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: 3.56%.   Win rate: 73.91%.   Sharpe Ratio: -2.856.   Maximum drawdown: -32.52% on 17 June 2025.
Mean CAGR: 54.89%. Time in market: 6016 days.   Hypothetical return: $1000 would be worth $1224.94 on 23 April 2025.
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 23 signal(s) occurring before 30 April 2024 for a 7.5% profit target: (73.91% * 8.95%) + (8.70% * 0.40%) - (17.39% * 17.76%) = 3.56%.
Wins: 17 Breakevens: 2 Losses: 4

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.

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.

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

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 and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
25 March 2026   MEDIUM   FIRE SALE   smart_toy0.96 Williams %R (Weekly) $ 96.01 schedule schedule schedule schedule schedule
31 December 2025   MEDIUM     smart_toy0.893 Williams %R (Weekly) $ 98.06 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
25 November 2025   MEDIUM     smart_toy0.698 Williams %R (Weekly) $ 100.38 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
10 June 2025   MEDIUM     smart_toy0.928 Williams %R (Weekly) $ 99.70 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
18 February 2025   MEDIUM     smart_toy0.963 Williams %R (Weekly) $ 100.50 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
08 January 2025   MEDIUM   FIRE SALE   smart_toy0.981 Williams %R (Weekly) $ 106.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
01 November 2024   MEDIUM     smart_toy0.827 Williams %R (Weekly) $ 113.54 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
24 May 2024   MEDIUM     smart_toy0.884 Williams %R (Weekly) $ 110.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 April 2024   MEDIUM     smart_toy0.827 Williams %R (Weekly) $ 117.82 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2023   HIGH   FIRE SALE   smart_toy0.95 Williams %R (Weekly) $ 111.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
22 September 2023   HIGH     smart_toy0.965 Williams %R (Weekly) $ 126.24 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 August 2023   HIGH   FIRE SALE   smart_toy0.944 Williams %R (Weekly) $ 140.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
25 May 2023   HIGH   FIRE SALE   smart_toy0.935 Williams %R (Weekly) $ 143.85 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 May 2022   MEDIUM     smart_toy0.99 Williams %R (Weekly) $ 124.55 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
24 September 2021   MEDIUM     smart_toy0.724 Williams %R (Weekly) $ 119.44 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 August 2021   MEDIUM     smart_toy0.75 Williams %R (Weekly) $ 128.32 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box
12 March 2020   HIGH   FIRE SALE   smart_toy0.998 Williams %R (Weekly) $ 99.04 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
12 December 2019   MEDIUM     smart_toy0.779 Williams %R (Weekly) $ 101.61 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
27 August 2019   MEDIUM   FIRE SALE   smart_toy0.761 Williams %R (Weekly) $ 102.82 select_check_box select_check_box select_check_box select_check_box select_check_box
11 July 2019   MEDIUM     smart_toy0.911 Williams %R (Weekly) $ 112.42 select_check_box select_check_box select_check_box select_check_box select_check_box
06 December 2018   HIGH   FIRE SALE   smart_toy0.773 Williams %R (Weekly) $ 97.04 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
27 September 2018   HIGH     smart_toy0.936 Williams %R (Weekly) $ 97.95 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_bolt
01 June 2018   HIGH   FIRE SALE   smart_toy0.877 Williams %R (Weekly) $ 100.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
30 April 2018   HIGH     smart_toy0.803 Williams %R (Weekly) $ 107.75 select_check_box select_check_box select_check_box select_check_box select_check_box
06 November 2017   MEDIUM     smart_toy0.928 Williams %R (Weekly) $ 93.04 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
03 October 2017   MEDIUM     smart_toy0.887 Williams %R (Weekly) $ 96.42 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_boltelectric_bolt
24 August 2017   MEDIUM     smart_toy0.937 Williams %R (Weekly) $ 101.24 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
19 June 2017   MEDIUM     smart_toy0.959 Williams %R (Weekly) $ 113.80 select_check_box select_check_box select_check_box select_check_box select_check_box
21 April 2017   MEDIUM     smart_toy0.893 Williams %R (Weekly) $ 115.35 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2016   LOW     smart_toy0.901 Williams %R (Weekly) $ 116.85 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
20 September 2016   LOW     smart_toy0.883 Williams %R (Weekly) $ 122.75 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for J.M. Smucker Company (exchange: XNYS symbol: SJM) was last updated 08 May 2026 01:35. Data for this stock is available from 01 Dec 2015 - 07 May 2026.