Archer Daniels Midland Company (ADM) Daily/Weekly Backtest Results crown

Signal:                  
                [ What are these? | Switch to ADM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 0.32%.   Win rate: 71.43%.   Sharpe Ratio: -1.889.   Maximum drawdown: -44.71% on 08 April 2025.
Mean CAGR: 43.61%. Time in market: 5602 days.   Hypothetical return: $1000 would be worth $826.36 on 12 January 2026.
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 Archer Daniels Midland

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 21 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (71.43% * 8.31%) + (9.52% * 1.02%) - (19.05% * 29.97%) = 0.32%.
Wins: 15 Breakevens: 2 Losses: 4

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.

Archer Daniels Midland 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.

 

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%
04 November 2025   MEDIUM   smart_toy0.696  factory0.637   50 Day Low $ 58.14 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 April 2025   MEDIUM   smart_toy0.984  factory0.882   FIRE SALE 50 Day Low $ 44.54 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
04 February 2025   MEDIUM   smart_toy0.917  factory0.852   50 Day Low $ 48.00 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 December 2024   MEDIUM   smart_toy0.801  factory0.846   50 Day Low $ 50.48 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
08 October 2024   MEDIUM   smart_toy0.777  factory0.655   50 Day Low $ 58.06 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2024   MEDIUM   smart_toy0.63  factory0.867   50 Day Low $ 58.09 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
10 January 2024  bubble_chart   MEDIUM   smart_toy0.913  factory0.781   50 Day Low $ 70.00 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 October 2023  bubble_chart   MEDIUM   smart_toy0.842  factory0.874   FIRE SALE 50 Day Low $ 70.14 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
22 September 2023  bubble_chart   MEDIUM   smart_toy0.687  factory0.735   50 Day Low $ 77.35 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 May 2023  bubble_chart   MEDIUM   smart_toy0.428  factory0.703   50 Day Low $ 74.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
16 March 2023  bubble_chart   MEDIUM   smart_toy0.779  factory0.899   50 Day Low $ 76.24 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default
08 February 2023  bubble_chart   MEDIUM   smart_toy0.836  factory0.886   50 Day Low $ 81.80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 January 2023  bubble_chart   MEDIUM   smart_toy0.815  factory0.892   50 Day Low $ 87.90 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 June 2022  bubble_chart   MEDIUM   smart_toy0.953  factory0.946   FIRE SALE 50 Day Low $ 82.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 July 2021   MEDIUM   smart_toy0.759  factory0.652   50 Day Low $ 59.50 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
24 February 2020   MEDIUM   smart_toy0.795  factory0.715   50 Day Low $ 42.35 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
06 August 2019   MEDIUM   smart_toy0.62  factory0.927   50 Day Low $ 36.47 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
29 May 2019   MEDIUM   smart_toy0.464  factory0.93   50 Day Low $ 37.17 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
26 April 2019   MEDIUM   smart_toy0.516  factory0.726   50 Day Low $ 39.45 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
07 December 2018   HIGH   smart_toy0.72  factory0.943   50 Day Low $ 42.62 select_check_box select_check_box select_check_box select_check_box select_check_box
23 October 2018   HIGH   smart_toy0.843  factory0.905   50 Day Low $ 45.95 select_check_box select_check_box select_check_box select_check_box select_check_box
31 October 2017   MEDIUM   smart_toy0.673  factory0.74   50 Day Low $ 37.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
22 June 2017   MEDIUM   smart_toy0.829  factory0.798   50 Day Low $ 37.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
02 May 2017   MEDIUM   smart_toy0.752  factory0.722   50 Day Low $ 38.11 select_check_box select_check_box select_check_box select_check_box select_check_box
27 September 2016   LOW   smart_toy0.579  factory0.684   50 Day Low $ 37.07 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
13 January 2016   LOW   smart_toy0.993  factory0.943   50 Day Low $ 29.37 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
12 November 2015   LOW   smart_toy0.939  factory0.805   50 Day Low $ 33.85 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Archer Daniels Midland Company (exchange: XNYS symbol: ADM) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Sep 2015 - 29 May 2026.