Tractor Supply Company (TSCO) Daily/Weekly Backtest Results 🚜

Buy indicator:                  
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Fixed profit target:               -or-  

Expectancy: 8.03%.   Win rate: 100%.   Sharpe Ratio: 19.952.   Maximum drawdown: -10.57% on 28 October 2016.
Mean CAGR: 130.65%. Time in market: 285 days.   Hypothetical return: $1000 would be worth $1589.33 on 28 July 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 Tractor Supply Company

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 6 signal(s) occurring before 04 May 2024 for a 7.5% profit target: (100% * 8.03%) + (0% * 0%) - (0% * 0%) = 8.03%.
Wins: 6 Breakevens: 0 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.

Tractor Supply Company Analysis

Market sector: Industrials.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Rate of Change Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Rate of Change 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%
11 May 2026   HIGH   FIRE SALE   smart_toy0.906 Rate of Change $ 30.40 schedule schedule schedule schedule schedule
05 June 2023   LOW     smart_toy0.847 Rate of Change $ 41.26 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
26 January 2022   LOW     smart_toy0.871 Rate of Change $ 42.12 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
19 March 2020   HIGH   FIRE SALE   smart_toy0.975 Rate of Change $ 14.77 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
01 October 2019   LOW     smart_toy0.774 Rate of Change $ 17.98 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
13 February 2018   LOW     smart_toy0.75 Rate of Change $ 12.81 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
14 September 2016   LOW     smart_toy0.864 Rate of Change $ 13.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Tractor Supply Company (exchange: XNAS symbol: TSCO) was last updated 12 May 2026 00:00. Data for this stock is available from 02 May 2016 - 11 May 2026.