Sempra (SRE) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to SRE's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 6.11%.   Win rate: 80.36%.   Sharpe Ratio: -11.102.   Maximum drawdown: -41.15% on 16 March 2020.
Mean CAGR: 55.87%. Time in market: 10777 days.   Hypothetical return: $1000 would be worth $1457.55 on 02 August 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 56 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (80.36% * 8.10%) + (14.29% * 1.32%) - (5.36% * 10.86%) = 6.11%.
Wins: 45 Breakevens: 8 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.

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
11 May 2026   cards_starLOW    local_gas_stationLOW   Double Seven $ 92.40 schedule schedule schedule schedule schedule
07 April 2026   cards_starLOW    local_gas_stationLOW   Double Seven $ 98.13 schedule schedule schedule schedule schedule
06 March 2026   cards_starLOW    local_gas_stationLOW   Double Seven $ 92.56 select_check_box electric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
23 January 2026   cards_starLOW    local_gas_stationLOW   Double Seven $ 85.86 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
22 December 2025   cards_starMEDIUM    local_gas_stationLOW   Double Seven $ 87.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
18 November 2025   cards_starMEDIUM    local_gas_stationLOW   Double Seven $ 91.75 select_check_box select_check_box select_check_box schedule schedule
17 October 2025   cards_starMEDIUM    local_gas_stationLOW   Double Seven $ 91.27 select_check_box select_check_box select_check_box schedule schedule
15 September 2025   cards_starLOW    local_gas_stationLOW   Double Seven $ 83.71 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 schedule
12 August 2025   cards_starMEDIUM    local_gas_stationLOW   Double Seven $ 81.56 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
10 February 2025   cards_starLOW    local_gas_stationHIGH   Double Seven $ 82.08 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
07 January 2025   cards_starLOW    local_gas_stationLOW   Double Seven $ 84.51 select_check_box select_check_box select_check_box select_check_box select_check_box
06 December 2024   cards_starLOW    local_gas_stationLOW   Double Seven $ 90.36 select_check_box select_check_box select_check_box select_check_box select_check_box
04 November 2024   cards_starLOW    local_gas_stationLOW   Double Seven $ 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
01 October 2024   cards_starLOW    local_gas_stationLOW   Double Seven $ 83.87 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
30 August 2024   cards_starLOW    local_gas_stationLOW   Double Seven $ 81.89 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
29 July 2024   cards_starLOW     Double Seven $ 79.00 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
25 June 2024   cards_starLOW     Double Seven $ 75.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 May 2024   cards_starLOW     Double Seven $ 75.96 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 February 2024   cards_starLOW     Double Seven $ 69.61 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 January 2024   cards_starLOW     Double Seven $ 76.59 select_check_box select_check_box select_check_box select_check_box select_check_box
05 December 2023   cards_starLOW     Double Seven $ 71.50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
10 January 2023   cards_starLOW     Double Seven $ 78.64 select_check_box select_check_box select_check_box select_check_box select_check_box
09 December 2022   cards_starLOW     Double Seven $ 80.61 select_check_box select_check_box select_check_box select_check_box select_check_box
14 October 2022   cards_starLOW     Double Seven $ 71.62 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
12 September 2022   cards_starLOW     Double Seven $ 87.44 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 August 2022   cards_starLOW     Double Seven $ 81.13 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
06 July 2022   cards_starLOW     Double Seven $ 73.74 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
03 June 2022   cards_starLOW     Double Seven $ 80.67 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
02 May 2022   cards_starLOW     Double Seven $ 80.39 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
29 March 2022   cards_starLOW     Double Seven $ 82.02 select_check_box electric_boltelectric_bolt select_check_box disabled_by_default disabled_by_default disabled_by_default
23 February 2022   cards_starLOW     Double Seven $ 67.38 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
19 January 2022   cards_starLOW     Double Seven $ 67.97 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
05 October 2021   cards_starLOW     Double Seven $ 63.32 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
03 September 2021   cards_starLOW     Double Seven $ 66.97 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
02 August 2021   cards_starLOW     Double Seven $ 65.58 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
29 June 2021   cards_starLOW     Double Seven $ 67.60 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
28 May 2021   cards_starLOW     Double Seven $ 67.86 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
26 April 2021   cards_starLOW     Double Seven $ 68.40 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
23 March 2021   cards_starLOW     Double Seven $ 64.38 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
25 January 2021   cards_starLOW     Double Seven $ 61.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 December 2020   cards_starMEDIUM     Double Seven $ 63.21 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 November 2020   cards_starMEDIUM     Double Seven $ 65.19 select_check_box select_check_box select_check_box select_check_box select_check_box
16 March 2020   cards_starHIGH     Double Seven $ 46.17 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
11 February 2020   cards_starMEDIUM     Double Seven $ 78.45 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 January 2020   cards_starLOW     Double Seven $ 73.98 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
09 December 2019   cards_starMEDIUM     Double Seven $ 71.73 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
01 November 2019   cards_starMEDIUM     Double Seven $ 72.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
30 September 2019   cards_starMEDIUM     Double Seven $ 72.04 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
27 August 2019   cards_starMEDIUM     Double Seven $ 69.32 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 July 2019   cards_starMEDIUM     Double Seven $ 68.61 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
24 June 2019   cards_starLOW     Double Seven $ 68.36 select_check_box select_check_box select_check_box select_check_box select_check_box
21 May 2019   cards_starMEDIUM     Double Seven $ 63.75 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 April 2019   cards_starLOW     Double Seven $ 61.78 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
18 March 2019   cards_starMEDIUM     Double Seven $ 59.96 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
12 February 2019   cards_starMEDIUM     Double Seven $ 55.22 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 December 2018   cards_starMEDIUM     Double Seven $ 51.91 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 November 2018   cards_starMEDIUM     Double Seven $ 53.68 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
26 October 2018   cards_starMEDIUM     Double Seven $ 54.47 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
24 September 2018   cards_starLOW     Double Seven $ 54.50 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
21 August 2018   cards_starLOW     Double Seven $ 55.25 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
18 July 2018   cards_starLOW     Double Seven $ 54.34 select_check_box select_check_box select_check_box select_check_box select_check_box
29 December 2017   cards_starLOW     Double Seven $ 49.92 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
27 November 2017   cards_starLOW     Double Seven $ 55.14 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2017   cards_starMEDIUM     Double Seven $ 53.01 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
22 September 2017   cards_starLOW     Double Seven $ 53.73 select_check_box select_check_box select_check_box select_check_box select_check_box
21 August 2017   cards_starMEDIUM     Double Seven $ 54.01 select_check_box select_check_box select_check_box select_check_box select_check_box
18 July 2017   cards_starLOW     Double Seven $ 51.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
16 June 2017   LOW     Double Seven $ 52.83 select_check_box select_check_box select_check_box select_check_box select_check_box
15 May 2017   LOW     Double Seven $ 50.96 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
11 April 2017   LOW     Double Seven $ 50.38 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
09 March 2017   LOW     Double Seven $ 49.01 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
16 August 2016   LOW     Double Seven $ 46.78 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
15 July 2016   LOW     Double Seven $ 50.28 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 14 Jun 2026 16:17. Data for this stock is available from 01 Jun 2016 - 08 Jun 2026.