Kohls Corp (KSS) Daily/Weekly Backtest Results

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to KSS's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: 5.61%. Win rate: 86.67%. Sharpe Ratio: -1.072. Maximum drawdown: -80.69% on 03 April 2020.
Mean CAGR: 161.52%. Time in market: 3851 days. Hypothetical return: $1000 would be worth $2163.83 on 03 June 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 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 30 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (86.67% * 9.54%) + (6.67% * 6.42%) - (6.67% * 46.34%) = 5.61%.
Wins: 26 Breakevens: 2 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.

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: 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, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
14 May 2026 bubble_chart smart_toyLOW (50) shopping_cartLOW	50 Day Low	$ 12.16	schedule	schedule	schedule	schedule	schedule
27 February 2026 bubble_chart smart_toyLOW (52) shopping_cartLOW	50 Day Low	$ 16.74	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	schedule
03 April 2025 smart_toyMEDIUM (84) shopping_cartLOW	50 Day 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 smart_toyMEDIUM (83) shopping_cartLOW	50 Day 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 smart_toyLOW (72) shopping_cartLOW	50 Day 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 smart_toyLOW (70) shopping_cartLOW	50 Day 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 smart_toyLOW (65) shopping_cartLOW	50 Day Low	$ 18.59	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
12 September 2024 smart_toyLOW (47) shopping_cartLOW	50 Day Low	$ 19.18	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box
22 July 2024 smart_toyLOW (54)	50 Day Low	$ 20.86	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
30 May 2024 smart_toyLOW (74)	50 Day Low	$ 20.86	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
09 April 2024 smart_toyLOW (48)	50 Day Low	$ 24.85	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default
13 September 2023 smart_toyLOW (41)	50 Day Low	$ 22.38	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt
01 May 2023 smart_toyLOW (68)	50 Day 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 smart_toyLOW (63)	50 Day Low	$ 23.36	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
16 December 2022 bubble_chart smart_toyMEDIUM (89)	50 Day Low	$ 26.10	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_boltelectric_bolt
23 September 2022 bubble_chart smart_toyHIGH (92)	50 Day 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 smart_toyMEDIUM (86)	50 Day Low	$ 36.24	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
09 May 2022 bubble_chart smart_toyLOW (76)	50 Day Low	$ 52.62	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
30 September 2021 bubble_chart smart_toyLOW (56)	50 Day Low	$ 47.76	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
08 July 2021 bubble_chart smart_toyLOW (55)	50 Day Low	$ 50.79	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_bolt
20 May 2021 bubble_chart smart_toyLOW (70)	50 Day Low	$ 54.84	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default
30 September 2020 smart_toyLOW (75)	50 Day Low	$ 18.50	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_boltelectric_bolt
20 August 2020 smart_toyLOW (56)	50 Day Low	$ 19.04	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_boltelectric_bolt
01 April 2020 smart_toyHIGH (92) sirenFIRE SALE	50 Day Low	$ 13.36	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_boltelectric_bolt
28 February 2020 smart_toyMEDIUM (85) sirenFIRE SALE	50 Day Low	$ 36.82	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
27 January 2020 smart_toyLOW (46)	50 Day Low	$ 42.92	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
03 December 2019 smart_toyLOW (60)	50 Day Low	$ 43.69	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
15 August 2019 bubble_chart smart_toyMEDIUM (87)	50 Day 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
19 June 2019 bubble_chart smart_toyLOW (73)	50 Day Low	$ 44.14	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_bolt
13 May 2019 bubble_chart smart_toyLOW (56)	50 Day Low	$ 60.21	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
24 December 2018 bubble_chart smart_toyHIGH (96)	50 Day Low	$ 54.22	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_boltelectric_bolt	select_check_box electric_bolt
20 November 2018 bubble_chart smart_toyLOW (70)	50 Day Low	$ 57.57	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	disabled_by_default
18 October 2018 bubble_chart smart_toyLOW (68)	50 Day Low	$ 64.24	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	disabled_by_default
19 April 2018 bubble_chart smart_toyLOW (44)	50 Day Low	$ 53.98	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
21 June 2017 smart_toyLOW (61)	50 Day Low	$ 30.68	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
12 May 2017 smart_toyLOW (40)	50 Day Low	$ 31.06	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
21 March 2017 smart_toyLOW (47)	50 Day Low	$ 32.34	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
07 February 2017 smart_toyLOW (54)	50 Day Low	$ 32.76	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_bolt
06 January 2017 smart_toyLOW (49)	50 Day Low	$ 34.78	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 16 Jul 2026 03:30. Data for this stock is available from 01 Jun 2016 - 15 Jul 2026.