Swing Trading Trailing Stop Backtester Tool

Use this interactive tool to backtest BTFDBot's oversold strategies for different years and stock types. There is also a monthly backtester for longer term trend following strategies.

The year selector selects the year the trades were entered. Losses will not be realised until two calendar years after the buy date. This normally results in most of the significant losses being booked in years where the market boomed (e.g. 2021) rather than major bear market years (e.g. 2022).


Win rate: 63.89%
Average profit per trade: 13.07%.
Number of trades: 72

Expectancy calculations:
(Win% x Avg Win) + (Breakeven% x Avg Breakeven) – (Loss% x Avg Loss): (63.89% x 26.44%) – (36.11% x 10.59%) = 13.07%.
Be aware there are 2 trade(s) in progress.

All Trades

Table Key: electric_bolt : high CAGR trade schedule : open trade

No. Stock Signal Signal Date Buy Price CAGR Profit / Loss Running Total
1 Johnson & Johnson open_in_new Rate of Change 01 February 2023 $ 163.96 13.94% electric_bolt schedule 48.89% 48.89%
2 Morningstar open_in_new bubble_chart Rate of Change 02 March 2023 $ 206.49 25.93% 
electric_boltelectric_bolt
 53.64% 102.54%
3 Commerce Bancshares open_in_new Rate of Change 16 March 2023 $ 59.66 -79.17% -20.71% 81.82%
4 Hormel Foods open_in_new Rate of Change 16 March 2023 $ 39.30 -32.00% -20.83% 61.00%
5 First Financial Bankshares open_in_new bubble_chart Rate of Change 20 March 2023 $ 31.43 -35.82% -20.62% 40.38%
6 Gorman-Rupp Company open_in_new bubble_chart Rate of Change 20 March 2023 $ 23.98 34.71% 
electric_boltelectric_bolt
 38.84% 79.22%
7 Charles Schwab open_in_new Rate of Change 20 March 2023 $ 57.34 -2.39% -1.03% 78.20%
8 American International Group open_in_new Rate of Change 21 March 2023 $ 50.80 26.83% 
electric_boltelectric_bolt
 38.76% 116.96%
9 Globe Life open_in_new bubble_chart Rate of Change 21 March 2023 $ 110.00 -0.65% -0.68% 116.28%
10 Metlife open_in_new Rate of Change 21 March 2023 $ 58.54 -69.21% -15.45% 100.83%
11 Cullen Frost Bankers open_in_new Rate of Change 27 March 2023 $ 103.07 -12.92% -5.20% 95.62%
12 Cal-Maine Foods open_in_new bubble_chart Rate of Change 04 May 2023 $ 47.13 53.84% 
electric_boltelectric_boltelectric_bolt
 115.59% 211.22%
13 Keurig Dr Pepper open_in_new Rate of Change 04 May 2023 $ 31.95 -0.79% -1.21% 210.01%
14 Crown Castle open_in_new bubble_chart Rate of Change 05 May 2023 $ 111.68 -43.55% -20.07% 189.94%
15 Tompkins Financial open_in_new Rate of Change 05 May 2023 $ 54.58 -15.98% -5.16% 184.78%
16 Tootsie Roll Industries open_in_new bubble_chart Rate of Change 05 May 2023 $ 38.03 -47.03% -20.39% 164.39%
17 Commerce Bancshares open_in_new Rate of Change 09 May 2023 $ 47.30 19.99% electric_bolt 34.18% 198.57%
18 Genpact open_in_new Rate of Change 16 May 2023 $ 36.21 -24.66% -12.76% 185.81%
19 Metlife open_in_new Rate of Change 17 May 2023 $ 49.40 29.11% 
electric_boltelectric_bolt
 59.05% 244.86%
20 Flowers Foods open_in_new bubble_chart Rate of Change 05 June 2023 $ 24.50 -13.66% -20.94% 223.92%
21 Target Corp open_in_new Rate of Change 06 June 2023 $ 128.02 11.30% electric_bolt 10.85% 234.76%
22 Autozone open_in_new bubble_chart Rate of Change 08 June 2023 $ 2332.52 20.59% electric_bolt 19.61% 254.37%
23 Kenvue open_in_new Rate of Change 09 June 2023 $ 25.08 -50.15% -15.93% 238.44%
24 Campbell Soup Company open_in_new bubble_chart Rate of Change 12 June 2023 $ 45.22 -3.70% -5.43% 233.00%
25 Humana open_in_new Rate of Change 28 June 2023 $ 442.15 -3.05% -1.66% 231.34%
26 Masimo open_in_new Rate of Change 25 July 2023 $ 114.09 -58.01% -11.00% 220.35%
27 RTX Corp open_in_new bubble_chart Rate of Change 28 July 2023 $ 86.42 18.73% electric_bolt 33.79% 254.14%
28 Resmed open_in_new bubble_chart Rate of Change 14 August 2023 $ 179.37 -89.82% -20.67% 233.46%
29 NNN REIT open_in_new Rate of Change 17 August 2023 $ 38.05 7.53% 9.30% 242.77%
30 Doximity open_in_new Rate of Change 21 August 2023 $ 22.70 49.44% 
electric_boltelectric_bolt
 19.52% 262.29%
31 ABM Industries open_in_new bubble_chart Rate of Change 13 September 2023 $ 39.72 5.70% 2.23% 264.51%
32 RTX Corp open_in_new bubble_chart Rate of Change 15 September 2023 $ 75.45 31.43% 
electric_boltelectric_bolt
