Aflac Inc (AFL) Daily/Weekly Backtest Results military_tech

Buy indicator:                
              [ What are these indicators? | Switch to AFL's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 8.18%.   Win rate: 90.0%.   Sharpe Ratio: 0.588.   Maximum drawdown: -47.81% on 19 March 2020.
Mean CAGR: 92.78%. Time in market: 1090 days.   Hypothetical return: $1000 would be worth $1602.05 on 02 August 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 Aflac Inc

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 10 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (90.0% * 9.06%) + (10.0% * 0.25%) - (0% * 0%) = 8.18%.
Wins: 9 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.

Aflac Inc Analysis

Market sector: Financials.

External links: Seeking Alpha Research, Zacks Research.

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

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

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 and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
20 March 2026   30     Williams %R (Weekly) $ 106.90 schedule schedule schedule schedule schedule
30 July 2025  bubble_chart   30     Williams %R (Weekly) $ 99.66 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
07 April 2025  bubble_chart   30     Williams %R (Weekly) $ 99.81 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box schedule
10 December 2024  bubble_chart   30     Williams %R (Weekly) $ 104.30 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box select_check_box
23 February 2023  bubble_chart   20     Williams %R (Weekly) $ 68.32 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
13 June 2022   50     Williams %R (Weekly) $ 54.22 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
29 April 2022   50     Williams %R (Weekly) $ 58.17 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
21 September 2021   20     Williams %R (Weekly) $ 51.88 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
28 October 2020  bubble_chart   25     Williams %R (Weekly) $ 35.00 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  bubble_chart   25     Williams %R (Weekly) $ 49.47 select_check_box select_check_box select_check_box select_check_box select_check_box
21 August 2019  bubble_chart   20     Williams %R (Weekly) $ 49.07 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 October 2018  bubble_chart   50     Williams %R (Weekly) $ 40.94 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
01 February 2017   20     Williams %R (Weekly) $ 31.42 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 October 2016       Williams %R (Weekly) $ 32.49 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Aflac Inc (exchange: XNYS symbol: AFL) was last updated 27 Mar 2026 10:54. Data for this stock is available from 01 Dec 2015 - 26 Mar 2026.