EssilorLuxottica (EL) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to EL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 9.92%.   Win rate: 100%.   Sharpe Ratio: 3.738.   Maximum drawdown: -5.18% on 14 March 2023.
Mean CAGR: 123.18%. Time in market: 269 days.   Hypothetical return: €1000 would be worth €1412.31 on 07 December 2023.
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 EssilorLuxottica

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 5 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 9.92%) + (0% * 0%) - (0% * 0%) = 9.92%.
Wins: 5 Breakevens: 0 Losses: 0

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.

EssilorLuxottica Analysis

Market sector: Consumer Discretionary.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day 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%
05 May 2026   MEDIUM   smart_toy0.539  factory0.875   50 Day Low € 171.45 schedule schedule schedule schedule schedule
02 April 2026   MEDIUM   smart_toy0.668  factory0.583   50 Day Low € 191.78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
27 February 2026   MEDIUM   smart_toy0.67  factory0.396   50 Day Low € 231.25 schedule schedule schedule schedule schedule
26 January 2026   LOW   smart_toy0.584  factory0.55   50 Day Low € 258.65 schedule schedule schedule schedule schedule
23 December 2025   LOW   smart_toy0.627  factory0.645   50 Day Low € 271.35 schedule schedule schedule schedule schedule
03 April 2025   MEDIUM   smart_toy0.943  factory0.706   FIRE SALE 50 Day Low € 253.25 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
10 July 2024   MEDIUM   smart_toy0.783  factory0.507   50 Day Low € 197.12 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
22 September 2023   MEDIUM   smart_toy0.758  factory0.802   50 Day Low € 167.98 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
28 February 2023   LOW   smart_toy0.753  factory0.863   50 Day Low € 164.25 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
27 January 2023   LOW   smart_toy0.785  factory0.678   50 Day Low € 167.02 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 September 2022   LOW   smart_toy0.758  factory0.935   50 Day Low € 143.60 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
13 June 2022   LOW   smart_toy0.902  factory0.879   50 Day Low € 138.08 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

 

The data for EssilorLuxottica (exchange: XPAR symbol: EL) was last updated 30 May 2026 15:00. Data for this stock is available from 03 Jan 2022 - 29 May 2026.