Kraft Heinz Company (KHC) 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 KHC'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: -13.52%. Win rate: 56.67%. Sharpe Ratio: -2.624. Maximum drawdown: -66.55% on 15 August 2019.
Mean CAGR: 22.48%. Time in market: 11123 days. Hypothetical return: $1000 would be worth $226.55 on 01 June 2026.
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 30 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (56.67% * 8.30%) + (3.33% * 1.46%) - (40.0% * 45.70%) = -13.52%.
Wins: 17 Breakevens: 1 Losses: 12

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, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
19 March 2026 smart_toyLOW (55) emoji_food_beverageLOW	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 smart_toyLOW (63) emoji_food_beverageLOW	50 Day Low	$ 23.83	select_check_box	select_check_box	schedule	schedule	schedule
29 October 2025 smart_toyLOW (61) emoji_food_beverageLOW	50 Day Low	$ 24.70	schedule	schedule	schedule	schedule	schedule
15 September 2025 smart_toyLOW (29) emoji_food_beverageLOW	50 Day Low	$ 25.93	schedule	schedule	schedule	schedule	schedule
13 June 2025 smart_toyLOW (38) emoji_food_beverageLOW	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 smart_toyLOW (40) emoji_food_beverageHIGH	50 Day Low	$ 28.20	schedule	schedule	schedule	schedule	schedule
05 February 2025 smart_toyLOW (60) emoji_food_beverageLOW	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 smart_toyLOW (73) emoji_food_beverageLOW	50 Day Low	$ 30.52	select_check_box electric_bolt	schedule	schedule	schedule	schedule
30 October 2024 smart_toyLOW (58) emoji_food_beverageLOW	50 Day Low	$ 33.81	schedule	schedule	schedule	schedule	schedule
02 July 2024 smart_toyLOW (36) emoji_food_beverageLOW	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	disabled_by_default
30 May 2024 smart_toyLOW (50) emoji_food_beverageLOW	50 Day Low	$ 34.68	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
14 February 2024 smart_toyLOW (45)	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 smart_toyLOW (65)	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 smart_toyLOW (36)	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 smart_toyLOW (36)	50 Day Low	$ 34.83	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
25 May 2023 smart_toyLOW (67)	50 Day Low	$ 36.96	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
01 March 2023 smart_toyLOW (74)	50 Day Low	$ 38.64	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
08 September 2022 smart_toyMEDIUM (83) sirenFIRE 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 smart_toyHIGH (90)	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 smart_toyLOW (57)	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 smart_toyLOW (45)	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 smart_toyLOW (34)	50 Day Low	$ 40.12	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
17 September 2020 smart_toyLOW (60)	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 smart_toyMEDIUM (87) sirenFIRE 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 smart_toyLOW (64)	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 smart_toyLOW (74)	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 smart_toyLOW (67)	50 Day Low	$ 29.27	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
22 February 2019 smart_toyLOW (43)	50 Day Low	$ 32.40	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
04 December 2018 smart_toyLOW (67)	50 Day Low	$ 46.40	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
11 October 2018 smart_toyLOW (47)	50 Day Low	$ 49.65	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
31 August 2018 smart_toyLOW (28)	50 Day Low	$ 52.74	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
19 April 2018 smart_toyLOW (59)	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 smart_toyLOW (34)	50 Day Low	$ 58.39	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
05 February 2018 smart_toyLOW (35)	50 Day Low	$ 66.49	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
02 October 2017 smart_toyLOW (46)	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 smart_toyLOW (44)	50 Day Low	$ 71.05	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
27 June 2017 smart_toyLOW (39)	50 Day Low	$ 76.18	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
02 May 2017 smart_toyLOW (52)	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 smart_toyMEDIUM (85)	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 16 Jul 2026 03:30. Data for this stock is available from 01 Apr 2016 - 15 Jul 2026.