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: 3.76%.   Win rate: 82.05%.   Sharpe Ratio: -2.993.   Maximum drawdown: -46.17% on 07 May 2025.
Mean CAGR: 89.66%. Time in market: 7684 days.   Hypothetical return: $1000 would be worth $1419.15 on 15 December 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 39 signal(s) occurring before 13 August 2024 for a 7.5% profit target: (82.05% * 8.91%) + (5.13% * 0.28%) - (12.82% * 27.80%) = 3.76%.
Wins: 32 Breakevens: 2 Losses: 5

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%
20 August 2026 Gap Down 43 87 91 85 70 63 schedule schedule schedule
20 August 2026 50 Day Low 58 87 91 85 70 74 schedule schedule schedule
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

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%
23 July 2026 Mega Dump Lite $ 80.34 46 62 91 85 71 59 schedule schedule schedule schedule schedule
18 May 2026 Mega Dump Lite $ 75.42 37 81 91 81 73 56 schedule schedule schedule schedule schedule
14 April 2026 Mega Dump Lite $ 81.06 44 81 91 81 72 62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
13 March 2026 Mega Dump Lite $ 76.32 49 80 91 80 75 65 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
09 January 2026 Mega Dump Lite $ 70.41 69 60 91 82 80 73 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
16 September 2025  bubble_chart Mega Dump Lite $ 64.06 58 81 91 65 69 71 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
13 August 2025  bubble_chart Mega Dump Lite $ 63.56 50 62 100 62 75 60 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
10 June 2025  bubble_chart Mega Dump Lite $ 64.55 52 58 100 64 77 60 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
09 May 2025  bubble_chart Mega Dump Lite $ 61.15 87 61 100 64 79 81 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
18 March 2025  bubble_chart Mega Dump Lite $ 71.24 65 61 100 62 80 69 select_check_box select_check_box select_check_box select_check_box select_check_box
12 February 2025  bubble_chart Mega Dump Lite $ 71.42 53 68 100 61 80 64 select_check_box select_check_box select_check_box select_check_box select_check_box
10 December 2024  bubble_chart Mega Dump Lite $ 89.41 65 82 100 61 82 75 select_check_box select_check_box select_check_box select_check_box select_check_box
06 November 2024  bubble_chart Mega Dump Lite $ 87.12 55 66 100 57 83 63 select_check_box select_check_box select_check_box select_check_box select_check_box
01 October 2024  bubble_chart Mega Dump Lite $ 94.38 62 78 100 56 83 71 schedule schedule schedule schedule schedule
30 August 2024  bubble_chart Mega Dump Lite $ 94.58 49 58 100 56 84 57 schedule schedule schedule schedule schedule
19 April 2024  bubble_chart Mega Dump Lite $ 97.41 47 76 100 60 87 61 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
12 February 2024  bubble_chart Mega Dump Lite $ 100.53 45 78 100 58 87 60 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
15 December 2023  bubble_chart Mega Dump Lite $ 102.55 61 89 100 62 88 74 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 November 2023  bubble_chart Mega Dump Lite $ 92.20 53 92 100 63 90 69 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
27 September 2023  bubble_chart Mega Dump Lite $ 98.04 49 72 100 69 90 62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
22 August 2023  bubble_chart Mega Dump Lite $ 101.97 46 73 100 75 91 61 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 July 2023  bubble_chart Mega Dump Lite $ 110.54 36 74 100 74 91 53 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 September 2022  bubble_chart Mega Dump Lite $ 76.94 88 90 100 74 73 93 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
18 July 2022  bubble_chart Mega Dump Lite $ 74.34 82 85 100 74 74 88 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
14 June 2022  bubble_chart Mega Dump Lite $ 68.34 82 93 100 74 73 91 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
13 May 2022  bubble_chart Mega Dump Lite $ 74.91 84 97 100 82 79 94 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 March 2022  bubble_chart Mega Dump Lite $ 82.32 62 90 100 70 73 76 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
03 February 2022  bubble_chart Mega Dump Lite $ 79.70 56 81 100 70 74 70 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
02 September 2021  bubble_chart Mega Dump Lite $ 85.23 55 77 100 80 80 69 select_check_box select_check_box select_check_box select_check_box select_check_box
06 October 2020  bubble_chart Mega Dump Lite $ 76.82 54 89 100 70 82 70 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
04 September 2020  bubble_chart Mega Dump Lite $ 81.15 56 88 100 81 85 73 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
19 May 2020  bubble_chart Mega Dump Lite $ 82.19 59 72 100 80 88 70 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 April 2020  bubble_chart Mega Dump Lite $ 85.26 88 91 100 81 87 94 select_check_box select_check_box select_check_box select_check_box select_check_box
17 March 2020  bubble_chart Mega Dump Lite $ 73.06 90 97 100 81 90 97 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
12 February 2020  bubble_chart Mega Dump Lite $ 78.33 50 58 100 82 81 60 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
19 December 2019  bubble_chart Mega Dump Lite $ 92.24 60 66 100 82 80 69 select_check_box select_check_box select_check_box select_check_box select_check_box
15 August 2019  bubble_chart Mega Dump Lite $ 77.58 71 81 100 83 75 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_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
11 January 2019  bubble_chart Mega Dump Lite $ 59.03 85 91 100 74 72 92 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
10 December 2018  bubble_chart Mega Dump Lite $ 59.73 77 82 100 78 76 84 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
06 November 2018  bubble_chart Mega Dump Lite $ 61.75 53 74 100 74 61 67 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
31 August 2018  bubble_chart Mega Dump Lite $ 69.80 29 68 100 79 69 46 select_check_box select_check_box select_check_box select_check_box select_check_box
13 March 2018  bubble_chart Mega Dump Lite $ 56.75 36 82 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
09 February 2018  bubble_chart Mega Dump Lite $ 57.39 61 58 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
12 December 2017  bubble_chart Mega Dump Lite $ 59.06 62 81 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
10 November 2017  bubble_chart Mega Dump Lite $ 54.88 56 74 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
17 July 2017  bubble_chart Mega Dump Lite $ 60.88 58 52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
13 June 2017  bubble_chart Mega Dump Lite $ 61.30 68 40 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
11 May 2017  bubble_chart Mega Dump Lite $ 61.10 65 33 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
14 March 2017  bubble_chart Mega Dump Lite $ 61.07 60 43 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
10 February 2017  bubble_chart Mega Dump Lite $ 58.97 64 85 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
31 October 2016 Mega Dump Lite $ 45.42 87 85 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
11 July 2016 Mega Dump Lite $ 38.73 68 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_boltelectric_bolt select_check_box electric_boltelectric_bolt
07 June 2016 Mega Dump Lite $ 42.88 74 81 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
05 May 2016 Mega Dump Lite $ 48.34 76 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 Sanfilippo (John B.) & Son Inc (exchange: XNAS symbol: JBSS) was last updated 21 Aug 2026 07:24. Data for this stock is available from 01 Apr 2016 - 20 Aug 2026.