J.M. Smucker Company (SJM) Daily/Weekly Backtest Results military_tech

Buy indicator:              
              [ What are these indicators? | Switch to SJM's monthly backtests ]
Fixed profit target:               -or-  
Expectancy: 5.96%.   Win rate: 100%.   Sharpe Ratio: 3.287.   Maximum drawdown: 14.77% on 07 November 2017.
Mean CAGR: 37.7%. Time in market: 462 days.   Hypothetical return: $1000 would be worth $1235.91 on 26 January 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 J.M. Smucker

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 5 signal(s) occurring before 12 February 2024 for a 5% profit target: (100% * 5.96%) + (0% * 0%) - (0% * 0%) = 5.96%.
Wins: 5 Breakevens: 0 Losses: 0

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.

J.M. Smucker Analysis

Market sector: Consumer Staples.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Rate of Change Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each Rate of Change 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% 6% 7.5% 10% 20%
20 June 2025 $ 96.42 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 schedule
25 September 2023 bubble_chart $ 125.09 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
07 June 2022 bubble_chart $ 126.68 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 September 2021 bubble_chart $ 121.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
06 September 2017 bubble_chart $ 97.79 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
29 June 2017 bubble_chart $ 108.88 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for J.M. Smucker Company (exchange: XNYS symbol: SJM) was last updated 22 Feb 2026 17:43. Data for this stock is available from 01 Dec 2015 - 18 Feb 2026.