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

Buy indicator: 52 Week Low 26 Week Low 50 day low Rate of Change Super Oversold Mega Dump MegaDump Lite Double Bottom
Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB Best Buy Signals [ What are these indicators? | Switch to ITW's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 7.16%. Win rate: 88.00%. Sharpe Ratio: -4.588. Maximum drawdown: -31.18% on 23 March 2020.
Mean CAGR: 124.38%. Time in market: 3354 days. Hypothetical return: $1000 would be worth $2337.77 on 14 December 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 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 15 May 2024 for a 7.5% profit target: (88.00% * 8.05%) + (12.00% * 0.65%) - (0% * 0%) = 7.16%.
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.

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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%
20 May 2026	Mega Dump Lite	$ 249.16	schedule	schedule	schedule	schedule	schedule
17 April 2026 LOW smart_toy0.802	Mega Dump Lite	$ 269.88	schedule	schedule	schedule	schedule	schedule
17 March 2026 MEDIUM smart_toy0.818	Mega Dump Lite	$ 269.37	schedule	schedule	schedule	schedule	schedule
06 May 2025 MEDIUM smart_toy0.978 FIRE SALE	Mega Dump Lite	$ 239.66	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
02 April 2025 MEDIUM smart_toy0.956 FIRE SALE	Mega Dump Lite	$ 249.60	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
14 January 2025 HIGH smart_toy0.927	Mega Dump Lite	$ 251.70	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
23 August 2023 MEDIUM smart_toy0.764	Mega Dump Lite	$ 235.80	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
04 October 2022 MEDIUM smart_toy0.988	Mega Dump Lite	$ 191.44	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
02 September 2022 MEDIUM smart_toy0.785	Mega Dump Lite	$ 196.84	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
26 July 2022 MEDIUM smart_toy0.919	Mega Dump Lite	$ 192.29	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_bolt
23 June 2022 MEDIUM smart_toy0.978	Mega Dump Lite	$ 180.56	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
22 April 2022 MEDIUM smart_toy0.824	Mega Dump Lite	$ 205.02	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
22 March 2022 HIGH smart_toy0.974 FIRE SALE	Mega Dump Lite	$ 212.88	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
16 February 2022 MEDIUM smart_toy0.784	Mega Dump Lite	$ 219.54	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 September 2021 MEDIUM smart_toy0.562	Mega Dump Lite	$ 217.19	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
21 July 2020 MEDIUM smart_toy0.451	Mega Dump Lite	$ 180.48	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
19 June 2020 MEDIUM smart_toy0.581	Mega Dump Lite	$ 172.38	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt
18 May 2020 MEDIUM smart_toy0.773	Mega Dump Lite	$ 163.60	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
06 April 2020 MEDIUM smart_toy0.978 FIRE SALE	Mega Dump Lite	$ 149.40	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_boltelectric_bolt	select_check_box electric_boltelectric_bolt
04 March 2020 HIGH smart_toy0.87 FIRE SALE	Mega Dump Lite	$ 173.23	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
04 June 2019 MEDIUM smart_toy0.929	Mega Dump Lite	$ 139.66	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	select_check_box electric_bolt
28 December 2018 HIGH smart_toy0.943 FIRE SALE	Mega Dump Lite	$ 121.07	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
19 November 2018 MEDIUM smart_toy0.901 FIRE SALE	Mega Dump Lite	$ 129.20	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
16 October 2018 MEDIUM smart_toy0.739	Mega Dump Lite	$ 127.08	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
22 May 2018 MEDIUM smart_toy0.623	Mega Dump Lite	$ 140.58	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
19 April 2018 MEDIUM smart_toy0.575	Mega Dump Lite	$ 150.75	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
19 March 2018 MEDIUM smart_toy0.608	Mega Dump Lite	$ 159.15	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
13 February 2018 MEDIUM smart_toy0.924 FIRE SALE	Mega Dump Lite	$ 151.78	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
30 June 2016 LOW smart_toy0.86	Mega Dump Lite	$ 94.30	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_bolt
23 February 2016 LOW smart_toy0.994	Mega Dump Lite	$ 86.34	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
21 January 2016 LOW smart_toy0.996	Mega Dump Lite	$ 73.92	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_boltelectric_bolt	select_check_box electric_boltelectric_bolt

The data for Illinois Tool Works Inc (exchange: XNYS symbol: ITW) was last updated 24 May 2026 14:50. Data for this stock is available from 01 Sep 2015 - 22 May 2026.