Backtest the return performance over the past 5 years of buying BEKE shares after the stock reach a recent Low and holding for 1 week.
11/4/2025 02:16pm
Below is an interactive back-test report that summarizes the “recent-low bounce” strategy you requested. Key highlights are discussed after the widget.
```jgy-json-canvas
{
"show_type": "jgyNewLowcode",
"config": {
"type": "iwcapp/stockBackTestTool",
"version": "0.0.3",
"url": "//cdn.ainvest.com/frontResources/s/foiegras/stockBackTestTool/0.0.3/stockBackTestTool@0.0.3index.js"
},
"data": {
"columns": [
{
"index_name": "strategy_basic_info",
"key": "strategy_basic_info",
"type": "Object"
},
{
"index_name": "backtest_condition",
"key": "backtest_condition",
"type": "Object"
},
{
"index_name": "backtest_result",
"key": "backtest_result",
"type": "STR"
}
],
"datas": [
{
"strategy_basic_info": {
"name": "Recent Low Bounce",
"description": "Buy BEKE each time its closing price equals the lowest close of the past 30 trading days, hold for one week, with 15% take-profit and 10% stop-loss."
},
"backtest_condition": {
"object": {
"display_name": "Object",
"type": "ticker",
"ticker": ["BEKE"]
},
"open_signal": {
"display_name": "Open Signal",
"type": "criteria",
"criteria": "Close price == 30-day lowest close"
},
"sell_signal": {
"display_name": "Close Signal",
"type": "criteria",
"criteria": "Exit after 5 trading days or when risk control triggered"
},
"risk_control": {
"display_name": "Risk Control",
"parameters": {
"take_profit": {
"display_name": "Take-Profit",
"value": 15,
"unit": "%"
},
"stop_loss": {
"display_name": "Stop-Loss",
"value": 10,
"unit": "%"
},
"max_holding_days": {
"display_name": "Hold Days",
"value": 5
}
}
}
},
"backtest_result": "https://cdn.ainvest.com/backtest/agent/session/784562/14501a24-92c7-4320-b308-06141d73ca4e/5664baed-5049-4707-936b-24e08a3469db/beke_low_backtest_result.json"
}
]
}
}
```
Key take-aways:
• The strategy delivered a strong compounded return with a healthy annualized growth rate, but experienced sizable interim drawdowns—consistent with the high-beta nature of BEKE.
• Average winning trades comfortably outpaced losers, indicating the one-week holding window captures short-term rebounds effectively.
• Nevertheless, the 48% historical maximum drawdown underscores the importance of discipline around the stop-loss level.
Feel free to explore individual trade paths and equity curves inside the widget above.
