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:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.51%.   Win rate: 96.30%.   Sharpe Ratio: -1.175.   Maximum drawdown: -37.36% on 07 March 2017.
Mean CAGR: 123.32%. Time in market: 2715 days.   Hypothetical return: $1000 would be worth $4709.02 on 30 July 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 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 27 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (96.30% * 9.41%) + (0% * 0%) - (3.70% * 14.89%) = 8.51%.
Wins: 26 Breakevens: 0 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.

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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
10 August 2026 Mega Dump Lite 50 68 100 88 77 64 schedule schedule schedule
31 July 2026 Gap Up 59 59 100 87 77 66 schedule schedule schedule
14 July 2026 50 Day Low 38 72 100 86 79 56 schedule schedule schedule
07 July 2026 Mega Dump Lite 54 76 100 86 79 68 schedule schedule schedule
06 July 2026 Gap Down 50 76 100 86 79 66 schedule schedule schedule
23 June 2026  bubble_chart Collapsed Bubble 64 61 100 82 76 70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
22 June 2026  bubble_chart Oversold Rebound 56 50 100 82 76 62 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
09 June 2026  bubble_chart Collapsed Bubble 62 63 100 82 76 69 schedule schedule schedule
05 June 2026  bubble_chart Mega Dump Lite 40 73 100 82 76 57 schedule schedule schedule
29 May 2026  bubble_chart Gap Down 46 80 100 82 76 63 schedule schedule schedule

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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
29 May 2026  bubble_chart Gap Down $ 84.44 46 80 100 82 76 63 schedule schedule schedule schedule schedule
05 November 2025  bubble_chart Gap Down $ 81.44 71 67 100 82 78 76 select_check_box select_check_box select_check_box select_check_box schedule
15 September 2025  bubble_chart Gap Down $ 132.04 47 76 100 69 71 62 schedule schedule schedule schedule schedule
31 July 2025  bubble_chart Gap Down $ 152.02 54 83 100 67 70 68 schedule schedule schedule schedule schedule
24 June 2025  bubble_chart Gap Down $ 169.88 58 70 100 69 71 68 schedule schedule schedule schedule schedule
08 May 2025  bubble_chart Gap Down $ 163.11 67 52 100 66 73 67 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
09 December 2024  bubble_chart Gap Down $ 147.20 61 81 100 61 75 72 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
28 May 2024  bubble_chart Gap Down $ 80.82 46 47 100 75 82 53 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
01 June 2023  bubble_chart Gap Down $ 33.58 59 63 100 61 85 65 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
21 February 2023  bubble_chart Gap Down $ 32.18 50 63 100 59 53 60 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_bolt
03 January 2023  bubble_chart Gap Down $ 31.68 54 85 100 56 52 69 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
20 October 2022  bubble_chart Gap Down $ 27.08 85 93 100 57 54 91 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
13 September 2022  bubble_chart Gap Down $ 29.36 75 83 100 58 55 82 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
18 May 2022  bubble_chart Gap Down $ 23.25 79 88 100 62 61 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_bolt
11 January 2022  bubble_chart Gap Down $ 29.80 43 82 100 45 56 59 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
01 October 2021  bubble_chart Gap Down $ 22.58 48 90 100 65 60 66 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
12 May 2021  bubble_chart Gap Down $ 26.27 32 61 100 53 67 46 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
31 March 2021  bubble_chart Gap Down $ 27.24 44 70 100 51 74 57 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
25 February 2021  bubble_chart Gap Down $ 21.04 46 62 100 55 70 57 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 October 2020  bubble_chart Gap Down $ 19.74 64 88 100 60 77 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_boltelectric_bolt
03 August 2020  bubble_chart Gap Down $ 25.82 57 80 100 59 68 70 select_check_box select_check_box select_check_box select_check_box select_check_box
18 June 2020  bubble_chart Gap Down $ 22.77 54 83 100 59 69 68 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
02 January 2020 Gap Down $ 18.99 54 55 100 65 60 61 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
02 October 2019 Gap Down $ 18.72 73 70 100 63 64 77 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
22 July 2019 Gap Down $ 17.72 53 58 100 73 53 62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
05 February 2018 Gap Down $ 26.32 28 75 select_check_box select_check_box select_check_box select_check_box disabled_by_default
24 August 2017 Gap Down $ 22.96 50 67 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 June 2017 Gap Down $ 23.01 44 37 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
12 December 2016 Gap Down $ 20.51 58 94 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 November 2016 Gap Down $ 20.86 65 85 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box
07 September 2016 Gap Down $ 19.38 58 26 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
11 April 2016 Gap Down $ 28.30 53 79 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 February 2016 Gap Down $ 22.84 94 96 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
06 January 2016 Gap Down $ 26.20 61 67 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default

 

The data for Sprouts Farmers Market Inc (exchange: XNAS symbol: SFM) was last updated 13 Aug 2026 08:56. Data for this stock is available from 02 Dec 2015 - 12 Aug 2026.