Realty Income (O) Daily/Weekly Backtest Results military_tech

Signal:                
                   
              [ What are these? | Switch to O's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.15%.   Win rate: 100%.   Sharpe Ratio: 5.733.   Maximum drawdown: -24.15% on 03 April 2020.
Mean CAGR: 97.16%. Time in market: 911 days.   Hypothetical return: $1000 would be worth $1566.55 on 07 August 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 Realty Income

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 9 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.15%) + (0% * 0%) - (0% * 0%) = 8.15%.
Wins: 9 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.

Realty Income Analysis

Market sector: Real Estate.

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%
08 June 2026 Double Seven 53 80 94 86 72 69 schedule schedule schedule
02 June 2026 50 Day Low 55 86 94 86 72 72 schedule schedule schedule
01 June 2026 Williams %R (Weekly) 55 78 94 86 72 70 schedule schedule schedule
07 May 2026 Gap Down 47 83 94 83 72 65 schedule schedule schedule
05 May 2026 Double Seven 53 86 94 83 72 70 schedule schedule schedule
02 April 2026 Double Seven 60 83 94 82 72 74 schedule schedule schedule
25 March 2026 Rate of Change 92 90 94 82 72 97 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
02 March 2026 Double Seven 40 80 94 85 76 59 schedule schedule schedule
27 January 2026 Double Seven 56 82 94 85 79 71 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
23 December 2025 Williams %R (Weekly) 75 78 94 84 80 82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 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%
30 October 2023 52 Week Low $ 46.38 85 83 100 58 89 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 select_check_box electric_boltelectric_bolt
19 September 2023 52 Week Low $ 53.03 77 93 95 65 89 85 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 August 2023 52 Week Low $ 56.05 73 73 95 70 90 78 select_check_box select_check_box select_check_box select_check_box select_check_box
25 May 2023 52 Week Low $ 56.51 93 86 96 71 90 93 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
21 September 2022 52 Week Low $ 62.92 97 87 86 60 68 95 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
14 June 2022 52 Week Low $ 63.05 98 90 84 66 68 98 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 disabled_by_default
10 May 2022 52 Week Low $ 64.33 98 81 84 68 72 95 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
16 March 2020 52 Week Low $ 57.90 98 95 83 59 78 98 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 February 2018 52 Week Low $ 46.12 79 88 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt

 

The data for Realty Income (exchange: XNYS symbol: O) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Dec 2015 - 12 Aug 2026.