Kohls Corp (KSS) Daily/Weekly Backtest Results

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

Expectancy: 0.07%.   Win rate: 81.82%.   Sharpe Ratio: -0.738.   Maximum drawdown: -72.20% on 03 April 2020.
Mean CAGR: 106.31%. Time in market: 2534 days.   Hypothetical return: $1000 would be worth $893.20 on 25 July 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 Kohls

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 11 signal(s) occurring before 28 April 2024 for a 7.5% profit target: (81.82% * 8.88%) + (0% * 0%) - (18.18% * 39.60%) = 0.07%.
Wins: 9 Breakevens: 0 Losses: 2

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.

Kohls Analysis

Market sector: Consumer Discretionary.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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:   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%
03 April 2025   HIGH     smart_toy0.773 52 Week Low $ 7.24 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
28 February 2025   HIGH     smart_toy0.676 52 Week Low $ 11.39 select_check_box electric_boltelectric_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
13 January 2025   HIGH     smart_toy0.981 52 Week Low $ 13.38 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
10 December 2024   MEDIUM     smart_toy0.739 52 Week Low $ 14.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
31 October 2024   LOW     smart_toy0.623 52 Week Low $ 18.59 select_check_box select_check_box select_check_box select_check_box select_check_box
01 May 2023   MEDIUM     smart_toy0.356 52 Week Low $ 20.37 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 March 2023   MEDIUM     smart_toy0.777 52 Week Low $ 23.36 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
22 December 2022  bubble_chart   HIGH     smart_toy0.951 52 Week Low $ 24.42 select_check_box electric_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_boltelectric_bolt
23 September 2022  bubble_chart   HIGH   FIRE SALE   smart_toy0.879 52 Week Low $ 26.35 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
29 June 2022  bubble_chart   HIGH   FIRE SALE   smart_toy0.988 52 Week Low $ 36.24 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 May 2022  bubble_chart   HIGH     smart_toy0.981 52 Week Low $ 44.07 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 March 2020   MEDIUM   FIRE SALE   smart_toy0.886 52 Week Low $ 35.67 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
31 January 2020   LOW     smart_toy0.888 52 Week Low $ 41.84 select_check_box select_check_box select_check_box select_check_box select_check_box
15 August 2019  bubble_chart       smart_toy0.717 52 Week Low $ 41.94 select_check_box electric_boltelectric_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 June 2019  bubble_chart       smart_toy0.913 52 Week Low $ 43.54 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 May 2019  bubble_chart       smart_toy0.915 52 Week Low $ 50.90 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Kohls Corp (exchange: XNYS symbol: KSS) was last updated 05 May 2026 03:21.