Altria Group Inc (MO) Daily/Weekly Backtest Results crown

Buy indicator:            
            [ What are these indicators? | Switch to MO's monthly backtests ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 1.87%.   Win rate: 70.59%.   Sharpe Ratio: -2.828.   Maximum drawdown: 38.27% on 23 March 2020.
Mean CAGR: 37.51%. Time in market: 4329 days.   Hypothetical return: $1000 would be worth $934.52 on 10 May 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 Altria Group

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 17 signal(s) occurring before 06 February 2024 for a 5% profit target: (70.59% * 5.50%) + (17.65% * 0.90%) - (11.76% * 18.45%) = 1.87%.
Wins: 12 Breakevens: 3 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.

Altria Group 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.

 

Large Gap Down Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each large gap down 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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
29 January 2026 $60.42 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
30 October 2025 $58.15 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
12 May 2025 $57.61 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
22 March 2024 $43.44 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
26 October 2023 $39.75 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
01 May 2023 $44.59 select_check_box select_check_box select_check_box select_check_box select_check_box
13 September 2022 $43.53 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 May 2022 $52.70 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 February 2022 $50.14 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
28 October 2021 $45.44 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
19 April 2021 $50.70 select_check_box select_check_box select_check_box select_check_box select_check_box
20 April 2020 $39.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
09 March 2020 $39.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 January 2020 $47.31 select_check_box select_check_box select_check_box select_check_box select_check_box
28 May 2019 $47.15 select_check_box select_check_box select_check_box select_check_box select_check_box
03 April 2019 $50.76 select_check_box select_check_box select_check_box select_check_box select_check_box
18 April 2018 $54.43 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
05 February 2018 $58.20 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 July 2017 $59.80 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 September 2016 $53.13 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
03 November 2015 $46.97 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt

 

The data for Altria Group Inc (exchange: XNYS symbol: MO) was last updated 13 Feb 2026 06:47. Data for this stock is available from 01 Sep 2015 - 12 Feb 2026.