Sysco Corp (SYY) Daily/Weekly Backtest Results crown

Signal:                  
                  [ What are these? | Switch to SYY's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 6.22%.   Win rate: 71.43%.   Sharpe Ratio: -3.014.   Maximum drawdown: -58.92% on 18 March 2020.
Mean CAGR: 84.16%. Time in market: 3936 days.   Hypothetical return: $1000 would be worth $2452.33 on 09 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 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 21 signal(s) occurring before 18 June 2024 for a 7.5% profit target: (71.43% * 9.01%) + (23.81% * 0.98%) - (4.76% * 9.46%) = 6.22%.
Wins: 15 Breakevens: 5 Losses: 1

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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
30 March 2026      emoji_food_beverageLOW   sirenFIRE SALE Gap Down $ 72.07 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
28 January 2025      emoji_food_beverageLOW   Gap Down $ 73.04 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
04 April 2024       Gap Down $ 78.18 select_check_box select_check_box select_check_box select_check_box select_check_box
12 April 2023       Gap Down $ 76.58 select_check_box select_check_box select_check_box select_check_box select_check_box
15 December 2022       Gap Down $ 78.76 select_check_box select_check_box select_check_box select_check_box select_check_box
13 September 2022       Gap Down $ 81.76 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
09 August 2022       Gap Down $ 83.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 March 2022       Gap Down $ 81.30 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
26 November 2021       Gap Down $ 73.18 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
26 October 2020       Gap Down $ 62.32 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
21 September 2020       Gap Down $ 64.55 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 June 2020       Gap Down $ 62.14 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
13 April 2020       sirenFIRE SALE Gap Down $ 48.35 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
09 March 2020       sirenFIRE SALE Gap Down $ 61.21 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
03 February 2020       Gap Down $ 78.09 select_check_box select_check_box select_check_box select_check_box select_check_box
31 May 2019       Gap Down $ 69.52 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
05 November 2018       sirenFIRE SALE Gap Down $ 62.27 select_check_box select_check_box select_check_box select_check_box select_check_box
30 July 2018       Gap Down $ 65.85 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
05 February 2018       Gap Down $ 55.88 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 November 2017       Gap Down $ 51.46 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
23 June 2017       Gap Down $ 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
09 September 2016       Gap Down $ 46.48 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 February 2016       Gap Down $ 39.32 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 electric_bolt

 

The data for Sysco Corp (exchange: XNYS symbol: SYY) was last updated 26 Jun 2026 05:21. Data for this stock is available from 01 Sep 2015 - 25 Jun 2026.