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

Buy indicator:          
              [ What are these indicators? | Switch to SFM's monthly backtests ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 7.35%. See below chart for calculations and explanation.   Win rate: 91.30%.   Maximum drawdown: 41.55% on 13 March 2020.
Mean CAGR: 130.99%. Time in market: 2057 days.   Hypothetical return: $1000 would be worth $2160.10 on 02 March 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.

 

Expectancy 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 23 signal(s) occurring before 20 December 2023 for a 5% profit target: (91.30% * 7.87%) + (8.70% * 1.86%) - (0% * 0%) = 7.35%.
Wins: 21 Breakevens: 2 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

 

Williams %R (Weekly) Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each Williams %R (weekly) 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 Price Performance (mouseover for details)
5% 7.5% 10% 20%
23 December 2025 $79.18 schedule schedule schedule schedule
10 November 2025 $78.90 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
07 October 2025 $102.22 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 $138.14 schedule schedule schedule schedule
31 July 2025 $152.02 schedule schedule schedule schedule
28 February 2023 $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_bolt
05 May 2022 $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
08 September 2021 $23.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 July 2021 $24.83 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 October 2020 $20.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 September 2020 $22.12 select_check_box select_check_box select_check_box select_check_box electric_bolt
12 March 2020 $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
10 January 2020 $17.88 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
02 July 2019 $18.51 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
29 May 2019 $20.28 select_check_box select_check_box select_check_box select_check_box
22 April 2019 $21.29 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
08 March 2019 $22.46 select_check_box select_check_box select_check_box select_check_box
30 November 2018 $23.46 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
07 June 2018 $21.28 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 $21.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 March 2018 $23.52 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
26 October 2017 $18.49 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
11 September 2017 $19.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
07 March 2017 $17.73 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
30 January 2017 $18.60 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
27 December 2016 $19.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 September 2016 $19.38 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
06 June 2016 $24.34 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 27 Dec 2025 05:17. Data for this stock is available from 02 Dec 2015 - 26 Dec 2025.