Church & Dwight Co. Inc (CHD) Daily/Weekly Backtest Results military_tech

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

Expectancy: 7.50%.   Win rate: 93.33%.   Sharpe Ratio: -2.53.   Maximum drawdown: -24.11% on 10 October 2022.
Mean CAGR: 66%. Time in market: 2199 days.   Hypothetical return: $1000 would be worth $1732.81 on 23 January 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 Church & Dwight

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 15 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (93.33% * 7.97%) + (6.67% * 0.87%) - (0% * 0%) = 7.50%.
Wins: 14 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.

Church & Dwight 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.

 

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%
11 May 2026   LOW   smart_toy0.929   Williams %R (Weekly) $ 92.01 schedule schedule schedule schedule schedule
08 December 2025   MEDIUM   smart_toy0.917   Williams %R (Weekly) $ 82.69 select_check_box electric_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
27 October 2025   MEDIUM   smart_toy0.94   Williams %R (Weekly) $ 85.67 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
19 September 2025   MEDIUM   smart_toy0.889   Williams %R (Weekly) $ 91.12 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
04 August 2025   MEDIUM   smart_toy0.943   Williams %R (Weekly) $ 92.40 select_check_box select_check_box select_check_box select_check_box schedule
08 April 2025   MEDIUM   smart_toy0.98   FIRE SALE Williams %R (Weekly) $ 102.81 schedule schedule schedule schedule schedule
22 July 2024   MEDIUM   smart_toy0.718   Williams %R (Weekly) $ 101.30 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
29 September 2023   HIGH   smart_toy0.766   Williams %R (Weekly) $ 91.68 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 October 2022   HIGH   smart_toy0.991   FIRE SALE Williams %R (Weekly) $ 70.80 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
06 September 2022   HIGH   smart_toy0.942   FIRE SALE Williams %R (Weekly) $ 81.06 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
18 May 2022   HIGH   smart_toy0.983   FIRE SALE Williams %R (Weekly) $ 93.30 select_check_box select_check_box select_check_box select_check_box select_check_box
04 October 2021   MEDIUM   smart_toy0.936   Williams %R (Weekly) $ 82.08 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
25 August 2021   MEDIUM   smart_toy0.935   Williams %R (Weekly) $ 82.72 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
02 February 2021   MEDIUM   smart_toy0.931   Williams %R (Weekly) $ 83.34 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
12 March 2020   HIGH   smart_toy0.991   FIRE SALE Williams %R (Weekly) $ 63.45 select_check_box electric_boltelectric_boltelectric_bolt 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
31 October 2019   MEDIUM   smart_toy0.881   Williams %R (Weekly) $ 71.55 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
10 September 2019   MEDIUM   smart_toy0.801   Williams %R (Weekly) $ 71.58 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
20 April 2018   HIGH   smart_toy0.747   Williams %R (Weekly) $ 45.56 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
20 October 2017   MEDIUM   smart_toy0.864   Williams %R (Weekly) $ 44.87 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
08 September 2017   MEDIUM   smart_toy0.864   Williams %R (Weekly) $ 47.30 select_check_box select_check_box select_check_box select_check_box select_check_box
03 November 2016   LOW   smart_toy0.937   Williams %R (Weekly) $ 42.16 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 September 2016   LOW   smart_toy0.809   Williams %R (Weekly) $ 46.14 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Church & Dwight Co. Inc (exchange: XNYS symbol: CHD) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Dec 2015 - 15 May 2026.