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

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to UNG's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: -5.82%. Win rate: 79.31%. Sharpe Ratio: -1.087. Maximum drawdown: -86.51% on 05 August 2024.
Mean CAGR: 147.85%. Time in market: 5450 days. Hypothetical return: $1000 would be worth $81.31 on 30 December 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 29 signal(s) occurring before 03 August 2024 for a 7.5% profit target: (79.31% * 10.70%) + (0% * 0%) - (20.69% * 69.12%) = -5.82%.
Wins: 23 Breakevens: 0 Losses: 6

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.

Super Oversold Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Super Oversold 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%.

Date	Buy Signal	Price	Scores						Performance (mouseover for details)
			Signal	Sector	WR	Speed	Risk	Overall	5%	6%	7.5%	10%	20%
28 July 2026	Super Oversold (52)	$ 9.92	52	12	84	97	45	40	schedule	schedule	schedule	schedule	schedule
14 January 2026	Super Oversold (26)	$ 10.40	84	35	84	95	64	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
09 January 2026	Super Oversold (26)	$ 10.72	79	29	84	94	63	64	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 December 2025	Super Oversold (GD)	$ 12.06	75	21	83	93	61	57	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
22 August 2025 bubble_chart	Super Oversold (26)	$ 12.04	60	15	82	91	49	46	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
12 August 2025 bubble_chart	Super Oversold (CB)	$ 12.46	67	18	82	91	49	51	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
23 July 2025 bubble_chart	Super Oversold (26)	$ 13.85	53	16	84	91	49	44	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	schedule
16 April 2025 bubble_chart	Super Oversold (CB)	$ 17.02	75	61	84	90	54	78	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
05 August 2024	Super Oversold (26)	$ 12.90	87	28	100	85	84	66	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
10 July 2024	Super Oversold (CB)	$ 15.58	52	10	100	87	84	37	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
26 April 2024	Super Oversold (52)	$ 14.10	77	35	100	81	84	65	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
13 February 2024	Super Oversold (26)	$ 15.57	78	37	100	74	82	67	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
12 February 2024	Super Oversold (GD)	$ 16.62	79	30	100	74	82	63	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
22 January 2024	Super Oversold (GD)	$ 19.68	78	22	100	71	81	57	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
12 December 2023	Super Oversold (52)	$ 18.34	84	16	100	69	81	54	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
11 December 2023	Super Oversold (52)	$ 18.80	84	16	100	69	81	54	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	select_check_box electric_boltelectric_boltelectric_bolt
01 December 2023	Super Oversold (26)	$ 21.80	84	34	100	69	81	67	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
27 November 2023	Super Oversold (52)	$ 23.10	79	29	100	69	81	62	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
04 May 2023	Super Oversold (52)	$ 24.78	66	37	100	68	84	60	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
30 March 2023	Super Oversold (26)	$ 26.86	91	56					select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default
28 March 2023	Super Oversold (GD)	$ 27.50	91	64					select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default
27 March 2023	Super Oversold (26)	$ 28.46	92	62					select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default
27 March 2023	Super Oversold (CB)	$ 28.46	92	62					select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default
26 January 2023	Super Oversold (52)	$ 37.86	93	51					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
18 January 2023	Super Oversold (26)	$ 42.90	96	50					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
06 January 2023	Super Oversold (GD)	$ 47.50	96	76					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
23 December 2022	Super Oversold (26)	$ 62.52	83	80					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
19 December 2022	Super Oversold (MD)	$ 73.14	85	66					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
06 December 2022	Super Oversold (26)	$ 66.48	91	54					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 December 2022	Super Oversold (MD)	$ 69.68	90	62					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
17 October 2022 bubble_chart	Super Oversold (MD)	$ 83.32	96	85					select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default
03 October 2022 bubble_chart	Super Oversold (GD)	$ 89.46	96	86					select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	disabled_by_default	disabled_by_default
23 September 2022 bubble_chart	Super Oversold (MD)	$ 95.64	86	74					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
01 July 2022 bubble_chart	Super Oversold (GD)	$ 78.36	98	71					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
30 June 2022 bubble_chart	Super Oversold (MD)	$ 82.38	98	66					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
23 June 2022 bubble_chart	Super Oversold (GD)	$ 88.54	89	76					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
30 November 2021 bubble_chart	Super Oversold (MD)	$ 59.74	58	31					select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt
30 November 2021 bubble_chart	Super Oversold (GD)	$ 59.74	58	31					select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt

The data for United States Natural Gas Fund (exchange: ARCX symbol: UNG) was last updated 13 Aug 2026 07:17. Data for this ETF is available from 04 Jan 2021 - 10 Aug 2026.