AGNC Investment Corp (AGNC) Daily/Weekly Backtest Results
*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 21 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (61.90% * 8.33%) + (14.29% * 0.45%) - (23.81% * 36.75%) = -3.53%.
Wins: 13 Breakevens: 3 Losses: 5
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.
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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= 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% | |||
| 06 March 2026 MEDIUM smart_toy0.879 factory0.549 | 50 Day Low | $ 10.72 | |||||
| 31 March 2025 MEDIUM smart_toy0.941 factory0.788 FIRE SALE | 50 Day Low | $ 9.46 | |||||
| 19 December 2024 MEDIUM smart_toy0.661 factory0.708 | 50 Day Low | $ 9.32 | |||||
| 23 October 2024 MEDIUM smart_toy0.884 factory0.611 | 50 Day Low | $ 9.96 | |||||
| 15 April 2024 MEDIUM smart_toy0.716 factory0.465 | 50 Day Low | $ 9.22 | |||||
| 03 October 2023 MEDIUM smart_toy0.923 factory0.849 | 50 Day Low | $ 8.70 | |||||
| 18 August 2023 MEDIUM smart_toy0.773 factory0.735 | 50 Day Low | $ 8.93 | |||||
| 01 May 2023 MEDIUM smart_toy0.821 factory0.617 | 50 Day Low | $ 8.66 | |||||
| 10 March 2023 MEDIUM smart_toy0.532 factory0.69 | 50 Day Low | $ 10.20 | |||||
| 16 September 2022 MEDIUM smart_toy0.697 factory0.863 | 50 Day Low | $ 11.18 | |||||
| 14 June 2022 MEDIUM smart_toy0.95 factory0.948 FIRE SALE | 50 Day Low | $ 10.89 | |||||
| 07 April 2022 MEDIUM smart_toy0.967 factory0.528 FIRE SALE | 50 Day Low | $ 12.56 | |||||
| 24 January 2022 MEDIUM smart_toy0.794 factory0.586 | 50 Day Low | $ 14.64 | |||||
| 30 November 2021 MEDIUM smart_toy0.533 factory0.706 | 50 Day Low | $ 15.52 | |||||
| 03 August 2021 MEDIUM smart_toy0.639 factory0.543 | 50 Day Low | $ 15.88 | |||||
| 18 June 2021 MEDIUM smart_toy0.898 factory0.656 | 50 Day Low | $ 16.79 | |||||
| 09 March 2020 HIGH smart_toy0.99 factory0.895 FIRE SALE | 50 Day Low | $ 15.17 | |||||
| 15 August 2019 MEDIUM smart_toy0.802 factory0.864 | 50 Day Low | $ 14.53 | |||||
| 20 May 2019 MEDIUM smart_toy0.623 factory0.829 | 50 Day Low | $ 15.00 | |||||
| 15 November 2018 MEDIUM smart_toy0.854 factory0.882 FIRE SALE | 50 Day Low | $ 14.24 | |||||
| 04 October 2018 MEDIUM smart_toy0.657 factory0.651 | 50 Day Low | $ 14.92 | |||||
| 29 January 2018 MEDIUM smart_toy0.723 factory0.577 | 50 Day Low | $ 14.45 | |||||
| 27 October 2017 MEDIUM smart_toy0.837 factory0.555 | 50 Day Low | $ 15.00 | |||||
| 01 December 2016 LOW smart_toy0.974 factory0.664 | 50 Day Low | $ 12.24 | |||||
| 05 October 2016 LOW smart_toy0.712 factory0.757 | 50 Day Low | $ 12.40 | |||||
The data for AGNC Investment Corp (exchange: XNAS symbol: AGNC) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Apr 2016 - 29 May 2026.