Brown & Brown Inc (BRO) Daily/Weekly Backtest Results military_tech

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

Expectancy: 8.24%.   Win rate: 100%.   Sharpe Ratio: 5.64.   Maximum drawdown: -14.72% on 23 March 2020.
Mean CAGR: 112.38%. Time in market: 789 days.   Hypothetical return: $1000 would be worth $2029.18 on 22 November 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 Brown & Brown

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 11 signal(s) occurring before 30 April 2024 for a 7.5% profit target: (100% * 8.24%) + (0% * 0%) - (0% * 0%) = 8.24%.
Wins: 11 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.

Brown & Brown 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%
28 April 2026   MEDIUM     smart_toy0.901 Williams %R (Weekly) $ 63.07 schedule schedule schedule schedule schedule
24 March 2026   MEDIUM   FIRE SALE   smart_toy0.917 Williams %R (Weekly) $ 66.68 schedule schedule schedule schedule schedule
27 January 2026   MEDIUM     smart_toy0.969 Williams %R (Weekly) $ 74.21 schedule schedule schedule schedule schedule
17 October 2025   MEDIUM     smart_toy0.931 Williams %R (Weekly) $ 87.68 schedule schedule schedule schedule schedule
15 September 2025   MEDIUM     smart_toy0.878 Williams %R (Weekly) $ 92.16 schedule schedule schedule schedule schedule
21 July 2025   MEDIUM     smart_toy0.733 Williams %R (Weekly) $ 103.02 schedule schedule schedule schedule schedule
10 June 2025   MEDIUM     smart_toy0.89 Williams %R (Weekly) $ 106.75 schedule schedule schedule schedule schedule
02 January 2025   MEDIUM   FIRE SALE   smart_toy0.924 Williams %R (Weekly) $ 101.72 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
19 October 2023   HIGH     smart_toy0.978 Williams %R (Weekly) $ 68.85 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
10 March 2023   MEDIUM   FIRE SALE   smart_toy0.907 Williams %R (Weekly) $ 55.16 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
25 October 2022   HIGH   FIRE SALE   smart_toy0.981 Williams %R (Weekly) $ 56.04 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
16 June 2022   HIGH     smart_toy0.982 Williams %R (Weekly) $ 53.54 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_bolt
02 May 2022   HIGH   FIRE SALE   smart_toy0.926 Williams %R (Weekly) $ 61.29 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
08 March 2022   HIGH     smart_toy0.98 Williams %R (Weekly) $ 63.64 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
29 January 2021   MEDIUM     smart_toy0.816 Williams %R (Weekly) $ 43.32 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_boltelectric_bolt
12 March 2020   HIGH   FIRE SALE   smart_toy0.983 Williams %R (Weekly) $ 38.00 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
07 December 2018   HIGH   FIRE SALE   smart_toy0.698 Williams %R (Weekly) $ 27.32 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
12 October 2018   MEDIUM   FIRE SALE   smart_toy0.802 Williams %R (Weekly) $ 27.66 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
31 March 2017   MEDIUM     smart_toy0.63 Williams %R (Weekly) $ 20.25 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt

 

The data for Brown & Brown Inc (exchange: XNYS symbol: BRO) was last updated 08 May 2026 01:35. Data for this stock is available from 01 Dec 2015 - 07 May 2026.