Mondelez International Inc (MDLZ) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to MDLZ's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 6.13%.   Win rate: 85.71%.   Sharpe Ratio: -3.132.   Maximum drawdown: -26.38% on 07 January 2026.
Mean CAGR: 82.92%. Time in market: 4316 days.   Hypothetical return: $1000 would be worth $2021.54 on 16 March 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 Mondelez International

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: (85.71% * 7.91%) + (10.71% * 0.77%) - (3.57% * 20.47%) = 6.13%.
Wins: 24 Breakevens: 3 Losses: 1

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.

Mondelez International 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%
02 January 2026   MEDIUM   smart_toy0.948  factory0.547   50 Day Low $ 53.80 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
18 November 2025   MEDIUM   smart_toy0.569  factory0.671   50 Day Low $ 55.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
13 October 2025   MEDIUM   smart_toy0.825  factory0.742   50 Day Low $ 60.98 schedule schedule schedule schedule schedule
03 September 2025   MEDIUM   smart_toy0.694  factory0.526   50 Day Low $ 61.33 schedule schedule schedule schedule schedule
31 July 2025   MEDIUM   smart_toy0.631  factory0.507   50 Day Low $ 64.72 schedule schedule schedule schedule schedule
14 May 2025   MEDIUM   smart_toy0.903  factory0.764   50 Day Low $ 63.72 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
07 January 2025   MEDIUM   smart_toy0.971  factory0.686   50 Day Low $ 58.05 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
04 December 2024   MEDIUM   smart_toy0.562  factory0.594   50 Day Low $ 63.74 select_check_box select_check_box electric_bolt select_check_box select_check_box schedule
24 October 2024   MEDIUM   smart_toy0.73  factory0.612   50 Day Low $ 70.12 schedule schedule schedule schedule schedule
13 June 2024   MEDIUM   smart_toy0.767  factory0.53   50 Day Low $ 66.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 April 2024   MEDIUM   smart_toy0.589  factory0.467   50 Day Low $ 66.01 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
15 March 2024   MEDIUM   smart_toy0.749  factory0.558   50 Day Low $ 70.88 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
02 October 2023   MEDIUM   smart_toy0.758  factory0.845   50 Day Low $ 68.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 August 2023   MEDIUM   smart_toy0.792  factory0.729   50 Day Low $ 70.30 select_check_box select_check_box select_check_box select_check_box select_check_box
11 July 2023   MEDIUM   smart_toy0.903  factory0.725   50 Day Low $ 70.59 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
14 September 2022   MEDIUM   smart_toy0.764  factory0.896   50 Day Low $ 60.18 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 2022   MEDIUM   smart_toy0.956  factory0.813   50 Day Low $ 60.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 March 2022   MEDIUM   smart_toy0.968  factory0.689   FIRE SALE 50 Day Low $ 64.46 select_check_box select_check_box select_check_box select_check_box select_check_box
08 September 2021   MEDIUM   smart_toy0.788  factory0.619   50 Day Low $ 60.52 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 August 2021   MEDIUM   smart_toy0.631  factory0.587   50 Day Low $ 61.91 select_check_box select_check_box select_check_box select_check_box select_check_box
25 February 2021   MEDIUM   smart_toy0.828  factory0.559   50 Day Low $ 54.11 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
22 January 2021   MEDIUM   smart_toy0.735  factory0.565   50 Day Low $ 56.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
28 October 2020   MEDIUM   smart_toy0.869  factory0.68   50 Day Low $ 53.72 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
28 February 2020   MEDIUM   smart_toy0.85  factory0.895   FIRE SALE 50 Day Low $ 52.69 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
22 October 2019   MEDIUM   smart_toy0.821  factory0.623   50 Day Low $ 52.54 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 December 2018   HIGH   smart_toy0.884  factory0.921   FIRE SALE 50 Day Low $ 38.82 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
12 October 2018   MEDIUM   smart_toy0.749  factory0.852   50 Day Low $ 39.83 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
20 April 2018   MEDIUM   smart_toy0.505  factory0.447   50 Day Low $ 38.84 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
20 March 2018   MEDIUM   smart_toy0.595  factory0.542   50 Day Low $ 40.34 select_check_box select_check_box select_check_box select_check_box select_check_box
12 February 2018   MEDIUM   smart_toy0.768  factory0.553   50 Day Low $ 40.41 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
30 October 2017   MEDIUM   smart_toy0.756  factory0.642   50 Day Low $ 37.77 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
22 September 2017   MEDIUM   smart_toy0.554  factory0.535   50 Day Low $ 37.78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 August 2017   MEDIUM   smart_toy0.833  factory0.466   50 Day Low $ 40.51 select_check_box select_check_box select_check_box select_check_box select_check_box
29 June 2017   MEDIUM   smart_toy0.77  factory0.555   50 Day Low $ 40.99 select_check_box select_check_box select_check_box select_check_box select_check_box
01 December 2016   LOW   smart_toy0.645  factory0.64   50 Day Low $ 38.21 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
12 October 2016   LOW   smart_toy0.801  factory0.738   50 Day Low $ 39.38 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
09 September 2016   LOW   smart_toy0.887  factory0.487   50 Day Low $ 39.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
27 June 2016   LOW   smart_toy0.864  factory0.821   50 Day Low $ 38.39 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

 

The data for Mondelez International Inc (exchange: XNAS symbol: MDLZ) was last updated 30 May 2026 15:00. Data for this stock is available from 04 Jan 2016 - 29 May 2026.