Brown-Forman Corp (BF-B) Daily/Weekly Backtest Results
Expectancy 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 20 December 2023 for a 5% profit target: (88.24% * 5.72%) + (5.88% * 0.55%) - (5.88% * 56.26%) = 1.77%.
Wins: 15 Breakevens: 1 Losses: 1
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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= profit point achieved but CAGR was less than 5%.
| Signal Date | Price | Performance (mouseover for details) | |||
|---|---|---|---|---|---|
| 5% | 7.5% | 10% | 20% | ||
| 26 December 2025 | $26.48 | ||||
| 10 October 2025 | $27.27 | ||||
| 05 June 2025 | $27.37 | ||||
| 28 January 2025 | $33.72 | ||||
| 23 December 2024 | $40.72 | ||||
| 01 November 2024 | $44.10 | ||||
| 01 July 2024 | $42.64 | ||||
| 20 May 2024 | $47.73 | ||||
| 16 April 2024 | $49.06 | ||||
| 14 March 2024 | $53.66 | ||||
| 19 September 2023 | $63.02 | ||||
| 24 May 2023 | $62.14 | ||||
| 08 March 2023 | $64.20 | ||||
| 30 September 2022 | $67.08 | ||||
| 18 May 2022 | $64.62 | ||||
| 24 February 2022 | $64.50 | ||||
| 10 January 2022 | $66.98 | ||||
| 27 September 2021 | $68.33 | ||||
| 22 July 2021 | $71.82 | ||||
| 26 February 2021 | $72.82 | ||||
| 27 February 2020 | $62.60 | ||||
| 07 December 2018 | $45.54 | ||||
| 10 October 2018 | $47.80 | ||||
| 07 June 2018 | $50.77 | ||||
| 07 December 2016 | $33.38 | ||||
| 14 October 2016 | $34.36 | ||||
| 09 September 2016 | $34.68 | ||||
The data for Brown-Forman Corp (exchange: XNYS symbol: BF-B) was last updated 27 Dec 2025 05:25. Data for this stock is available from 01 Dec 2015 - 26 Dec 2025.