 53.24% 317.76%
33 J.M. Smucker open_in_new bubble_chart Rate of Change 25 September 2023 $ 125.09 -12.04% -15.23% 302.53%
34 Kenvue open_in_new Rate of Change 26 September 2023 $ 20.62 -1.59% -2.17% 300.36%
35 HP open_in_new Rate of Change 29 September 2023 $ 25.72 32.38% 
electric_boltelectric_bolt
 27.00% 327.36%
36 Clorox Company open_in_new Rate of Change 02 October 2023 $ 129.88 2.89% 1.84% 329.21%
37 Brown-Forman open_in_new Rate of Change 03 October 2023 $ 57.46 -25.94% -15.52% 313.69%
38 Atmos Energy open_in_new bubble_chart Rate of Change 05 October 2023 $ 106.15 24.65% electric_bolt schedule 68.66% 382.34%
39 3M Company open_in_new Rate of Change 05 October 2023 $ 85.86 19.46% electric_bolt 6.54% 388.88%
40 Realty Income open_in_new Rate of Change 05 October 2023 $ 49.29 9.94% 11.90% 400.79%
41 Workday open_in_new Rate of Change 06 October 2023 $ 208.08 86.36% 
electric_boltelectric_boltelectric_bolt
 29.15% 429.94%
42 York Water Company open_in_new Rate of Change 06 October 2023 $ 37.26 -5.00% -5.33% 424.61%
43 Black Hills open_in_new bubble_chart Rate of Change 06 October 2023 $ 47.50 13.37% electric_bolt 17.18% 441.79%
44 Consolidated Edison open_in_new bubble_chart Rate of Change 06 October 2023 $ 84.06 7.76% 9.34% 451.12%
45 Essential Utilities open_in_new Rate of Change 06 October 2023 $ 32.80 5.29% 6.69% 457.82%
46 American Water Works open_in_new bubble_chart Rate of Change 09 October 2023 $ 119.06 5.09% 6.09% 463.91%
47 Eversource Energy open_in_new Rate of Change 09 October 2023 $ 56.52 -19.22% -5.90% 458.01%
48 NNN REIT open_in_new Rate of Change 09 October 2023 $ 34.33 20.48% electric_bolt 22.21% 480.22%
49 Prologis open_in_new Rate of Change 09 October 2023 $ 107.20 0.70% 0.37% 480.59%
50 PepsiCo open_in_new Rate of Change 10 October 2023 $ 162.47 -5.29% -6.27% 474.32%
51 Berkshire Hathaway open_in_new Rate of Change 10 October 2023 $ 347.78 17.12% electric_bolt 33.30% 507.61%
52 Dominion Energy open_in_new bubble_chart Rate of Change 10 October 2023 $ 41.26 15.50% electric_bolt 24.01% 531.62%
53 Coca-Cola Company open_in_new Rate of Change 10 October 2023 $ 53.23 15.09% electric_bolt 16.69% 548.32%
54 McDonalds open_in_new Rate of Change 10 October 2023 $ 248.71 1.68% 1.07% 549.39%
55 NextEra Energy open_in_new Rate of Change 10 October 2023 $ 49.76 45.44% 
electric_boltelectric_bolt
 49.53% 598.92%
56 Stepan Company open_in_new Rate of Change 10 October 2023 $ 68.27 43.42% 
electric_boltelectric_bolt
 20.53% 619.45%
57 Sysco Corp open_in_new Rate of Change 10 October 2023 $ 63.98 13.71% electric_bolt 9.82% 629.26%
58 Church & Dwight open_in_new bubble_chart Rate of Change 11 October 2023 $ 87.61 3.68% 5.79% 635.05%
59 Chesapeake Utilities open_in_new Rate of Change 11 October 2023 $ 92.82 15.85% electric_bolt 26.39% 661.44%
60 McCormick & Co. open_in_new Rate of Change 16 October 2023 $ 61.40 14.51% electric_bolt 18.23% 679.66%
61 Mondelez International open_in_new Rate of Change 17 October 2023 $ 62.63 6.66% 4.66% 684.32%
62 Keurig Dr Pepper open_in_new Rate of Change 17 October 2023 $ 28.41 14.04% electric_bolt 14.82% 699.14%
63 Hormel Foods open_in_new Rate of Change 18 October 2023 $ 32.17 -7.67% -5.05% 694.09%
64 John Wiley & Sons open_in_new Rate of Change 19 October 2023 $ 30.42 44.58% 
electric_boltelectric_bolt
 51.76% 745.85%
65 Genuine Parts Company open_in_new bubble_chart Rate of Change 26 October 2023 $ 127.88 9.54% 6.41% 752.26%
66 Thermo Fisher Scientific open_in_new Rate of Change 31 October 2023 $ 440.04 20.96% electric_bolt 21.91% 774.17%
67 T. Rowe Price Group open_in_new Rate of Change 01 November 2023 $ 90.98 18.42% electric_bolt 13.75% 787.92%
68 ADP open_in_new Rate of Change 02 November 2023 $ 212.57 16.53% electric_bolt 34.55% 822.47%
69 Chevron open_in_new bubble_chart Rate of Change 02 November 2023 $ 143.58 -0.07% -0.06% 822.41%
70 KBR open_in_new bubble_chart Rate of Change 08 November 2023 $ 51.46 14.79% electric_bolt 15.14% 837.55%
71 Unum Group open_in_new bubble_chart Rate of Change 09 November 2023 $ 43.38 45.57% 
electric_boltelectric_bolt
 69.33% 906.88%
72 Arthur J. Gallagher open_in_new Rate of Change 26 December 2023 $ 222.22 20.27% electric_bolt 34.16% 941.03%

