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

Buy indicator:          
              [ What are these indicators? | Switch to SJM's monthly backtests ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 2.89%. See below chart for calculations and explanation.   Win rate: 86.36%.   Maximum drawdown: 34.13% on 17 June 2025.
Mean CAGR: 67.79%. Time in market: 4265 days.   Hypothetical return: $1000 would be worth $1154.98 on 27 May 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.

 

Expectancy 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 22 signal(s) occurring before 20 December 2023 for a 5% profit target: (86.36% * 6.35%) + (0% * 0%) - (13.64% * 19.01%) = 2.89%.
Wins: 19 Breakevens: 0 Losses: 3

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 $98.56 schedule schedule schedule schedule
19 December 2025 $99.08 schedule schedule schedule schedule
25 November 2025 $100.38 schedule schedule schedule schedule
10 June 2025 $99.70 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
18 February 2025 $100.50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
08 January 2025 $106.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
01 November 2024 $113.54 select_check_box electric_boltelectric_bolt schedule schedule schedule
24 May 2024 $110.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 April 2024 $117.82 select_check_box select_check_box select_check_box select_check_box
24 October 2023 $111.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
22 September 2023 $126.24 select_check_box disabled_by_default disabled_by_default disabled_by_default
17 August 2023 $140.42 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
25 May 2023 $143.85 disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 May 2022 $124.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 September 2021 $119.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 August 2021 $128.32 select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box
12 March 2020 $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
12 December 2019 $101.61 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 August 2019 $102.82 select_check_box select_check_box select_check_box select_check_box
11 July 2019 $112.42 select_check_box select_check_box select_check_box select_check_box
06 December 2018 $97.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 September 2018 $97.95 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
01 June 2018 $100.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
30 April 2018 $107.75 select_check_box select_check_box select_check_box select_check_box
06 November 2017 $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_bolt
03 October 2017 $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
24 August 2017 $101.24 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
19 June 2017 $113.80 select_check_box select_check_box select_check_box select_check_box
21 April 2017 $115.35 select_check_box select_check_box select_check_box select_check_box
24 October 2016 $116.85 select_check_box select_check_box electric_bolt select_check_box select_check_box
20 September 2016 $122.75 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 27 Dec 2025 05:51. Data for this stock is available from 01 Dec 2015 - 26 Dec 2025.