Lululemon Athletica Inc (LULU) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to LULU's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 3.40%.   Win rate: 86.96%.   Sharpe Ratio: -0.599.   Maximum drawdown: -65.36% on 15 September 2025.
Mean CAGR: 159.87%. Time in market: 2824 days.   Hypothetical return: $1000 would be worth $1255.06 on 02 February 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 Lululemon Athletica

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 23 signal(s) occurring before 18 June 2024 for a 7.5% profit target: (86.96% * 9.92%) + (4.35% * 1.31%) - (8.70% * 60.74%) = 3.40%.
Wins: 20 Breakevens: 1 Losses: 2

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.

Lululemon Athletica Analysis

Market sector: Consumer Discretionary.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

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%
02 June 2026   smart_toyLOW (37)    shopping_cartLOW   Gap Down $ 128.78 schedule schedule schedule schedule schedule
26 March 2026   smart_toyLOW (49)    shopping_cartLOW   sirenFIRE SALE Gap Down $ 154.69 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
09 January 2026   smart_toyLOW (66)    shopping_cartLOW   Gap Down $ 208.45 schedule schedule schedule schedule schedule
29 October 2025   smart_toyLOW (75)    shopping_cartLOW   Gap Down $ 174.50 select_check_box electric_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
25 September 2025   smart_toyLOW (74)    shopping_cartLOW   Gap Down $ 174.56 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_boltelectric_bolt
07 July 2025   smart_toyLOW (45)    shopping_cartLOW   Gap Down $ 241.74 schedule schedule schedule schedule schedule
11 March 2025   smart_toyLOW (61)    shopping_cartLOW   Gap Down $ 326.56 schedule schedule schedule schedule schedule
18 December 2024   smart_toyLOW (68)    shopping_cartLOW   Gap Down $ 379.54 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt schedule
22 May 2024   smart_toyLOW (46)     Gap Down $ 303.27 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt
22 March 2024   smart_toyLOW (48)     Gap Down $ 409.72 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 January 2024   smart_toyLOW (55)     Gap Down $ 462.92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 August 2023   smart_toyLOW (55)     Gap Down $ 369.82 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
09 January 2023   smart_toyLOW (63)     Gap Down $ 295.93 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
02 November 2022   smart_toyLOW (69)     Gap Down $ 322.48 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
13 September 2022   smart_toyLOW (78)     Gap Down $ 340.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 July 2022   smart_toyLOW (71)     Gap Down $ 288.58 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
05 May 2022   smart_toyLOW (64)     Gap Down $ 351.78 select_check_box select_check_box select_check_box select_check_box select_check_box
11 February 2022  bubble_chart   smart_toyLOW (36)     Gap Down $ 324.96 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
05 January 2022  bubble_chart   smart_toyLOW (51)     Gap Down $ 371.82 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
11 December 2020  bubble_chart   smart_toyLOW (74)     Gap Down $ 355.32 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt
19 October 2020  bubble_chart   smart_toyLOW (71)     Gap Down $ 343.73 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
03 September 2020  bubble_chart   smart_toyLOW (57)     Gap Down $ 385.63 select_check_box select_check_box select_check_box select_check_box select_check_box
11 June 2020  bubble_chart   smart_toyLOW (47)     Gap Down $ 311.24 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
30 April 2020   smart_toyLOW (57)     Gap Down $ 226.60 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
27 March 2020  bubble_chart   smart_toyLOW (74)     sirenFIRE SALE Gap Down $ 190.67 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 select_check_box electric_boltelectric_boltelectric_bolt
09 September 2019  bubble_chart   smart_toyLOW (49)     Gap Down $ 198.95 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
10 October 2018  bubble_chart   smart_toyLOW (42)     Gap Down $ 144.92 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 May 2018   smart_toyLOW (61)     Gap Down $ 97.49 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 select_check_box electric_boltelectric_boltelectric_bolt
08 February 2018   smart_toyLOW (49)     Gap Down $ 79.21 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_boltelectric_bolt
03 November 2016   smart_toyLOW (65)     Gap Down $ 56.42 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
29 September 2016   smart_toyLOW (48)     Gap Down $ 61.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Lululemon Athletica Inc (exchange: XNAS symbol: LULU) was last updated 26 Jun 2026 05:21. Data for this stock is available from 01 Jun 2016 - 25 Jun 2026.