Hormel Foods Corp (HRL) Daily/Weekly Backtest Results crown

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

Expectancy: 0.63%.   Win rate: 63.64%.   Sharpe Ratio: -2.235.   Maximum drawdown: -36.40% on 14 February 2024.
Mean CAGR: 47.83%. Time in market: 6189 days.   Hypothetical return: $1000 would be worth $940.99 on 21 January 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 Hormel Foods

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 22 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (63.64% * 9.12%) + (18.18% * 1.29%) - (18.18% * 29.72%) = 0.63%.
Wins: 14 Breakevens: 4 Losses: 4

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.

Hormel Foods 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%
19 March 2026   35     Williams %R (Weekly) $ 22.54 schedule schedule schedule schedule schedule
07 October 2025   30     Williams %R (Weekly) $ 24.19 select_check_box schedule schedule schedule schedule
28 August 2025   30     Williams %R (Weekly) $ 25.00 schedule schedule schedule schedule schedule
21 July 2025   30     Williams %R (Weekly) $ 29.02 schedule schedule schedule schedule schedule
05 February 2025   45     Williams %R (Weekly) $ 29.26 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
15 November 2024   45     Williams %R (Weekly) $ 29.77 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_bolt schedule
09 July 2024   40     Williams %R (Weekly) $ 30.08 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
05 June 2024   40     Williams %R (Weekly) $ 30.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
22 January 2024   25     Williams %R (Weekly) $ 30.48 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
29 November 2023   25     Williams %R (Weekly) $ 31.01 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 October 2023   45     Williams %R (Weekly) $ 34.04 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
06 September 2023   45     Williams %R (Weekly) $ 37.15 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 May 2023   45     Williams %R (Weekly) $ 38.29 select_check_box electric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
01 March 2023   25     Williams %R (Weekly) $ 44.00 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 January 2023   25     Williams %R (Weekly) $ 45.25 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 October 2022   40     Williams %R (Weekly) $ 45.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
02 June 2022  bubble_chart   40     Williams %R (Weekly) $ 46.71 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
09 September 2021  bubble_chart   30     Williams %R (Weekly) $ 42.28 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
04 August 2021  bubble_chart   30     Williams %R (Weekly) $ 45.88 select_check_box select_check_box select_check_box select_check_box select_check_box
19 May 2021  bubble_chart   30     Williams %R (Weekly) $ 46.11 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
29 December 2020  bubble_chart   25     Williams %R (Weekly) $ 47.03 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
24 November 2020  bubble_chart   30     Williams %R (Weekly) $ 48.26 select_check_box select_check_box select_check_box select_check_box select_check_box
28 February 2020  bubble_chart   60     Williams %R (Weekly) $ 41.42 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
16 April 2019  bubble_chart   30     Williams %R (Weekly) $ 40.14 select_check_box select_check_box select_check_box select_check_box select_check_box
19 October 2017   30     Williams %R (Weekly) $ 29.26 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
24 August 2017   30     Williams %R (Weekly) $ 30.11 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 July 2017   30     Williams %R (Weekly) $ 30.95 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
25 May 2017   30     Williams %R (Weekly) $ 31.60 select_check_box select_check_box select_check_box select_check_box select_check_box
10 November 2016   25     Williams %R (Weekly) $ 33.29 select_check_box select_check_box select_check_box select_check_box select_check_box
18 May 2016       Williams %R (Weekly) $ 34.25 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box

 

The data for Hormel Foods Corp (exchange: XNYS symbol: HRL) was last updated 27 Mar 2026 11:17. Data for this stock is available from 01 Sep 2015 - 26 Mar 2026.