Globe Life Inc (GL) Daily/Weekly Backtest Results

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

Expectancy: 7.58%.   Win rate: 92.31%.   Sharpe Ratio: -2.503.   Maximum drawdown: -38.48% on 23 March 2020.
Mean CAGR: 48.64%. Time in market: 2108 days.   Hypothetical return: $1000 would be worth $1918.75 on 03 March 2025.
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 Globe Life

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 13 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (92.31% * 8.02%) + (7.69% * 2.31%) - (0% * 0%) = 7.58%.
Wins: 12 Breakevens: 1 Losses: 0

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.

Globe Life Analysis

Market sector: Financials.

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%
27 March 2026   LOW     smart_toy0.841 Williams %R (Weekly) $ 136.92 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 schedule
03 November 2025   MEDIUM     smart_toy0.803 Williams %R (Weekly) $ 130.75 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
14 March 2024   MEDIUM     smart_toy0.758 Williams %R (Weekly) $ 117.50 select_check_box select_check_box select_check_box select_check_box select_check_box
04 May 2023   MEDIUM   FIRE SALE   smart_toy0.703 Williams %R (Weekly) $ 105.47 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
10 March 2023   MEDIUM   FIRE SALE   smart_toy0.761 Williams %R (Weekly) $ 114.58 select_check_box select_check_box select_check_box select_check_box select_check_box
19 May 2022   MEDIUM   FIRE SALE   smart_toy0.976 Williams %R (Weekly) $ 94.26 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
30 November 2021   MEDIUM     smart_toy0.555 Williams %R (Weekly) $ 86.85 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
17 September 2021   MEDIUM     smart_toy0.668 Williams %R (Weekly) $ 90.52 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
18 June 2021   MEDIUM     smart_toy0.904 Williams %R (Weekly) $ 93.86 select_check_box select_check_box select_check_box select_check_box select_check_box
27 February 2020   MEDIUM   FIRE SALE   smart_toy0.811 Williams %R (Weekly) $ 96.72 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2019   MEDIUM   FIRE SALE   smart_toy0.804 Williams %R (Weekly) $ 84.76 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_bolt
10 December 2018   MEDIUM   FIRE SALE   smart_toy0.913 Williams %R (Weekly) $ 78.36 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 October 2018   MEDIUM   FIRE SALE   smart_toy0.859 Williams %R (Weekly) $ 81.13 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
23 March 2018   MEDIUM     smart_toy0.879 Williams %R (Weekly) $ 80.82 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
08 February 2018   MEDIUM   FIRE SALE   smart_toy0.918 Williams %R (Weekly) $ 80.23 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box

 

The data for Globe Life Inc (exchange: XNYS symbol: GL) was last updated 30 Apr 2026 06:44. Data for this stock is available from 01 Dec 2015 - 29 Apr 2026.