Sanofi (SAN) Daily/Weekly Backtest Results military_tech

Signal:                
                   
              [ What are these? | Switch to SAN's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 2.67%.   Win rate: 20.0%.   Sharpe Ratio: -1.659.   Maximum drawdown: -24.77% on 27 September 2022.
Mean CAGR: 7.98%. Time in market: 1590 days.   Hypothetical return: €1000 would be worth €1002.30 on 11 April 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 Sanofi

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 04 August 2024 for a 7.5% profit target: (20.0% * 9.69%) + (80.0% * 0.91%) - (0% * 0%) = 2.67%.
Wins: 1 Breakevens: 4 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.

Sanofi Analysis

Market sector: Healthcare.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
30 July 2026 Gap Down 61 54 100 90 92 66 schedule schedule schedule
16 June 2026 Mega Dump Lite 60 59 100 90 93 67 schedule schedule schedule
15 May 2026 Mega Dump Lite 70 88 100 87 93 82 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
05 May 2026 52 Week Low 65 76 100 87 93 75 schedule schedule schedule
05 May 2026 26 Week Low 73 76 100 87 93 81 schedule schedule schedule
05 May 2026 50 Day Low 56 76 100 87 93 69 schedule schedule schedule
04 May 2026 Williams %R (Weekly) 37 76 100 87 93 55 schedule schedule schedule
04 May 2026 Gap Down 39 76 100 87 93 57 schedule schedule schedule
12 March 2026 Mega Dump Lite 73 82 100 86 93 82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
06 March 2026 26 Week Low 74 78 100 87 93 82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
29 July 2025 Gap Up € 85.64 75 64 100 76 91 77 select_check_box schedule schedule schedule schedule
11 April 2025 Gap Up € 89.55 90 93 100 71 91 94 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
08 December 2022 Gap Up € 90.12 88 91 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 May 2022 Gap Up € 98.43 76 93 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
22 April 2022 Gap Up € 100.27 63 80 select_check_box select_check_box select_check_box select_check_box select_check_box
11 April 2022 Gap Up € 103.19 46 73 select_check_box select_check_box select_check_box select_check_box select_check_box
08 April 2022 Gap Up € 100.78 62 78 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Sanofi (exchange: XPAR symbol: SAN) was last updated 13 Aug 2026 04:38. Data for this stock is available from 01 Apr 2022 - 11 Aug 2026.