Sempra (SRE) Daily/Weekly Backtest Results

Buy indicator: 52 Week Low 26 Week Low 50 day low Rate of Change Super Oversold Mega Dump MegaDump Lite Double Bottom
Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB Best Buy Signals [ What are these indicators? | Switch to SRE's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 7.49%. Win rate: 92.00%. Sharpe Ratio: -4.767. Maximum drawdown: -35.42% on 16 March 2020.
Mean CAGR: 72.52%. Time in market: 3197 days. Hypothetical return: $1000 would be worth $2367.24 on 09 May 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 Sempra

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 25 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (92.00% * 8.08%) + (8.00% * 0.64%) - (0% * 0%) = 7.49%.
Wins: 23 Breakevens: 2 Losses: 0

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.

Sempra Analysis

Market sector: Energy.

External links: Seeking Alpha Research, Zacks Research.

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

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low 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%
07 May 2026 LOW smart_toy0.707	50 Day Low	$ 91.88	schedule	schedule	schedule	schedule	schedule
22 January 2026 LOW smart_toy0.832	50 Day Low	$ 86.12	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
09 December 2025 LOW smart_toy0.901	50 Day Low	$ 88.48	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
04 April 2025 MEDIUM smart_toy0.97 FIRE SALE	50 Day Low	$ 68.06	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 electric_bolt
25 February 2025 LOW smart_toy0.616	50 Day Low	$ 71.51	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
10 January 2025 LOW smart_toy0.931	50 Day Low	$ 80.30	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
04 November 2024 LOW smart_toy0.813	50 Day Low	$ 81.18	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
26 March 2024 LOW smart_toy0.423	50 Day Low	$ 69.47	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_bolt
05 February 2024 LOW smart_toy0.852	50 Day Low	$ 70.39	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
28 September 2023 LOW smart_toy0.857	50 Day Low	$ 68.16	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
15 August 2023 LOW smart_toy0.682	50 Day Low	$ 69.28	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
26 May 2023 LOW smart_toy0.822	50 Day Low	$ 69.78	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box
28 February 2023 LOW smart_toy0.562	50 Day Low	$ 75.86	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
30 September 2022 MEDIUM smart_toy0.922 FIRE SALE	50 Day Low	$ 75.56	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
09 June 2022 LOW smart_toy0.951	50 Day Low	$ 78.60	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default
11 November 2021 LOW smart_toy0.711	50 Day Low	$ 61.42	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
23 September 2021 LOW smart_toy0.902	50 Day Low	$ 64.69	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
30 June 2021 LOW smart_toy0.749	50 Day Low	$ 66.28	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
26 February 2021 LOW smart_toy0.706	50 Day Low	$ 58.87	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_bolt
04 January 2021 LOW smart_toy0.627	50 Day Low	$ 62.76	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
21 September 2020 LOW smart_toy0.708	50 Day Low	$ 58.73	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
22 June 2020 LOW smart_toy0.581	50 Day Low	$ 59.20	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
27 February 2020 LOW smart_toy0.754	50 Day Low	$ 71.50	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
26 December 2018 MEDIUM smart_toy0.893 FIRE SALE	50 Day Low	$ 51.37	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
31 October 2018 LOW smart_toy0.885 FIRE SALE	50 Day Low	$ 52.75	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
25 September 2018 LOW smart_toy0.739	50 Day Low	$ 53.87	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
09 May 2018 LOW smart_toy0.603	50 Day Low	$ 49.67	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
29 January 2018 LOW smart_toy0.627	50 Day Low	$ 48.84	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
20 December 2017 LOW smart_toy0.842	50 Day Low	$ 51.85	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
06 October 2017 LOW smart_toy0.848	50 Day Low	$ 51.71	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box
02 November 2016 LOW smart_toy0.835	50 Day Low	$ 45.70	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
15 August 2016 LOW smart_toy0.919	50 Day Low	$ 47.30	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box

The data for Sempra (exchange: XNYS symbol: SRE) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Jun 2016 - 15 May 2026.