Deere & Company (DE) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to DE's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.12%.   Win rate: 100%.   Sharpe Ratio: 30.461.   Maximum drawdown: -16.57% on 23 March 2020.
Mean CAGR: 189.62%. Time in market: 91 days.   Hypothetical return: $1000 would be worth $1263.91 on 17 July 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 Deere & Company

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 3 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.12%) + (0% * 0%) - (0% * 0%) = 8.12%.
Wins: 3 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.

Deere & Company Analysis

Market sector: Industrials.

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%
07 July 2026 Gap Down 63 74 100 91 81 74 schedule schedule schedule
16 June 2026 Mega Dump Lite 36 56 100 92 82 50 schedule schedule schedule
12 June 2026 Double Seven 42 56 100 92 82 54 schedule schedule schedule
29 May 2026 Oversold Rebound 41 78 100 92 81 60 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
21 May 2026 Gap Down 28 80 100 92 81 48 schedule schedule schedule
21 May 2026 Williams %R (Weekly) 47 80 100 92 81 65 schedule schedule schedule
15 May 2026 Mega Dump Lite 35 87 100 89 81 56 schedule schedule schedule
11 May 2026 Double Seven 40 85 100 89 81 60 schedule schedule schedule
29 April 2026 50 Day Low 45 73 100 89 81 61 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 April 2026 Gap Down 43 74 100 88 81 60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

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%
09 July 2024 52 Week Low $ 351.80 21 71 100 76 85 39 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_bolt select_check_box electric_bolt
13 June 2022  bubble_chart 52 Week Low $ 324.95 94 94 100 80 77 99 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 March 2020 52 Week Low $ 131.98 95 97 100 93 97 100 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

 

The data for Deere & Company (exchange: XNYS symbol: DE) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Dec 2015 - 12 Aug 2026.