Illinois Tool Works Inc (ITW) Daily/Weekly Backtest Results crown

Signal:                
                   
              [ What are these? | Switch to ITW's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.95%.   Win rate: 100%.   Sharpe Ratio: 44.373.   Maximum drawdown: -15.93% on 14 July 2022.
Mean CAGR: 181.25%. Time in market: 395 days.   Hypothetical return: $1000 would be worth $1466.20 on 11 November 2022.
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 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 5 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 7.95%) + (0% * 0%) - (0% * 0%) = 7.95%.
Wins: 5 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.

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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
30 July 2026 Gap Down 62 53 100 80 73 66 schedule schedule schedule
29 July 2026 Gap Up 46 72 100 80 73 61 schedule schedule schedule
01 June 2026 26 Week Low 58 65 100 81 76 67 schedule schedule schedule
20 May 2026 Mega Dump Lite 62 90 100 81 76 77 schedule schedule schedule
15 May 2026 Williams %R (Weekly) 61 87 100 81 76 76 schedule schedule schedule
12 May 2026 50 Day Low 39 85 100 81 76 59 schedule schedule schedule
05 May 2026 Oversold Rebound 39 76 100 81 76 57 schedule schedule schedule
01 May 2026 Double Seven 45 86 100 81 76 64 schedule schedule schedule
17 April 2026 Mega Dump Lite 64 76 100 80 76 75 select_check_box select_check_box electric_bolt select_check_box electric_bolt
08 April 2026 Oversold Rebound 48 85 100 80 76 66 schedule schedule schedule

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%
29 July 2026 Gap Up $ 295.52 46 72 100 80 73 61 schedule schedule schedule schedule schedule
04 May 2022 Gap Up $ 208.96 50 94 100 84 80 69 select_check_box select_check_box select_check_box select_check_box select_check_box
10 November 2020 Gap Up $ 215.81 79 80 100 74 85 84 select_check_box select_check_box select_check_box select_check_box select_check_box
19 May 2020 Gap Up $ 162.58 62 80 100 91 82 76 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
07 April 2020 Gap Up $ 154.38 95 95 100 92 95 100 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_bolt
16 March 2020 Gap Up $ 143.17 96 97 100 92 94 100 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

 

The data for Illinois Tool Works Inc (exchange: XNYS symbol: ITW) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Sep 2015 - 12 Aug 2026.