Burlington Stores Inc (BURL) Daily/Weekly Backtest Results

Buy indicator: 52 Week Low 26 Week Low 50 day low Rate of Change Super Oversold Mega Dump MegaDump Lite Double Bottom
Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB Best Buy Signals [ What are these indicators? | Switch to BURL's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 4.32%. Win rate: 85.71%. Sharpe Ratio: -0.673. Maximum drawdown: -62.06% on 30 September 2022.
Mean CAGR: 137.94%. Time in market: 3205 days. Hypothetical return: $1000 would be worth $1335.53 on 30 May 2024.
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 21 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (85.71% * 10.99%) + (4.76% * 1.17%) - (9.52% * 54.09%) = 4.32%.
Wins: 18 Breakevens: 1 Losses: 2

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.

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%
11 May 2026 LOW smart_toy0.868	Gap Down	$ 298.00	schedule	schedule	schedule	schedule	schedule
06 March 2026 LOW smart_toy0.616	Gap Down	$ 311.48	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	schedule
24 November 2025 LOW smart_toy0.799	Gap Down	$ 288.10	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 March 2025 LOW smart_toy0.866	Gap Down	$ 246.31	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 April 2024 LOW smart_toy0.784	Gap Down	$ 192.59	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_boltelectric_bolt
13 November 2023 MEDIUM smart_toy0.953	Gap Down	$ 127.54	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_boltelectric_bolt
05 October 2023 HIGH smart_toy0.856 FIRE SALE	Gap Down	$ 124.02	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
22 August 2023 LOW smart_toy0.898	Gap Down	$ 166.06	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
09 May 2023 LOW smart_toy0.646	Gap Down	$ 177.72	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
02 November 2022 MEDIUM smart_toy0.899	Gap Down	$ 135.10	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
14 July 2022 HIGH smart_toy0.987 FIRE SALE	Gap Down	$ 140.48	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
29 April 2022 MEDIUM smart_toy0.788	Gap Down	$ 206.78	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 March 2022 HIGH smart_toy0.905	Gap Down	$ 185.52	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
17 February 2022 MEDIUM smart_toy0.772	Gap Down	$ 221.66	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
11 November 2021 LOW smart_toy0.818	Gap Down	$ 276.50	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
30 September 2021 LOW smart_toy0.737	Gap Down	$ 292.44	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
12 May 2021 LOW smart_toy0.747	Gap Down	$ 321.04	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default
26 June 2020 LOW smart_toy0.505	Gap Down	$ 199.08	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 May 2020 LOW smart_toy0.824	Gap Down	$ 172.76	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
01 April 2020 HIGH smart_toy0.985 FIRE SALE	Gap Down	$ 150.18	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
27 February 2020 LOW smart_toy0.536	Gap Down	$ 225.23	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
13 May 2019 LOW smart_toy0.587	Gap Down	$ 158.92	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt
27 February 2018 LOW smart_toy0.72	Gap Down	$ 124.00	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_boltelectric_bolt
16 January 2018 LOW smart_toy0.908	Gap Down	$ 123.59	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
03 November 2016 LOW smart_toy0.876	Gap Down	$ 71.14	select_check_box electric_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 15 May 2026 23:40. Data for this stock is available from 01 Jun 2016 - 15 May 2026.