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: 9.57%.   Win rate: 95.00%.   Sharpe Ratio: -0.231.   Maximum drawdown: -36.23% on 13 March 2020.
Mean CAGR: 139.95%. Time in market: 1890 days.   Hypothetical return: $1000 would be worth $3597.01 on 17 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 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 20 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (95.00% * 9.88%) + (5.00% * 3.74%) - (0% * 0%) = 9.57%.
Wins: 19 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.

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

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%
31 July 2026 Gap Up $ 86.59 59 59 100 87 77 66 schedule schedule schedule schedule schedule
01 May 2026  bubble_chart Gap Up $ 81.57 52 89 100 81 76 70 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
09 April 2025  bubble_chart Gap Up $ 148.93 75 93 100 62 74 84 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
01 November 2024  bubble_chart Gap Up $ 130.21 53 79 100 53 75 65 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
31 July 2024  bubble_chart Gap Up $ 98.34 76 75 100 45 77 77 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
18 June 2024  bubble_chart Gap Up $ 77.89 68 79 100 61 78 76 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_boltelectric_bolt
03 May 2024  bubble_chart Gap Up $ 72.88 65 55 100 55 80 66 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
26 February 2024  bubble_chart Gap Up $ 59.89 71 85 100 52 81 78 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_boltelectric_bolt
03 May 2023  bubble_chart Gap Up $ 37.04 59 65 100 64 85 66 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 March 2023  bubble_chart Gap Up $ 34.59 71 71 100 58 53 76 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 November 2022  bubble_chart Gap Up $ 33.06 76 90 100 57 56 85 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 August 2022  bubble_chart Gap Up $ 30.54 77 80 100 61 58 83 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 May 2022  bubble_chart Gap Up $ 30.12 69 94 100 65 63 82 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
28 February 2022  bubble_chart Gap Up $ 28.84 66 83 100 48 55 75 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
01 March 2021  bubble_chart Gap Up $ 21.74 53 53 100 55 70 58 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 Gap Up $ 14.88 98 96 100 62 66 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
24 February 2020 Gap Up $ 17.57 76 70 100 65 60 79 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 November 2019 Gap Up $ 19.50 72 83 100 62 64 80 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
03 May 2019 Gap Up $ 22.32 71 38 100 72 55 64 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2018 Gap Up $ 25.36 36 78 100 94 88 55 select_check_box select_check_box select_check_box select_check_box disabled_by_default
03 November 2017 Gap Up $ 20.48 69 39 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
05 August 2016 Gap Up $ 22.86 82 71 select_check_box select_check_box select_check_box select_check_box select_check_box
25 February 2016 Gap Up $ 26.76 80 88 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
09 February 2016 Gap Up $ 22.84 96 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

 

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.