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: 8.54%.   Win rate: 95.45%.   Sharpe Ratio: -0.54.   Maximum drawdown: -30.29% on 31 May 2017.
Mean CAGR: 146.59%. Time in market: 1679 days.   Hypothetical return: $1000 would be worth $4678.95 on 05 December 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 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 22 signal(s) occurring before 29 July 2024 for a 7.5% profit target: (95.45% * 8.62%) + (4.55% * 6.72%) - (0% * 0%) = 8.54%.
Wins: 21 Breakevens: 1 Losses: 0

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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
20 July 2026 Simple Mean Reversion 91 63 84 91 56 88 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
13 July 2026 Mega Dump Lite 62 75 84 91 57 75 schedule schedule schedule
22 June 2026 Super Oversold (MD) 86 50 85 91 57 79 schedule schedule schedule
16 June 2026 Simple Mean Reversion 89 56 84 94 60 84 select_check_box electric_bolt select_check_box electric_bolt schedule
09 June 2026 Mega Dump Lite 52 66 84 94 60 66 schedule schedule schedule
09 June 2026 Mega Dump 77 66 84 94 60 81 schedule schedule schedule
09 June 2026 Collapsed Bubble 83 66 84 94 60 85 schedule schedule schedule
05 June 2026 Williams %R (Weekly) 64 77 84 94 60 77 schedule schedule schedule
05 June 2026 50 Day Low 64 77 84 94 60 77 schedule schedule schedule
05 June 2026 Super Oversold (52) 91 77 84 94 60 93 schedule schedule schedule

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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%
09 April 2026 Gap Up $ 161.97 57 75 87 90 62 71 schedule schedule schedule schedule schedule
19 December 2025 Gap Up $ 212.22 84 66 96 90 83 84 schedule schedule schedule schedule schedule
15 December 2025 Gap Up $ 204.76 81 68 96 90 83 83 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule
28 October 2025 Gap Up $ 180.69 91 67 96 91 82 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_boltelectric_bolt
13 May 2025 Gap Up $ 309.66 36 55 97 84 78 50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
09 December 2024 Gap Up $ 401.74 68 79 97 80 78 78 schedule schedule schedule schedule schedule
16 August 2024 Gap Up $ 258.15 89 73 97 74 79 87 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 electric_boltelectric_bolt
07 June 2024 Gap Up $ 319.52 65 67 97 87 84 73 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
17 October 2023 Gap Up $ 413.97 30 85 100 76 90 51 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
05 June 2023 Gap Up $ 359.72 27 78 100 78 90 46 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 March 2023 Gap Up $ 361.54 69 75 100 81 83 78 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 November 2022 Gap Up $ 356.56 68 82 100 84 73 79 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
06 September 2022 Gap Up $ 320.86 82 86 100 80 71 89 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 select_check_box electric_bolt
27 May 2022 Gap Up $ 291.24 62 90 100 77 70 77 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
31 March 2022  bubble_chart Gap Up $ 370.09 40 73 100 86 74 58 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
10 September 2021  bubble_chart Gap Up $ 424.79 35 78 100 84 77 55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
25 March 2020  bubble_chart Gap Up $ 194.56 93 87 100 79 85 95 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_bolt
23 March 2020  bubble_chart Gap Up $ 168.92 96 93 100 79 85 99 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
16 March 2020  bubble_chart Gap Up $ 147.24 94 95 100 79 78 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_boltelectric_boltelectric_bolt
09 September 2019  bubble_chart Gap Up $ 198.95 78 76 100 81 69 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
14 June 2019  bubble_chart Gap Up $ 174.88 78 67 100 79 63 80 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
29 March 2019  bubble_chart Gap Up $ 164.89 68 69 100 87 68 76 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 September 2018  bubble_chart Gap Up $ 156.08 69 77 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
04 June 2018  bubble_chart Gap Up $ 123.80 63 75 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
29 March 2018 Gap Up $ 87.96 53 76 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
08 December 2017 Gap Up $ 73.12 51 85 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 September 2017 Gap Up $ 61.82 73 48 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 June 2017 Gap Up $ 53.45 69 57 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
09 December 2016 Gap Up $ 69.07 46 93 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Lululemon Athletica Inc (exchange: XNAS symbol: LULU) was last updated 06 Aug 2026 07:13. Data for this stock is available from 01 Jun 2016 - 05 Aug 2026.