Tootsie Roll Industries Inc (TR) Daily/Weekly Backtest Results crown

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

Expectancy: 1.67%.   Win rate: 54.55%.   Sharpe Ratio: -1.449.   Maximum drawdown: -37.32% on 13 August 2024.
Mean CAGR: 36.67%. Time in market: 4303 days.   Hypothetical return: $1000 would be worth $951.48 on 21 January 2025.
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 Tootsie Roll Industries

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 11 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (54.55% * 11.80%) + (27.27% * 1.22%) - (18.18% * 28.06%) = 1.67%.
Wins: 6 Breakevens: 3 Losses: 2

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.

Tootsie Roll Industries Analysis

Market sector: Industrials.

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%
11 May 2026   LOW   smart_toy0.666   Gap Down $ 41.53 schedule schedule schedule schedule schedule
05 March 2026   MEDIUM   smart_toy0.786   Gap Down $ 41.60 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
23 October 2025   MEDIUM   smart_toy0.817   Gap Down $ 40.76 select_check_box select_check_box select_check_box schedule schedule
10 September 2025   MEDIUM   smart_toy0.668   Gap Down $ 40.12 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box schedule
06 January 2025   MEDIUM   smart_toy0.793   Gap Down $ 31.71 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
26 April 2023   MEDIUM   smart_toy0.682   Gap Down $ 42.88 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 January 2023   MEDIUM   smart_toy0.65   Gap Down $ 44.53 select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 June 2021   MEDIUM   smart_toy0.682   Gap Down $ 33.53 select_check_box select_check_box select_check_box select_check_box select_check_box
28 January 2021   MEDIUM   smart_toy0.703   Gap Down $ 40.80 select_check_box select_check_box select_check_box select_check_box select_check_box
24 July 2020   MEDIUM   smart_toy0.526   Gap Down $ 31.66 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
31 March 2020   MEDIUM   smart_toy0.896   Gap Down $ 36.71 select_check_box select_check_box select_check_box select_check_box select_check_box
28 February 2020   HIGH   smart_toy0.803   Gap Down $ 32.61 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 select_check_box electric_bolt
09 September 2019   MEDIUM   smart_toy0.689   Gap Down $ 36.10 select_check_box select_check_box select_check_box select_check_box select_check_box
05 March 2018   MEDIUM   smart_toy0.775   Gap Down $ 31.68 select_check_box select_check_box select_check_box select_check_box select_check_box
03 May 2017   MEDIUM   smart_toy0.595   Gap Down $ 35.80 select_check_box select_check_box select_check_box select_check_box select_check_box
09 September 2016   LOW   smart_toy0.762   Gap Down $ 34.73 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Tootsie Roll Industries Inc (exchange: XNYS symbol: TR) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Sep 2015 - 15 May 2026.