Burlington Stores Inc (BURL) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to BURL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.91%.   Win rate: 83.33%.   Sharpe Ratio: 1.163.   Maximum drawdown: -52.38% on 30 September 2022.
Mean CAGR: 158.69%. Time in market: 668 days.   Hypothetical return: $1000 would be worth $1337.19 on 11 November 2022.
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 Burlington Stores

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 6 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (83.33% * 9.41%) + (16.67% * 0.40%) - (0% * 0%) = 7.91%.
Wins: 5 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.

Burlington Stores Analysis

Market sector: Consumer Discretionary.

External links: Seeking Alpha Research, Zacks Research.

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

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
11 August 2026 Gap Down 51 64 87 79 33 64 schedule schedule schedule
13 July 2026 Mega Dump Lite 47 77 87 79 41 65 schedule schedule schedule
30 June 2026 Double Seven 61 56 87 79 41 67 schedule schedule schedule
25 June 2026 Gap Down 88 60 87 78 40 84 schedule schedule schedule
09 June 2026 Mega Dump Lite 33 67 87 79 40 51 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
27 May 2026 Double Seven 31 84 87 79 40 52 schedule schedule schedule
26 May 2026 Oversold Rebound 37 84 87 79 40 58 schedule schedule schedule
12 May 2026 Williams %R (Weekly) 36 86 87 77 39 58 schedule schedule schedule
12 May 2026 50 Day Low 35 86 87 77 39 56 schedule schedule schedule
11 May 2026 Gap Down 31 87 87 77 39 53 schedule schedule schedule

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
20 September 2022  bubble_chart 52 Week Low $ 135.42 97 93 100 75 71 100 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
29 June 2022  bubble_chart 52 Week Low $ 144.82 97 91 100 75 71 99 select_check_box electric_boltelectric_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
12 May 2022  bubble_chart 52 Week Low $ 171.54 99 94 100 81 79 100 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
23 February 2022  bubble_chart 52 Week Low $ 211.40 86 80 100 85 84 90 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
14 January 2022  bubble_chart 52 Week Low $ 233.04 72 85 100 79 84 82 select_check_box select_check_box select_check_box select_check_box select_check_box
17 March 2020 52 Week Low $ 136.40 98 95 100 90 92 100 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

 

The data for Burlington Stores Inc (exchange: XNYS symbol: BURL) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Jun 2016 - 12 Aug 2026.