Kraft Heinz Company (KHC) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to KHC's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -13.69%.   Win rate: 57.14%.   Sharpe Ratio: -2.442.   Maximum drawdown: -66.55% on 15 August 2019.
Mean CAGR: 17.53%. Time in market: 10362 days.   Hypothetical return: $1000 would be worth $331.31 on 02 April 2024.
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 Kraft Heinz Company

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 28 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (57.14% * 8.25%) + (3.57% * 1.46%) - (39.29% * 46.97%) = -13.69%.
Wins: 16 Breakevens: 1 Losses: 11

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.

Kraft Heinz Company 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.

 

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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
19 March 2026   MEDIUM   smart_toy0.755  factory0.478   50 Day Low $ 21.92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
24 December 2025   MEDIUM   smart_toy0.859  factory0.683   50 Day Low $ 23.83 schedule schedule schedule schedule schedule
29 October 2025   MEDIUM   smart_toy0.679  factory0.623   50 Day Low $ 24.70 schedule schedule schedule schedule schedule
15 September 2025   MEDIUM   smart_toy0.578  factory0.559   50 Day Low $ 25.93 schedule schedule schedule schedule schedule
13 June 2025   MEDIUM   smart_toy0.819  factory0.444   50 Day Low $ 26.25 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
09 May 2025   MEDIUM   smart_toy0.778  factory0.707   50 Day Low $ 28.20 schedule schedule schedule schedule schedule
05 February 2025   MEDIUM   smart_toy0.906  factory0.621   50 Day Low $ 28.62 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
18 December 2024   MEDIUM   smart_toy0.758  factory0.729   50 Day Low $ 30.52 select_check_box electric_bolt schedule schedule schedule schedule
30 October 2024   MEDIUM   smart_toy0.697  factory0.723   50 Day Low $ 33.81 schedule schedule schedule schedule schedule
02 July 2024   MEDIUM   smart_toy0.587  factory0.618   50 Day Low $ 31.98 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
30 May 2024   MEDIUM   smart_toy0.634  factory0.426   50 Day Low $ 34.68 schedule schedule schedule schedule schedule
14 February 2024   MEDIUM   smart_toy0.756  factory0.698   50 Day Low $ 34.58 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
06 October 2023   MEDIUM   smart_toy0.944  factory0.878   50 Day Low $ 31.72 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
08 August 2023   MEDIUM   smart_toy0.658  factory0.543   50 Day Low $ 33.88 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
27 June 2023   MEDIUM   smart_toy0.911  factory0.693   50 Day Low $ 34.83 select_check_box select_check_box select_check_box select_check_box select_check_box
25 May 2023   MEDIUM   smart_toy0.904  factory0.829   50 Day Low $ 36.96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 March 2023   MEDIUM   smart_toy0.624  factory0.829   50 Day Low $ 38.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 September 2022   MEDIUM   smart_toy0.819  factory0.888   FIRE SALE 50 Day Low $ 36.58 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 May 2022   MEDIUM   smart_toy0.989  factory0.885   50 Day Low $ 36.79 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
18 November 2021   MEDIUM   smart_toy0.822  factory0.711   50 Day Low $ 35.42 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
19 August 2021   MEDIUM   smart_toy0.817  factory0.605   50 Day Low $ 36.80 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
06 July 2021   MEDIUM   smart_toy0.748  factory0.662   50 Day Low $ 40.12 select_check_box select_check_box select_check_box select_check_box select_check_box
17 September 2020   MEDIUM   smart_toy0.472  factory0.688   50 Day Low $ 30.78 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
28 February 2020   MEDIUM   smart_toy0.868  factory0.798   FIRE SALE 50 Day Low $ 23.86 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
27 January 2020   MEDIUM   smart_toy0.631  factory0.621   50 Day Low $ 29.27 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 August 2019   MEDIUM   smart_toy0.896  factory0.913   50 Day Low $ 25.46 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
23 May 2019   MEDIUM   smart_toy0.689  factory0.952   50 Day Low $ 29.27 select_check_box select_check_box select_check_box select_check_box select_check_box
22 February 2019   MEDIUM   smart_toy0.933  factory0.828   50 Day Low $ 32.40 select_check_box select_check_box select_check_box select_check_box select_check_box
04 December 2018   MEDIUM   smart_toy0.59  factory0.914   50 Day Low $ 46.40 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 October 2018   MEDIUM   smart_toy0.666  factory0.877   50 Day Low $ 49.65 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 August 2018   MEDIUM   smart_toy0.757  factory0.654   50 Day Low $ 52.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 April 2018   MEDIUM   smart_toy0.532  factory0.489   50 Day Low $ 53.35 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
15 March 2018   MEDIUM   smart_toy0.608  factory0.516   50 Day Low $ 58.39 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 February 2018   MEDIUM   smart_toy0.732  factory0.554   50 Day Low $ 66.49 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 October 2017   MEDIUM   smart_toy0.654  factory0.627   50 Day Low $ 67.65 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 August 2017   MEDIUM   smart_toy0.769  factory0.527   50 Day Low $ 71.05 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 June 2017   MEDIUM   smart_toy0.831  factory0.621   50 Day Low $ 76.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 May 2017   LOW   smart_toy0.677  factory0.573   50 Day Low $ 76.69 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 November 2016   LOW   smart_toy0.782  factory0.771   50 Day Low $ 70.32 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Kraft Heinz Company (exchange: XNAS symbol: KHC) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Apr 2016 - 29 May 2026.