Nike Inc (NKE) Daily/Weekly Backtest Results military_tech

Signal:            
                           
                          [ What are these? | Switch to NKE's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 1.04%.   Win rate: 81.25%.   Sharpe Ratio: -0.804.   Maximum drawdown: -52.71% on 07 April 2026.
Mean CAGR: 136.85%. Time in market: 2896 days.   Hypothetical return: $1000 would be worth $738.50 on 06 April 2026.
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 Nike

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 16 signal(s) occurring before 10 August 2024 for a 7.5% profit target: (81.25% * 9.45%) + (0% * 0%) - (18.75% * 35.38%) = 1.04%.
Wins: 13 Breakevens: 0 Losses: 3

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.

Nike 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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
17 August 2026 Gap Down 74 90 68 90 42 88 schedule schedule schedule
17 August 2026 Williams %R (Weekly) 75 90 68 90 42 88 schedule schedule schedule
17 August 2026 52 Week Low 77 90 68 90 42 90 schedule schedule schedule
17 August 2026 26 Week Low 84 90 68 90 42 94 schedule schedule schedule
17 August 2026 50 Day Low 63 90 68 90 42 80 schedule schedule schedule
27 July 2026 Mega Dump Lite 72 70 67 89 39 80 schedule schedule schedule
27 July 2026 Simple Mean Reversion 93 70 67 89 39 92 schedule schedule schedule
24 June 2026 26 Week Low 79 55 69 90 48 78 schedule schedule schedule
24 June 2026 Williams %R (Weekly) 52 45 69 90 48 59 schedule schedule schedule
24 June 2026 50 Day Low 74 45 69 90 48 71 schedule schedule schedule

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 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%
17 August 2026 26 Week Low $ 39.72 84 90 68 90 42 94 schedule schedule schedule schedule schedule
24 June 2026 26 Week Low $ 41.93 79 55 69 90 48 78 schedule schedule schedule schedule schedule
12 May 2026 26 Week Low $ 42.32 92 86 68 87 47 97 schedule schedule schedule schedule schedule
07 April 2026 26 Week Low $ 43.20 86 79 68 85 44 91 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
06 March 2026 26 Week Low $ 57.24 70 76 73 87 56 80 schedule schedule schedule schedule schedule
19 December 2025 26 Week Low $ 58.96 87 68 79 86 68 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 schedule
21 March 2025 26 Week Low $ 67.26 78 47 82 79 66 73 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
16 January 2025 26 Week Low $ 71.00 63 88 82 80 66 78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
05 August 2024 26 Week Low $ 71.24 90 82 84 75 72 92 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
28 June 2024 26 Week Low $ 76.25 81 89 82 84 74 90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 April 2024 26 Week Low $ 91.36 82 83 84 90 79 89 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
25 September 2023 26 Week Low $ 89.68 92 89 100 77 93 95 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
22 August 2023 26 Week Low $ 100.18 68 73 100 81 94 76 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
01 June 2023 26 Week Low $ 102.52 75 69 100 80 93 79 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box disabled_by_default
21 September 2022 26 Week Low $ 101.23 92 93 100 78 78 97 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
22 June 2022 26 Week Low $ 105.16 98 96 100 78 77 100 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 May 2022 26 Week Low $ 114.12 87 87 100 86 84 92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
23 February 2022 26 Week Low $ 138.24 76 80 100 79 85 83 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2022 26 Week Low $ 144.10 74 78 100 79 85 81 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 June 2021 26 Week Low $ 127.54 64 58 100 76 88 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
09 March 2020 26 Week Low $ 82.79 91 79 100 77 84 91 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
19 December 2018 26 Week Low $ 69.11 94 93 100 74 86 97 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
12 October 2017 26 Week Low $ 49.40 62 57 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 select_check_box electric_boltelectric_bolt
17 October 2016 26 Week Low $ 49.14 54 90 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Nike Inc (exchange: XNYS symbol: NKE) was last updated 18 Aug 2026 07:22. Data for this stock is available from 04 Jan 2016 - 17 Aug 2026.