AGNC Investment Corp (AGNC) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to AGNC's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -6.60%.   Win rate: 62.50%.   Sharpe Ratio: -0.972.   Maximum drawdown: -55.23% on 26 October 2023.
Mean CAGR: 96.81%. Time in market: 2414 days.   Hypothetical return: $1000 would be worth $827.79 on 02 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 AGNC Investment Corp

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 8 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (62.50% * 8.79%) + (0% * 0%) - (37.50% * 32.24%) = -6.60%.
Wins: 5 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.

AGNC Investment Corp Analysis

Market sector: Financials.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
04 June 2026 Oversold Rebound 31 86 56 89 26 54 schedule schedule schedule
29 May 2026 Mega Dump Lite 46 81 56 89 26 66 schedule schedule schedule
18 May 2026 Double Seven 36 81 56 85 24 57 schedule schedule schedule
11 May 2026 Double Seven 43 86 54 86 22 65 schedule schedule schedule
27 April 2026 Mega Dump Lite 40 84 54 86 22 62 schedule schedule schedule
14 April 2026 Double Seven 38 79 56 85 22 59 schedule schedule schedule
07 April 2026 Double Seven 42 81 56 85 22 62 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
27 March 2026 26 Week Low 68 76 56 85 22 80 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
25 March 2026 Mega Dump Lite 46 80 56 85 22 65 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 March 2026 Gap Down 55 77 56 85 30 71 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
07 April 2025 52 Week Low $ 8.62 85 92 55 64 32 93 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
24 October 2023 52 Week Low $ 7.22 77 84 80 55 72 82 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
26 September 2022 52 Week Low $ 9.98 96 86 100 57 66 94 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
14 June 2022 52 Week Low $ 10.89 98 92 100 54 65 96 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_bolt disabled_by_default
07 April 2022 52 Week Low $ 12.56 74 82 100 58 75 80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 January 2022 52 Week Low $ 14.64 65 77 100 49 83 72 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 December 2021 52 Week Low $ 15.30 36 84 100 56 83 54 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
12 March 2020 52 Week Low $ 11.59 98 96 100 69 84 100 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 select_check_box electric_bolt
23 August 2019 52 Week Low $ 14.16 64 84 100 88 90 77 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 AGNC Investment Corp (exchange: XNAS symbol: AGNC) was last updated 13 Aug 2026 08:56. Data for this stock is available from 01 Apr 2016 - 12 Aug 2026.