Illinois Tool Works Inc (ITW) Daily/Weekly Backtest Results
*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.
Calculations for Illinois Tool Works
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 25 signal(s) occurring before 26 March 2024 for a 7.5% profit target: (88.00% * 7.99%) + (12.00% * 0.58%) - (0% * 0%) = 7.10%.
Wins: 22 Breakevens: 3 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.
Illinois Tool Works 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.
50 day low Backtest Summary (Fixed Profits System)
This table summarises how profitable it would have been to have bought this stock at each 50 day 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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= 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% | |||
| 02 April 2026 LOW | 50 Day Low | $ 257.46 | |||||
| 18 November 2025 MEDIUM | 50 Day Low | $ 241.44 | |||||
| 09 October 2025 MEDIUM | 50 Day Low | $ 250.92 | |||||
| 28 March 2025 MEDIUM | 50 Day Low | $ 247.92 | |||||
| 30 December 2024 MEDIUM | 50 Day Low | $ 253.49 | |||||
| 02 July 2024 MEDIUM | 50 Day Low | $ 234.42 | |||||
| 24 May 2024 MEDIUM | 50 Day Low | $ 241.02 | |||||
| 16 April 2024 MEDIUM | 50 Day Low | $ 252.54 | |||||
| 25 October 2023 MEDIUM | 50 Day Low | $ 222.65 | |||||
| 21 September 2023 MEDIUM | 50 Day Low | $ 231.04 | |||||
| 16 May 2023 MEDIUM | 50 Day Low | $ 223.37 | |||||
| 10 April 2023 MEDIUM | 50 Day Low | $ 227.59 | |||||
| 29 September 2022 MEDIUM smart_toy0.989 | 50 Day Low | $ 184.30 | |||||
| 13 June 2022 MEDIUM | 50 Day Low | $ 190.76 | |||||
| 06 April 2022 MEDIUM smart_toy0.968 | 50 Day Low | $ 204.41 | |||||
| 04 March 2022 HIGH | 50 Day Low | $ 212.15 | |||||
| 27 January 2022 MEDIUM | 50 Day Low | $ 232.70 | |||||
| 08 September 2021 MEDIUM | 50 Day Low | $ 221.50 | |||||
| 27 January 2021 MEDIUM | 50 Day Low | $ 196.14 | |||||
| 27 February 2020 HIGH | 50 Day Low | $ 169.91 | |||||
| 28 August 2019 MEDIUM | 50 Day Low | $ 141.74 | |||||
| 31 May 2019 MEDIUM | 50 Day Low | $ 135.98 | |||||
| 24 December 2018 HIGH smart_toy0.967 | 50 Day Low | $ 116.16 | |||||
| 11 October 2018 MEDIUM | 50 Day Low | $ 125.80 | |||||
| 13 August 2018 MEDIUM | 50 Day Low | $ 129.80 | |||||
| 21 June 2018 MEDIUM | 50 Day Low | $ 133.97 | |||||
| 01 May 2018 MEDIUM | 50 Day Low | $ 134.96 | |||||
| 27 March 2018 MEDIUM | 50 Day Low | $ 148.85 | |||||
| 09 February 2018 MEDIUM smart_toy0.959 | 50 Day Low | $ 149.95 | |||||
| 10 August 2017 MEDIUM | 50 Day Low | $ 129.66 | |||||
| 20 October 2016 MEDIUM | 50 Day Low | $ 104.32 | |||||
| 24 June 2016 LOW | 50 Day Low | $ 93.19 | |||||
| 06 January 2016 LOW | 50 Day Low | $ 79.33 | |||||
The data for Illinois Tool Works Inc (exchange: XNYS symbol: ITW) was last updated 05 Apr 2026 19:46. Data for this stock is available from 01 Sep 2015 - 02 Apr 2026.