USCF Midstream Energy Income (UMI) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to UMI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.78%.   Win rate: 100%.   Sharpe Ratio: 18.721.   Maximum drawdown: -8.43% on 06 July 2022.
Mean CAGR: 113.45%. Time in market: 356 days.   Hypothetical return: $1000 would be worth $1567.97 on 30 November 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 Midstream Energy

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 6 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 7.78%) + (0% * 0%) - (0% * 0%) = 7.78%.
Wins: 6 Breakevens: 0 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

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.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low 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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
10 October 2025   MEDIUM   smart_toy0.344  factory0.261   50 Day Low $ 49.46 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 July 2025   MEDIUM   smart_toy0.223  factory0.189   50 Day Low $ 49.16 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
10 March 2025   MEDIUM   smart_toy0.788  factory0.587   50 Day Low $ 48.96 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
03 October 2023   MEDIUM   smart_toy0.392  factory0.511   50 Day Low $ 34.20 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 March 2023   MEDIUM   smart_toy0.224  factory0.545   50 Day Low $ 32.61 select_check_box select_check_box select_check_box select_check_box select_check_box
26 September 2022   MEDIUM   smart_toy0.759  factory0.81   50 Day Low $ 30.44 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
15 June 2022   MEDIUM   smart_toy0.809  factory0.834   FIRE SALE 50 Day Low $ 33.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 December 2021   LOW   smart_toy0.885  factory0.376   50 Day Low $ 28.30 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 July 2021   LOW   smart_toy0.66  factory0.227   50 Day Low $ 27.42 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for USCF Midstream Energy Income (exchange: ARCX symbol: UMI) was last updated 30 May 2026 15:00. Data for this ETF is available from 24 Mar 2021 - 29 May 2026.