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
09 August 2021 bubble_chart smart_toyLOW (48)	Gap Down	$ 87.28	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
20 August 2020 bubble_chart smart_toyLOW (69)	Gap Down	$ 84.96	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
13 May 2020 bubble_chart smart_toyLOW (56)	Gap Down	$ 84.50	select_check_box	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
01 April 2020 bubble_chart smart_toyLOW (76)	Gap Down	$ 81.66	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
28 February 2020 bubble_chart smart_toyLOW (72) sirenFIRE SALE	Gap Down	$ 71.11	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	select_check_box electric_boltelectric_boltelectric_bolt
22 January 2020 bubble_chart smart_toyLOW (52)	Gap Down	$ 87.54	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 August 2018 bubble_chart smart_toyLOW (31)	Gap Down	$ 71.40	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
31 October 2017 bubble_chart smart_toyLOW (50)	Gap Down	$ 58.40	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box electric_bolt
31 July 2017 bubble_chart smart_toyLOW (48)	Gap Down	$ 62.13	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
04 May 2017 bubble_chart smart_toyLOW (49)	Gap Down	$ 64.88	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
02 February 2017 bubble_chart smart_toyLOW (54)	Gap Down	$ 60.16	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box
26 August 2016 smart_toyLOW (58)	Gap Down	$ 46.16	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
29 June 2016 smart_toyMEDIUM (82)	Gap Down	$ 37.16	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
17 May 2016 smart_toyLOW (71)	Gap Down	$ 47.87	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 Sanfilippo (John B.) & Son Inc (exchange: XNAS symbol: JBSS) was last updated 30 Jul 2026 04:37. Data for this stock is available from 01 Apr 2016 - 29 Jul 2026.