 

Swing Trading Backtest Simulation Results

The Capital Allocation and Equity Curve charts above show the hypothetical results from swing trading the specific stocks in the specific year.

The backtester uses $10,000 starting capital and invests $1000 into each stock [it assumes all stocks are listed in $]. If no funds are available then it does not buy stocks until there is capital available. Note that this backtester does not buy all of the trades listed in the table above. It may not have sufficient funds to buy each signal.

The results are highly dependent on two factors: the time each swing trade takes to complete and the number of buy signals. If there are no buy signals then the backtester will accumulate cash.

This Gantt chart shows an overview of when trades were entered and exited ( square : profit square : breakeven square : loss ).

 

Strategy summary: buy stocks at Rate of Change buy signal and sell if it reaches the specified percentage profit target. If it doesn't reach the profit target after 365 days then adjust the profit target to the buy price. Wait for another 365 days for the stock to reach this new breakeven target. If it doesn't reach the breakeven target then sell at whatever price the stock is at. This strategy does not use stop losses. Full details of the trading strategy are here.

Some trades will have significantly exceeded their designated profit target due to gaps up at the market open. This can be a significantly higher price due to takeover bids or periods of extreme market volatility (e.g. during March 2020 or April 2025).

The current and previous year(s) may have trades in progress. These are excluded from expectancy calculations.

CAGR (Compound Annual Growth Rate) is the percentage return a trade makes on an annualised basis.