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: 1.96%.   Win rate: 66.67%.   Sharpe Ratio: -0.376.   Maximum drawdown: -26.61% on 13 August 2024.
Mean CAGR: 102.11%. Time in market: 994 days.   Hypothetical return: $1000 would be worth $1046.15 on 05 May 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 3 signal(s) occurring before 20 April 2024 for a 7.5% profit target: (66.67% * 8.50%) + (0% * 0%) - (33.33% * 11.14%) = 1.96%.
Wins: 2 Breakevens: 0 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.

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.

 

Rate of Change Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Rate of Change 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%
31 October 2025   MEDIUM     smart_toy0.522 Rate of Change $ 35.02 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_bolt
05 May 2023   MEDIUM     smart_toy0.717 Rate of Change $ 38.03 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 February 2021   MEDIUM     smart_toy0.499 Rate of Change $ 31.04 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
13 March 2018   MEDIUM     smart_toy0.655 Rate of Change $ 30.82 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Tootsie Roll Industries Inc (exchange: XNYS symbol: TR) was last updated 28 Apr 2026 06:28. Data for this stock is available from 01 Sep 2015 - 27 Apr 2026.