Johnson & Johnson (JNJ) Daily/Weekly Backtest Results crown

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

Expectancy: 7.09%.   Win rate: 88.89%.   Sharpe Ratio: -3.158.   Maximum drawdown: -15.47% on 23 March 2020.
Mean CAGR: 66.33%. Time in market: 2606 days.   Hypothetical return: $1000 would be worth $1988.85 on 26 August 2024.
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 Johnson & Johnson

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 18 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (88.89% * 7.88%) + (11.11% * 0.72%) - (0% * 0%) = 7.09%.
Wins: 16 Breakevens: 2 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.

Johnson & Johnson 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%
08 May 2026   LOW   smart_toy0.706   Williams %R (Weekly) $ 222.13 schedule schedule schedule schedule schedule
10 December 2024   MEDIUM   smart_toy0.588   Williams %R (Weekly) $ 149.58 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
07 November 2024   MEDIUM   smart_toy0.826   Williams %R (Weekly) $ 157.60 select_check_box select_check_box select_check_box select_check_box select_check_box
04 April 2024   MEDIUM   smart_toy0.625   Williams %R (Weekly) $ 153.90 select_check_box select_check_box select_check_box select_check_box select_check_box
18 October 2023   MEDIUM   smart_toy0.936   FIRE SALE Williams %R (Weekly) $ 152.27 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
09 March 2023   MEDIUM   smart_toy0.561   FIRE SALE Williams %R (Weekly) $ 152.35 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
30 January 2023   MEDIUM   smart_toy0.487   FIRE SALE Williams %R (Weekly) $ 164.96 select_check_box select_check_box select_check_box select_check_box select_check_box
13 September 2022   MEDIUM   smart_toy0.704   FIRE SALE Williams %R (Weekly) $ 162.45 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 August 2022   MEDIUM   smart_toy0.759   FIRE SALE Williams %R (Weekly) $ 167.83 select_check_box select_check_box select_check_box select_check_box select_check_box
30 November 2021   MEDIUM   smart_toy0.504   Williams %R (Weekly) $ 157.22 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
30 September 2021   MEDIUM   smart_toy0.406   Williams %R (Weekly) $ 163.07 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
27 October 2020   MEDIUM   smart_toy0.865   FIRE SALE Williams %R (Weekly) $ 143.44 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 March 2020   HIGH   smart_toy0.983   FIRE SALE Williams %R (Weekly) $ 134.01 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
23 August 2019   MEDIUM   smart_toy0.737   FIRE SALE Williams %R (Weekly) $ 125.86 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
22 July 2019   MEDIUM   smart_toy0.509   Williams %R (Weekly) $ 125.78 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
29 May 2019   MEDIUM   smart_toy0.667   FIRE SALE Williams %R (Weekly) $ 129.95 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
17 December 2018   HIGH   smart_toy0.945   FIRE SALE Williams %R (Weekly) $ 123.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
29 May 2018   HIGH   smart_toy0.556   FIRE SALE Williams %R (Weekly) $ 113.62 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
05 February 2018   MEDIUM   smart_toy0.888   Williams %R (Weekly) $ 124.72 select_check_box select_check_box select_check_box select_check_box select_check_box
30 November 2016   MEDIUM   smart_toy0.737   Williams %R (Weekly) $ 101.78 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
18 October 2016   MEDIUM   smart_toy0.845   Williams %R (Weekly) $ 105.29 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box

 

The data for Johnson & Johnson (exchange: XNYS symbol: JNJ) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Sep 2015 - 15 May 2026.