AGNC Investment Corp (AGNC) Daily/Weekly Backtest Results

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

Expectancy: 5.25%.   Win rate: 75.00%.   Sharpe Ratio: 0.575.   Maximum drawdown: 24.21% on 03 April 2020.
Mean CAGR: 105.47%. Time in market: 597 days.   Hypothetical return: $1000 would be worth $1224.49 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 4 signal(s) occurring before 13 March 2024 for a 5% profit target: (75.00% * 6.97%) + (25.00% * 0.08%) - (0% * 0%) = 5.25%.
Wins: 3 Breakevens: 1 Losses: 0

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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
20 March 2026   30 $ 10.02 schedule schedule schedule schedule schedule
30 January 2026   10 $ 11.62 schedule schedule schedule schedule schedule
21 May 2025   10 $ 8.98 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
04 April 2025   10 $ 9.10 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
10 April 2024   15 $ 9.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 October 2023   40 $ 7.22 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 June 2022  bubble_chart   30 $ 11.38 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
30 March 2020  bubble_chart   10 $ 11.93 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
26 October 2017  bubble_chart   10 $ 15.31 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for AGNC Investment Corp (exchange: XNAS symbol: AGNC) was last updated 22 Mar 2026 09:45. Data for this stock is available from 01 Apr 2016 - 20 Mar 2026.