United States Natural Gas Fund (UNG) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to UNG's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -7.20%.   Win rate: 76.92%.   Sharpe Ratio: -0.658.   Maximum drawdown: -86.27% on 05 August 2024.
Mean CAGR: 170.8%. Time in market: 2530 days.   Hypothetical return: $1000 would be worth $56.33 on 20 May 2024.
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 US Natural Gas

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 13 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (76.92% * 9.84%) + (0% * 0%) - (23.08% * 64.01%) = -7.20%.
Wins: 10 Breakevens: 0 Losses: 3

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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
08 April 2026   smart_toyLOW (47)     50 Day Low $ 11.09 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
05 January 2026   smart_toyLOW (65)     50 Day Low $ 11.44 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_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
16 October 2025  bubble_chart   smart_toyLOW (77)     50 Day Low $ 11.70 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_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
04 August 2025  bubble_chart   smart_toyLOW (48)     50 Day Low $ 13.10 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
01 July 2025  bubble_chart   smart_toyLOW (40)     50 Day Low $ 15.03 select_check_box electric_boltelectric_bolt select_check_box select_check_box schedule schedule
17 April 2025  bubble_chart   smart_toyLOW (78)     sirenFIRE SALE 50 Day Low $ 17.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
31 October 2024   smart_toyLOW (43)     50 Day Low $ 12.84 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
16 July 2024   smart_toyLOW (30)     50 Day Low $ 14.63 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
27 March 2024   smart_toyLOW (70)     50 Day Low $ 14.40 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_boltelectric_bolt select_check_box electric_boltelectric_bolt
08 February 2024   smart_toyLOW (67)     50 Day Low $ 17.74 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 December 2023   smart_toyLOW (61)     50 Day Low $ 18.34 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_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
09 November 2023   smart_toyLOW (52)     50 Day Low $ 25.52 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
05 September 2023   smart_toyLOW (37)     50 Day Low $ 26.62 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
03 May 2023   smart_toyLOW (75)     50 Day Low $ 25.20 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_boltelectric_bolt select_check_box electric_boltelectric_bolt
23 March 2023   smart_toyMEDIUM (86)     50 Day Low $ 29.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
17 February 2023   smart_toyLOW (67)     50 Day Low $ 31.24 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_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
06 January 2023   smart_toyMEDIUM (89)     50 Day Low $ 47.50 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 December 2022   smart_toyLOW (78)     50 Day Low $ 69.68 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_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
27 September 2022  bubble_chart   smart_toyHIGH (90)     50 Day Low $ 93.96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 June 2022  bubble_chart   smart_toyMEDIUM (83)     50 Day Low $ 88.54 select_check_box electric_boltelectric_bolt 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_boltelectric_bolt
22 November 2021  bubble_chart   smart_toyLOW (64)     50 Day Low $ 63.10 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_boltelectric_bolt select_check_box electric_bolt

 

The data for United States Natural Gas Fund (exchange: ARCX symbol: UNG) was last updated 16 Jul 2026 03:30. Data for this ETF is available from 04 Jan 2021 - 15 Jul 2026.