Federal Realty Investment Trust (FRT) Daily/Weekly Backtest Results crown

Signal:                
                   
              [ What are these? | Switch to FRT's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 9.17%.   Win rate: 100%.   Sharpe Ratio: 1.224.   Maximum drawdown: -33.40% on 28 October 2020.
Mean CAGR: 141.46%. Time in market: 1349 days.   Hypothetical return: $1000 would be worth $1708.20 on 02 February 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 Federal Realty

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 05 August 2024 for a 7.5% profit target: (100% * 9.17%) + (0% * 0%) - (0% * 0%) = 9.17%.
Wins: 15 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.

Federal Realty Analysis

Market sector: Real Estate.

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 August 2026 50 Day Low 57 77 82 87 49 72 schedule schedule schedule
06 August 2026 Gap Down 64 74 82 87 49 76 schedule schedule schedule
22 June 2026 Double Seven 56 70 82 86 55 69 schedule schedule schedule
18 May 2026 Double Seven 53 87 83 83 56 71 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
12 May 2026 Oversold Rebound 42 90 82 83 55 63 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
17 April 2026 Oversold Rebound 46 86 82 82 55 65 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
14 April 2026 Double Seven 51 89 83 82 55 70 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
26 March 2026 Oversold Rebound 68 89 83 82 55 82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 March 2026 Gap Down 70 87 82 82 58 83 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 March 2026 Double Seven 53 87 82 82 61 71 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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%
07 November 2022 Gap Up $ 105.30 86 89 71 68 52 92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
06 August 2021 Gap Up $ 121.45 31 82 70 57 82 49 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
07 May 2021 Gap Up $ 114.98 27 74 70 64 81 45 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
17 November 2020 Gap Up $ 91.27 90 88 62 60 80 92 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 November 2020 Gap Up $ 92.50 93 86 60 61 80 93 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
17 June 2020 Gap Up $ 91.10 76 91 57 63 74 85 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
15 June 2020 Gap Up $ 88.29 68 84 57 63 74 78 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
08 June 2020 Gap Up $ 102.90 78 82 57 62 74 83 select_check_box select_check_box select_check_box select_check_box select_check_box
27 May 2020 Gap Up $ 83.99 68 85 65 60 78 77 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
19 May 2020 Gap Up $ 77.15 85 81 65 60 78 86 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
29 April 2020 Gap Up $ 81.10 90 81 65 60 78 90 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_boltelectric_bolt
08 April 2020 Gap Up $ 77.12 97 93 58 62 74 98 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 select_check_box electric_boltelectric_bolt
07 April 2020 Gap Up $ 75.76 98 93 58 62 74 98 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
25 March 2020 Gap Up $ 76.52 98 92 76 62 81 97 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_boltelectric_bolt
16 March 2020 Gap Up $ 90.20 97 95 50 63 70 98 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Federal Realty Investment Trust (exchange: XNYS symbol: FRT) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Sep 2015 - 12 Aug 2026.