Eli Lilly & Co.

Description

Eli Lilly & Co. engages in the discovery, development, manufacture, and sale of pharmaceutical products. The firm’s products consist of diabetes, oncology, immunology, neuroscience, and other products and therapies. The company was founded by Eli Lilly in May 1876 and is headquartered in Indianapolis, IN.

Basic info

• Exchange: NYSE
• Index: S&P 500
• Sector: Healthcare

Context

filter = perf all time > 0% + perf 10 years > 100% + perf 5 years > 50% and perf yearly > 10% 

Detail

trend = price above 200 daily MA + price above 200 weekly MA

Control

Turtle strategy example

entry = breakout 20 daily high
exit = breakout 10 daily low

Backtest

Turtle strategy

• Profit: 325%
• Max drawdown: 22%
• Initial capital: 10 000 USD
• Count trades: 47
• Risk per trade: 5%
• Interval: 10 years (1.1.2014 - 7.9.2024)