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: 8.54%.   Win rate: 100%.   Sharpe Ratio: 2.045.   Maximum drawdown: -19.26% on 28 October 2020.
Mean CAGR: 130.82%. Time in market: 948 days.   Hypothetical return: $1000 would be worth $3156.94 on 06 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 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 15 signal(s) occurring before 31 July 2024 for a 7.5% profit target: (100% * 8.54%) + (0% * 0%) - (0% * 0%) = 8.54%.
Wins: 15 Breakevens: 0 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.

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 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
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
24 April 2026 Gap Down 38 82 100 86 88 58 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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%
06 August 2026 Gap Up $ 1194.24 49 64 100 97 89 62 schedule schedule schedule schedule schedule
01 May 2026 Gap Up $ 956.14 35 87 100 87 88 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_boltelectric_bolt
05 February 2026 Gap Up $ 1043.17 59 49 100 87 91 63 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
21 April 2025  bubble_chart Gap Up $ 829.76 91 90 100 75 90 94 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt
09 April 2025  bubble_chart Gap Up $ 729.06 50 94 100 74 90 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_boltelectric_bolt
23 December 2024  bubble_chart Gap Up $ 790.72 63 95 100 71 91 78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
27 November 2024  bubble_chart Gap Up $ 788.16 64 85 100 73 91 76 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
09 August 2024  bubble_chart Gap Up $ 875.84 69 74 100 66 92 75 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
01 May 2024  bubble_chart Gap Up $ 775.75 49 74 100 65 92 62 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_bolt
07 February 2024  bubble_chart Gap Up $ 716.64 62 74 100 61 93 70 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
03 November 2023  bubble_chart Gap Up $ 571.07 57 84 100 63 94 70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
09 August 2023 Gap Up $ 520.33 41 68 100 74 95 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_bolt
25 January 2023 Gap Up $ 347.64 84 80 100 69 82 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_boltelectric_bolt
29 September 2022 Gap Up $ 331.99 89 96 100 64 83 93 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
07 June 2022 Gap Up $ 308.05 48 88 100 68 89 65 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 electric_bolt
16 December 2021 Gap Up $ 277.36 49 83 100 55 88 63 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 June 2021 Gap Up $ 231.67 42 67 100 62 92 55 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
12 January 2021 Gap Up $ 180.80 69 59 100 78 96 72 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
17 June 2020 Gap Up $ 162.10 45 84 100 78 92 63 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
16 March 2020 Gap Up $ 129.58 96 97 100 79 91 100 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_bolt select_check_box electric_boltelectric_boltelectric_bolt
20 December 2018 Gap Up $ 105.72 87 97 100 78 91 95 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
05 October 2018 Gap Up $ 110.35 52 74 100 84 95 66 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
10 November 2016 Gap Up $ 72.40 66 86 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Lilly Eli & Company (exchange: XNYS symbol: LLY) was last updated 10 Aug 2026 07:55. Data for this stock is available from 01 Dec 2015 - 07 Aug 2026.