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: -3.25%.   Win rate: 76.92%.   Sharpe Ratio: -0.693.   Maximum drawdown: -73.47% on 01 November 2024.
Mean CAGR: 154.53%. Time in market: 2565 days.   Hypothetical return: $1000 would be worth $228.65 on 23 September 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 03 August 2024 for a 7.5% profit target: (76.92% * 9.93%) + (0% * 0%) - (23.08% * 47.20%) = -3.25%.
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.

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
27 July 2026 Williams %R (Weekly) $ 10.16 58 21 84 97 45 50 schedule schedule schedule schedule schedule
29 April 2026 Williams %R (Weekly) $ 10.18 52 24 84 94 51 49 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 schedule
05 January 2026 Williams %R (Weekly) $ 11.44 68 25 84 94 63 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_boltelectric_bolt
15 October 2025  bubble_chart Williams %R (Weekly) $ 11.90 77 28 82 91 60 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
04 August 2025  bubble_chart Williams %R (Weekly) $ 13.10 59 17 83 91 49 46 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 June 2025  bubble_chart Williams %R (Weekly) $ 15.44 47 13 84 94 51 38 select_check_box schedule schedule schedule schedule
21 April 2025  bubble_chart Williams %R (Weekly) $ 16.31 83 54 85 88 53 79 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 schedule
31 October 2024 Williams %R (Weekly) $ 12.84 56 24 94 89 73 49 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 Williams %R (Weekly) $ 13.98 49 13 100 89 84 38 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
15 April 2024 Williams %R (Weekly) $ 14.28 75 34 100 81 84 64 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_boltelectric_bolt
13 March 2024 Williams %R (Weekly) $ 14.90 83 36 100 90 84 70 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_boltelectric_bolt
06 February 2024 Williams %R (Weekly) $ 18.64 53 19 100 74 82 44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 December 2023 Williams %R (Weekly) $ 18.34 71 16 100 69 81 49 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 Williams %R (Weekly) $ 25.52 55 45 100 87 95 59 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
02 May 2023 Williams %R (Weekly) $ 26.16 81 36 100 68 84 67 select_check_box electric_boltelectric_bolt 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_bolt
17 March 2023 Williams %R (Weekly) $ 31.54 91 68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 February 2023 Williams %R (Weekly) $ 33.76 73 27 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default
06 January 2023 Williams %R (Weekly) $ 47.50 86 76 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 December 2022 Williams %R (Weekly) $ 69.68 76 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 Williams %R (Weekly) $ 83.32 90 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
01 December 2021  bubble_chart Williams %R (Weekly) $ 56.62 62 37 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

 

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.