Brown-Forman Corp (BF-B) Daily/Weekly Backtest Results military_tech

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

Expectancy: -2.88%.   Win rate: 64.71%.   Sharpe Ratio: -1.365.   Maximum drawdown: -61.24% on 18 June 2025.
Mean CAGR: 31.61%. Time in market: 4983 days.   Hypothetical return: $1000 would be worth $178.90 on 09 March 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 Brown-Forman

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 17 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (64.71% * 8.46%) + (17.65% * 2.24%) - (17.65% * 49.60%) = -2.88%.
Wins: 11 Breakevens: 3 Losses: 3

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.

Brown-Forman 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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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%
29 April 2026   MEDIUM   smart_toy0.934   Gap Down $ 25.20 schedule schedule schedule schedule schedule
25 February 2026   MEDIUM   smart_toy0.898   Gap Down $ 28.74 schedule schedule schedule schedule schedule
17 December 2025   MEDIUM   smart_toy0.857   Gap Down $ 29.34 schedule schedule schedule schedule schedule
29 October 2025   MEDIUM   smart_toy0.953   Gap Down $ 27.43 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
05 June 2025   MEDIUM   smart_toy0.99   Gap Down $ 27.37 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
11 March 2025   MEDIUM   smart_toy0.963   Gap Down $ 36.98 schedule schedule schedule schedule schedule
28 January 2025   MEDIUM   smart_toy0.977   Gap Down $ 33.72 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
05 June 2024   MEDIUM   smart_toy0.951   Gap Down $ 44.53 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
06 March 2024   MEDIUM   smart_toy0.897   Gap Down $ 56.49 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 December 2023   MEDIUM   smart_toy0.914   Gap Down $ 55.38 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
12 October 2023   HIGH   smart_toy0.941   FIRE SALE Gap Down $ 54.64 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
30 August 2023   HIGH   smart_toy0.791   Gap Down $ 66.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 March 2023   MEDIUM   smart_toy0.91   Gap Down $ 64.20 select_check_box select_check_box select_check_box select_check_box electric_bolt disabled_by_default
07 December 2022   MEDIUM   smart_toy0.666   Gap Down $ 70.99 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 November 2021   MEDIUM   smart_toy0.539   Gap Down $ 71.97 select_check_box select_check_box select_check_box select_check_box select_check_box
09 June 2021   MEDIUM   smart_toy0.688   Gap Down $ 76.09 select_check_box select_check_box select_check_box select_check_box select_check_box
21 May 2020   MEDIUM   smart_toy0.788   Gap Down $ 66.66 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
05 December 2019   MEDIUM   smart_toy0.692   Gap Down $ 64.82 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
06 March 2019   MEDIUM   smart_toy0.607   Gap Down $ 49.17 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 December 2018   HIGH   smart_toy0.93   Gap Down $ 47.18 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 September 2018   HIGH   smart_toy0.812   Gap Down $ 51.21 select_check_box select_check_box select_check_box select_check_box select_check_box
06 June 2018   HIGH   smart_toy0.759   Gap Down $ 52.41 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2017   MEDIUM   smart_toy0.552   Gap Down $ 41.80 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
24 June 2016   LOW   smart_toy0.56   Gap Down $ 35.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
21 April 2016   LOW   smart_toy0.673   Gap Down $ 35.71 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Brown-Forman Corp (exchange: XNYS symbol: BF-B) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Dec 2015 - 15 May 2026.