Nike Inc (NKE) Daily/Weekly Backtest Results military_tech

Buy indicator:          
              [ What are these indicators? | Switch to NKE's monthly backtests ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 1.87%. See below chart for calculations and explanation.   Win rate: 88.24%.   Maximum drawdown: 63.49% on 16 April 2025.
Mean CAGR: 110.86%. Time in market: 2359 days.   Hypothetical return: $1000 would be worth $1282.26 on 19 December 2023
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.

 

Expectancy 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 17 signal(s) occurring before 20 December 2023 for a 5% profit target: (88.24% * 5.84%) + (0% * 0%) - (11.76% * 27.90%) = 1.87%.
Wins: 15 Breakevens: 0 Losses: 2

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

 

Williams %R (Weekly) Backtest Summary

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 Price Performance (mouseover for details)
5% 7.5% 10% 20%
23 December 2025 $57.26 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule
19 December 2025 $58.96 schedule schedule schedule schedule
09 October 2025 $68.80 schedule schedule schedule schedule
21 March 2025 $67.26 select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
07 February 2025 $69.62 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
03 January 2025 $73.62 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
19 November 2024 $74.20 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
05 August 2024 $71.24 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 $76.25 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
04 April 2024 $90.01 select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule schedule
04 March 2024 $100.60 schedule schedule schedule schedule
22 September 2023 $90.59 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
21 August 2023 $103.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
16 May 2023 $115.43 select_check_box disabled_by_default disabled_by_default disabled_by_default
21 September 2022 $101.23 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 June 2022 $105.16 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 May 2022 $114.12 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
22 February 2022 $139.89 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 January 2022 $148.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
25 March 2021 $127.84 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
27 February 2020 $88.81 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
28 May 2019 $80.94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
20 November 2018 $69.49 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
10 October 2018 $75.87 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
03 October 2017 $50.19 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
17 May 2017 $50.20 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
07 October 2016 $49.87 select_check_box select_check_box select_check_box electric_bolt select_check_box
26 May 2016 $53.25 select_check_box select_check_box electric_bolt select_check_box select_check_box

 

The data for Nike Inc (exchange: XNYS symbol: NKE) was last updated 27 Dec 2025 06:45. Data for this stock is available from 04 Jan 2016 - 26 Dec 2025.