Backtest the return performance over the past 5 years of buying CL shares after the stock reach a recent Low and holding for 1 week.
9/16/2025 03:13pm
Below is an interactive module that summarises the back-test you requested.
(I interpreted “recent Low” as “lowest close in the past 20 trading days”, a common technical definition of a short-term low. “One week” was mapped to 5 trading days. The test window spans five calendar years – 2019-09-16 to 2024-09-16.)
```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": "20-day Low 5-day Hold Strategy",
"description": "Buy CL when its close hits the lowest level in the last 20 trading days, hold for 5 trading days."
},
"backtest_condition": {
"object": {
"display_name": "Object",
"type": "ticker",
"ticker": ["CL"]
},
"open_signal": {
"display_name": "Open Signal",
"type": "criteria",
"criteria": "Daily close equals 20-day rolling minimum"
},
"sell_signal": {
"display_name": "Close Signal",
"type": "criteria",
"criteria": "Exit after 5 trading days"
},
"risk_control": {
"display_name": "Risk Control",
"parameters": {
"max_holding_days": {
"display_name": "Hold Days",
"value": 5
}
}
}
},
"backtest_result": "https://cdn.ainvest.com/backtest/agent/session/784562/c9097ef7-3663-4e64-93df-520e856c20a6/ad1e471a-4352-4105-af10-9aacbd09291f/cl_20d_low_5d_hold_backtest.json"
}
]
}
}
```
Key numeric highlights (also visible inside the module):
• Total return (5 yrs): +5.44%
• Annualised return: 1.79%
• Max drawdown: 17.37%
• Sharpe ratio: 0.15
• Average trade: +0.14% (wins ≈ 2.6%, losses ≈ -2.0%)
Feel free to explore the interactive panel for trade-by-trade details, equity curve, and distribution charts.