Realty Income (O) Daily/Weekly Backtest Results military_tech

Buy indicator:          
              [ What are these indicators? | Switch to O's monthly backtests ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 4.25%. See below chart for calculations and explanation.   Win rate: 76.47%.   Maximum drawdown: 34.43% on 03 April 2020.
Mean CAGR: 76.61%. Time in market: 2932 days.   Hypothetical return: $1000 would be worth $1619.86 on 04 September 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.

 

Expectancy 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 17 signal(s) occurring before 20 December 2023 for a 5% profit target: (76.47% * 5.47%) + (23.53% * 0.30%) - (0% * 0%) = 4.25%.
Wins: 13 Breakevens: 4 Losses: 0

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 $56.32 schedule schedule schedule schedule
04 November 2025 $56.97 schedule schedule schedule schedule
10 December 2024 $56.02 select_check_box select_check_box select_check_box select_check_box
06 November 2024 $57.62 select_check_box select_check_box select_check_box select_check_box
16 April 2024 $51.16 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
23 October 2023 $48.51 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
19 September 2023 $53.03 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
16 August 2023 $56.05 select_check_box select_check_box select_check_box select_check_box
02 May 2023 $59.23 select_check_box select_check_box select_check_box select_check_box
10 March 2023 $62.40 select_check_box select_check_box select_check_box select_check_box
21 September 2022 $62.92 select_check_box select_check_box disabled_by_default disabled_by_default
13 June 2022 $64.04 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
10 May 2022 $64.33 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
23 February 2022 $66.17 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
27 September 2021 $66.22 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
12 March 2020 $66.98 select_check_box select_check_box select_check_box select_check_box
17 December 2019 $70.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 January 2018 $47.31 select_check_box select_check_box select_check_box select_check_box electric_bolt
24 October 2017 $48.98 select_check_box electric_bolt select_check_box select_check_box select_check_box
04 May 2017 $49.34 select_check_box select_check_box select_check_box select_check_box
09 November 2016 $48.59 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 October 2016 $53.45 select_check_box select_check_box select_check_box select_check_box

 

The data for Realty Income (exchange: XNYS symbol: O) was last updated 27 Dec 2025 05:46. Data for this stock is available from 01 Dec 2015 - 26 Dec 2025.