Sysco Corp (SYY) Daily/Weekly Backtest Results crown

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 SYY's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
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 30 April 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 and Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
30 March 2026 MEDIUM FIRE SALE smart_toy0.873	Gap Down	$ 72.07	select_check_box electric_boltelectric_bolt	schedule	schedule	schedule	schedule
28 January 2025 MEDIUM smart_toy0.726	Gap Down	$ 73.04	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
04 April 2024 MEDIUM smart_toy0.573	Gap Down	$ 78.18	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
12 April 2023 HIGH smart_toy0.729	Gap Down	$ 76.58	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
15 December 2022 MEDIUM smart_toy0.669	Gap Down	$ 78.76	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
13 September 2022 HIGH smart_toy0.713	Gap Down	$ 81.76	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
09 August 2022 HIGH smart_toy0.779	Gap Down	$ 83.38	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
07 March 2022 HIGH smart_toy0.945	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 MEDIUM smart_toy0.7	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 MEDIUM smart_toy0.725	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 MEDIUM smart_toy0.629	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 MEDIUM smart_toy0.733	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 MEDIUM FIRE SALE smart_toy0.996	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 HIGH FIRE SALE smart_toy0.98	Gap Down	$ 61.21	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
03 February 2020 MEDIUM smart_toy0.936	Gap Down	$ 78.09	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
31 May 2019 MEDIUM smart_toy0.851	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 HIGH FIRE SALE smart_toy0.864	Gap Down	$ 62.27	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
30 July 2018 HIGH smart_toy0.506	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 MEDIUM smart_toy0.882	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 MEDIUM smart_toy0.785	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 MEDIUM smart_toy0.81	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 LOW smart_toy0.761	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 LOW smart_toy0.996	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 08 May 2026 01:35. Data for this stock is available from 01 Sep 2015 - 07 May 2026.