Lilly Eli & Company (LLY) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to LLY's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 9.09%.   Win rate: 100%.   Sharpe Ratio: ∞.   Maximum drawdown: -0.07% on 09 February 2018.
Mean CAGR: 51.05%. Time in market: 77 days.   Hypothetical return: $1000 would be worth $1090.90 on 26 April 2018.
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 Lilly Eli & Co

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 1 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 9.09%) + (0% * 0%) - (0% * 0%) = 9.09%.
Wins: 1 Breakevens: 0 Losses: 0

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.

Lilly Eli & Co Analysis

Market sector: Healthcare.

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%
06 August 2026 Gap Up 49 64 100 97 89 62 schedule schedule schedule
05 August 2026 Mega Dump Lite 62 63 100 97 89 71 schedule schedule schedule
30 July 2026 Gap Down 44 51 100 97 89 55 schedule schedule schedule
03 June 2026 Double Seven 45 85 100 93 89 64 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
29 May 2026 Mega Dump Lite 43 81 100 93 89 62 schedule schedule schedule
01 May 2026 Gap Up 35 87 100 87 88 56 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
01 May 2026 Double Seven 32 87 100 87 88 54 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
27 April 2026 50 Day Low 39 84 100 87 88 59 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
27 April 2026 Mega Dump Lite 40 84 100 87 88 59 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
24 April 2026 Williams %R (Weekly) 36 82 100 86 88 56 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt

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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
07 August 2025  bubble_chart 52 Week Low $ 658.26 58 56 100 77 89 64 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 2025  bubble_chart 52 Week Low $ 710.83 94 95 100 74 90 97 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
08 February 2018 52 Week Low $ 71.50 66 67 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

 

The data for Lilly Eli & Company (exchange: XNYS symbol: LLY) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Dec 2015 - 12 Aug 2026.