Sysco Corp (SYY) Daily/Weekly Backtest Results crown

Buy indicator:                  
              [ What are these indicators? | Switch to SYY's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 8.64%.   Win rate: 100%.   Sharpe Ratio: 4.065.   Maximum drawdown: -54.30% on 18 March 2020.
Mean CAGR: 114.63%. Time in market: 944 days.   Hypothetical return: $1000 would be worth $1803.96 on 30 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 Sysco Corp

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 9 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (100% * 8.64%) + (0% * 0%) - (0% * 0%) = 8.64%.
Wins: 9 Breakevens: 0 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.

Sysco Corp 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.

 

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 week 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%
30 March 2026   LOW     smart_toy0.873 26 Week Low $ 72.07 select_check_box electric_boltelectric_bolt schedule schedule schedule schedule
08 December 2025   MEDIUM     smart_toy0.585 26 Week Low $ 72.92 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_boltelectric_bolt
07 April 2025   MEDIUM   FIRE SALE   smart_toy0.96 26 Week Low $ 69.92 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 January 2025   MEDIUM     smart_toy0.692 26 Week Low $ 72.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box
02 July 2024   MEDIUM     smart_toy0.619 26 Week Low $ 70.26 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
29 May 2024   MEDIUM     smart_toy0.599 26 Week Low $ 71.82 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 October 2023   HIGH   FIRE SALE   smart_toy0.918 26 Week Low $ 62.94 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
06 September 2023   HIGH     smart_toy0.764 26 Week Low $ 67.99 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
11 May 2023   HIGH     smart_toy0.641 26 Week Low $ 71.77 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
23 September 2022   HIGH   FIRE SALE   smart_toy0.953 26 Week Low $ 75.80 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
01 December 2021   MEDIUM     smart_toy0.453 26 Week Low $ 69.76 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
19 July 2021   MEDIUM     smart_toy0.652 26 Week Low $ 70.36 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
27 February 2020   HIGH     smart_toy0.67 26 Week Low $ 70.20 select_check_box select_check_box select_check_box select_check_box select_check_box
18 December 2018   HIGH   FIRE SALE   smart_toy0.912 26 Week Low $ 61.79 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
23 June 2017   MEDIUM   FIRE SALE   smart_toy0.81 26 Week Low $ 47.22 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

 

The data for Sysco Corp (exchange: XNYS symbol: SYY) was last updated 30 Apr 2026 06:49. Data for this stock is available from 01 Sep 2015 - 29 Apr 2026.