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

Buy indicator:                  
              [ What are these indicators? | Switch to UNG's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: -1.38%.   Win rate: 85.71%.   Sharpe Ratio: -0.276.   Maximum drawdown: -73.90% on 01 November 2024.
Mean CAGR: 145.21%. Time in market: 1048 days.   Hypothetical return: $1000 would be worth $467.51 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 7 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (85.71% * 9.15%) + (0% * 0%) - (14.29% * 64.61%) = -1.38%.
Wins: 6 Breakevens: 0 Losses: 1

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.

 

52 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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%
29 April 2026   MEDIUM     smart_toy0.207 52 Week Low $ 10.18 schedule schedule schedule schedule schedule
05 January 2026   LOW     smart_toy0.431 52 Week 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   MEDIUM     smart_toy0.644 52 Week 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
12 August 2025   MEDIUM     smart_toy0.604 52 Week Low $ 12.46 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
31 October 2024   MEDIUM     smart_toy0.243 52 Week 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
17 July 2024   MEDIUM     smart_toy0.825 52 Week Low $ 13.98 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 March 2024   MEDIUM     smart_toy0.736 52 Week 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   MEDIUM     smart_toy0.594 52 Week Low $ 17.74 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 November 2023   MEDIUM     smart_toy0.269 52 Week Low $ 23.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
03 May 2023   MEDIUM     smart_toy0.995 52 Week 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   MEDIUM     smart_toy0.983 52 Week 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   LOW     smart_toy0.992 52 Week 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
05 January 2023   LOW     smart_toy0.989 52 Week Low $ 48.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for United States Natural Gas Fund (exchange: ARCX symbol: UNG) was last updated 30 Apr 2026 07:01. Data for this ETF is available from 04 Jan 2021 - 29 Apr 2026.