Mondelez International Inc (MDLZ) 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 MDLZ'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: 5.45%. Win rate: 58.33%. Sharpe Ratio: -2.374. Maximum drawdown: -24.16% on 05 February 2025.
Mean CAGR: 74.53%. Time in market: 2594 days. Hypothetical return: $1000 would be worth $1459.25 on 04 September 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 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 12 signal(s) occurring before 17 July 2024 for a 7.5% profit target: (58.33% * 8.41%) + (41.67% * 1.30%) - (0% * 0%) = 5.45%.
Wins: 7 Breakevens: 5 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.

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.

Most Recent Buy Signals
Date	Signal Type	Score	Performance
			5%	6%	7.5%
06 July 2026	Mega Dump Lite	smart_toyLOW (55) emoji_food_beverageLOW	schedule	schedule	schedule
30 June 2026	Gap Down	smart_toyLOW (42) emoji_food_beverageLOW	schedule	schedule	schedule
23 June 2026	Oversold Rebound	smart_toyLOW (44) emoji_food_beverageLOW	schedule	schedule	schedule
16 June 2026	Double Seven	smart_toyLOW (51) emoji_food_beverageLOW	schedule	schedule	schedule
18 May 2026	Double Seven	smart_toyLOW (45) emoji_food_beverageLOW	schedule	schedule	schedule
15 May 2026	Double Seven	smart_toyLOW (51) emoji_food_beverageLOW	schedule	schedule	schedule
16 March 2026	Mega Dump Lite	smart_toyLOW (62) emoji_food_beverageLOW	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
17 February 2026	Gap Down	smart_toyLOW (37) emoji_food_beverageLOW	schedule	schedule	schedule
06 January 2026	Williams %R (Weekly)	smart_toyLOW (67) emoji_food_beverageLOW	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
02 January 2026	52 Week Low	smart_toyLOW (41) emoji_food_beverageLOW	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt

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%.

Signal Date, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
31 July 2023 smart_toyLOW (33)	Gap Up	$ 73.63	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
03 November 2022 smart_toyHIGH (90)	Gap Up	$ 62.04	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
07 April 2020 smart_toyMEDIUM (88)	Gap Up	$ 51.78	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
25 March 2020 smart_toyMEDIUM (89)	Gap Up	$ 46.03	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
16 March 2020 smart_toyMEDIUM (87)	Gap Up	$ 45.50	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
31 October 2018 smart_toyLOW (69)	Gap Up	$ 40.69	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
01 November 2017 smart_toyLOW (53)	Gap Up	$ 39.36	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
22 February 2017 smart_toyLOW (47)	Gap Up	$ 41.68	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
16 December 2016 smart_toyLOW (57)	Gap Up	$ 41.50	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
27 October 2016 smart_toyLOW (65)	Gap Up	$ 41.13	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
31 August 2016 smart_toyLOW (48)	Gap Up	$ 41.55	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
28 April 2016 smart_toyLOW (69)	Gap Up	$ 40.14	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box

The data for Mondelez International Inc (exchange: XNAS symbol: MDLZ) was last updated 27 Jul 2026 04:58. Data for this stock is available from 04 Jan 2016 - 24 Jul 2026.