Sprouts Farmers Market Inc (SFM) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to SFM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 8.69%.   Win rate: 86.67%.   Sharpe Ratio: -2.839.   Maximum drawdown: -39.33% on 13 March 2020.
Mean CAGR: 131.24%. Time in market: 3752 days.   Hypothetical return: $1000 would be worth $3563.96 on 27 June 2023.
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 Sprouts Farmers Market

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 22 May 2024 for a 7.5% profit target: (86.67% * 9.69%) + (13.33% * 2.20%) - (0% * 0%) = 8.69%.
Wins: 26 Breakevens: 4 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.

Sprouts Farmers Market 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%
10 February 2026  bubble_chart   MEDIUM   smart_toy0.977  factory0.898   50 Day Low $ 65.66 select_check_box electric_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
07 January 2026  bubble_chart   MEDIUM   smart_toy0.977  factory0.862   50 Day Low $ 76.10 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
07 October 2025  bubble_chart   MEDIUM   smart_toy0.939  factory0.792   50 Day Low $ 102.22 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 schedule
03 September 2025  bubble_chart   MEDIUM   smart_toy0.84  factory0.556   50 Day Low $ 138.14 schedule schedule schedule schedule schedule
31 July 2025  bubble_chart   MEDIUM   smart_toy0.629  factory0.598   50 Day Low $ 152.02 schedule schedule schedule schedule schedule
06 June 2023  bubble_chart   MEDIUM   smart_toy0.902  factory0.756   50 Day Low $ 32.74 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
28 February 2023  bubble_chart   MEDIUM   smart_toy0.789  factory0.713   50 Day Low $ 30.50 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_boltelectric_bolt
06 October 2022  bubble_chart   MEDIUM   smart_toy0.97  factory0.914   FIRE SALE 50 Day Low $ 27.08 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_boltelectric_bolt
05 May 2022  bubble_chart   MEDIUM   smart_toy0.922  factory0.89   50 Day Low $ 25.38 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
28 October 2021  bubble_chart   MEDIUM   smart_toy0.808  factory0.644   50 Day Low $ 21.86 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
08 September 2021  bubble_chart   MEDIUM   smart_toy0.795  factory0.536   50 Day Low $ 23.56 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
03 August 2021  bubble_chart   MEDIUM   smart_toy0.65  factory0.574   50 Day Low $ 24.42 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
30 June 2021  bubble_chart   MEDIUM   smart_toy0.837  factory0.592   50 Day Low $ 25.06 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
28 October 2020  bubble_chart   MEDIUM   smart_toy0.731  factory0.749   50 Day Low $ 20.29 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
04 September 2020  bubble_chart   MEDIUM   smart_toy0.774  factory0.657   50 Day Low $ 22.96 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
12 March 2020   HIGH   smart_toy0.979  factory0.885   FIRE SALE 50 Day Low $ 14.26 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
04 February 2020   MEDIUM   smart_toy0.985  factory0.594   50 Day Low $ 14.72 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 select_check_box electric_boltelectric_boltelectric_bolt
03 January 2020   MEDIUM   smart_toy0.841  factory0.445   50 Day Low $ 18.56 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
17 July 2019   MEDIUM   smart_toy0.507  factory0.669   50 Day Low $ 18.34 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
29 May 2019   MEDIUM   smart_toy0.639  factory0.884   50 Day Low $ 20.28 select_check_box select_check_box select_check_box select_check_box select_check_box
23 April 2019   MEDIUM   smart_toy0.407  factory0.488   50 Day Low $ 20.92 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
07 March 2019   MEDIUM   smart_toy0.575  factory0.74   50 Day Low $ 22.64 select_check_box select_check_box select_check_box select_check_box select_check_box
30 November 2018   MEDIUM   smart_toy0.546  factory0.724   50 Day Low $ 23.46 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
07 June 2018   MEDIUM   smart_toy0.69  factory0.476   50 Day Low $ 21.28 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_boltelectric_bolt
03 May 2018   MEDIUM   smart_toy0.753  factory0.511   50 Day Low $ 21.68 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
22 March 2018   MEDIUM   smart_toy0.862  factory0.57   50 Day Low $ 24.07 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
03 October 2017   MEDIUM   smart_toy0.507  factory0.54   50 Day Low $ 18.47 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
28 August 2017   MEDIUM   smart_toy0.79  factory0.502   50 Day Low $ 20.65 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
16 June 2017   MEDIUM   smart_toy0.9  factory0.541   50 Day Low $ 20.66 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
06 March 2017   MEDIUM   smart_toy0.442  factory0.385   50 Day Low $ 17.89 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_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
24 January 2017   MEDIUM   smart_toy0.807  factory0.5   50 Day Low $ 18.99 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
23 December 2016   LOW   smart_toy0.873  factory0.659   50 Day Low $ 19.67 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
07 September 2016   LOW   smart_toy0.844  factory0.499   50 Day Low $ 19.38 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
07 June 2016   LOW   smart_toy0.85  factory0.617   50 Day Low $ 24.15 select_check_box select_check_box select_check_box select_check_box select_check_box
05 May 2016   LOW   smart_toy0.724  factory0.751   50 Day Low $ 25.24 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Sprouts Farmers Market Inc (exchange: XNAS symbol: SFM) was last updated 30 May 2026 15:00. Data for this stock is available from 02 Dec 2015 - 29 May 2026.