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

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

Expectancy: 8.46%.   Win rate: 100%.   Sharpe Ratio: 3.699.   Maximum drawdown: -11.28% on 23 November 2016.
Mean CAGR: 146.54%. Time in market: 819 days.   Hypothetical return: $1000 would be worth $2042.36 on 02 March 2022.
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 11 signal(s) occurring before 17 April 2024 for a 7.5% profit target: (100% * 8.46%) + (0% * 0%) - (0% * 0%) = 8.46%.
Wins: 11 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.

 

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%
24 April 2026   LOW   Williams %R (Weekly) $ 891.98 schedule schedule schedule schedule schedule
05 March 2026   MEDIUM   Williams %R (Weekly) $ 986.63 schedule schedule schedule schedule schedule
07 August 2025   MEDIUM   Williams %R (Weekly) $ 658.26 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   MEDIUM   FIRE SALE Williams %R (Weekly) $ 710.83 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
15 November 2024   MEDIUM   Williams %R (Weekly) $ 760.70 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
14 February 2022   MEDIUM   Williams %R (Weekly) $ 234.34 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 select_check_box electric_boltelectric_boltelectric_bolt
28 April 2021   MEDIUM   Williams %R (Weekly) $ 181.00 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_boltelectric_bolt
03 November 2020   MEDIUM   FIRE SALE Williams %R (Weekly) $ 132.31 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
29 September 2020   MEDIUM   FIRE SALE Williams %R (Weekly) $ 147.12 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 electric_boltelectric_bolt
23 March 2020   HIGH   FIRE SALE Williams %R (Weekly) $ 119.44 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
26 June 2019   MEDIUM   Williams %R (Weekly) $ 110.67 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
13 May 2019   MEDIUM   FIRE SALE Williams %R (Weekly) $ 111.56 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
31 January 2018   MEDIUM   Williams %R (Weekly) $ 79.32 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
22 May 2017   MEDIUM   Williams %R (Weekly) $ 72.22 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
28 October 2016   LOW   Williams %R (Weekly) $ 68.66 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 March 2016   LOW   Williams %R (Weekly) $ 64.50 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box

 

The data for Lilly Eli & Company (exchange: XNYS symbol: LLY) was last updated 27 Apr 2026 01:59. Data for this stock is available from 01 Dec 2015 - 24 Apr 2026.