Shake Shack Inc (SHAK) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to SHAK's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 4.32%.   Win rate: 74.36%.   Sharpe Ratio: -2.541.   Maximum drawdown: -68.46% on 16 June 2022.
Mean CAGR: 94.14%. Time in market: 8027 days.   Hypothetical return: $1000 would be worth $1423.31 on 28 October 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 Shake Shack

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 39 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (74.36% * 10.16%) + (17.95% * 2.13%) - (7.69% * 46.97%) = 4.32%.
Wins: 29 Breakevens: 7 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.

Shake Shack 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 (Fixed Profits System)

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 and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
02 June 2026   HIGH   smart_toy0.472  factory0.71   Gap Down $ 56.74 schedule schedule schedule schedule schedule
01 May 2026   LOW   smart_toy0.424  factory0.598   Gap Down $ 100.79 schedule schedule schedule schedule schedule
10 October 2025   LOW   smart_toy0.689  factory0.896   Gap Down $ 88.82 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
28 March 2025  bubble_chart   MEDIUM   smart_toy0.856  factory0.817   Gap Down $ 90.34 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
18 November 2024  bubble_chart   LOW   smart_toy0.825  factory0.933   Gap Down $ 119.01 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
25 March 2024  bubble_chart   LOW   smart_toy0.599  factory0.902   Gap Down $ 105.58 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
03 January 2024  bubble_chart   LOW   smart_toy0.688  factory0.848   Gap Down $ 70.54 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_boltelectric_bolt
06 November 2023  bubble_chart   LOW   smart_toy0.905  factory0.894   Gap Down $ 58.26 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_boltelectric_bolt
09 August 2023  bubble_chart   LOW   smart_toy0.869  factory0.957   Gap Down $ 76.94 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
09 March 2023   LOW   smart_toy0.484  factory0.916   Gap Down $ 57.56 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
18 January 2023   LOW   smart_toy0.548  factory0.853   Gap Down $ 56.40 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
02 November 2022   LOW   smart_toy0.787  factory0.929   Gap Down $ 52.84 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 September 2022  bubble_chart   MEDIUM   smart_toy0.97  factory0.923   Gap Down $ 46.42 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_bolt
29 April 2022  bubble_chart   MEDIUM   smart_toy0.535  factory0.85   FIRE SALE Gap Down $ 58.96 select_check_box select_check_box select_check_box select_check_box select_check_box
17 February 2022  bubble_chart   LOW   smart_toy0.675  factory0.682   Gap Down $ 76.10 select_check_box select_check_box select_check_box select_check_box select_check_box
13 December 2021  bubble_chart   MEDIUM   smart_toy0.911  factory0.862   Gap Down $ 73.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
08 November 2021  bubble_chart   LOW   smart_toy0.959  factory0.912   Gap Down $ 86.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 October 2021  bubble_chart   MEDIUM   smart_toy0.789  factory0.917   Gap Down $ 79.06 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
19 April 2021  bubble_chart   LOW   smart_toy0.881  factory0.793   Gap Down $ 113.08 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
25 February 2021  bubble_chart   LOW   smart_toy0.922  factory0.888   Gap Down $ 122.18 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 October 2020   LOW   smart_toy0.871  factory0.854   Gap Down $ 72.32 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
11 September 2020   LOW   smart_toy0.853  factory0.898   Gap Down $ 67.11 select_check_box electric_boltelectric_boltelectric_bolt 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
07 July 2020  bubble_chart   LOW   smart_toy0.858  factory0.759   Gap Down $ 51.00 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
01 May 2020  bubble_chart   MEDIUM   smart_toy0.856  factory0.95   Gap Down $ 52.24 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
30 March 2020  bubble_chart   HIGH   smart_toy0.936  factory0.966   FIRE SALE Gap Down $ 38.90 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
25 February 2020  bubble_chart   LOW   smart_toy0.665  factory0.929   Gap Down $ 62.72 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
22 October 2019  bubble_chart   LOW   smart_toy0.922  factory0.938   Gap Down $ 90.60 select_check_box select_check_box select_check_box select_check_box select_check_box
10 September 2019  bubble_chart   LOW   smart_toy0.976  factory0.932   Gap Down $ 99.46 select_check_box select_check_box select_check_box select_check_box select_check_box
01 July 2019   LOW   smart_toy0.86  factory0.877   Gap Down $ 70.64 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
03 May 2019   LOW   smart_toy0.618  factory0.853   Gap Down $ 63.58 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 December 2018  bubble_chart   MEDIUM   smart_toy0.933  factory0.955   FIRE SALE Gap Down $ 44.34 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
13 November 2018  bubble_chart   LOW   smart_toy0.829  factory0.789   Gap Down $ 49.78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 October 2018  bubble_chart   LOW   smart_toy0.68  factory0.953   Gap Down $ 59.48 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
24 July 2018  bubble_chart   LOW   smart_toy0.813  factory0.937   Gap Down $ 66.78 select_check_box select_check_box select_check_box select_check_box select_check_box
05 February 2018   LOW   smart_toy0.796  factory0.922   Gap Down $ 40.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
26 September 2017   LOW   smart_toy0.882  factory0.937   Gap Down $ 32.20 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
04 August 2017   LOW   smart_toy0.717  factory0.711   Gap Down $ 32.08 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 June 2017   LOW   smart_toy0.885  factory0.94   Gap Down $ 36.27 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
03 March 2017   LOW   smart_toy0.791  factory0.887   Gap Down $ 33.94 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
06 January 2017   LOW   smart_toy0.994  factory0.85   Gap Down $ 37.26 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
16 November 2016   LOW   smart_toy0.985  factory0.917   Gap Down $ 37.02 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
09 September 2016   LOW   smart_toy0.614  factory0.928   Gap Down $ 34.91 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 August 2016   LOW   smart_toy0.86  factory0.909   Gap Down $ 38.76 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
03 June 2016   LOW   smart_toy0.652  factory0.891   Gap Down $ 37.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Shake Shack Inc (exchange: XNYS symbol: SHAK) was last updated 11 Jun 2026 07:21. Data for this stock is available from 01 Jun 2016 - 08 Jun 2026.