Capitol Federal Financial (CFFN) Daily/Weekly Backtest Results

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

Expectancy: -3.03%.   Win rate: 68.75%.   Sharpe Ratio: -1.157.   Maximum drawdown: -60.0% on 24 October 2023.
Mean CAGR: 100.99%. Time in market: 3896 days.   Hypothetical return: $1000 would be worth $529.53 on 26 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 Capitol Federal Financial

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 16 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (68.75% * 9.41%) + (6.25% * 0.23%) - (25.00% * 38.06%) = -3.03%.
Wins: 11 Breakevens: 1 Losses: 4

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.

Capitol Federal Financial 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.

 

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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
23 October 2023   40     52 Week Low $ 4.34 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
19 September 2023   40     52 Week Low $ 5.04 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
21 April 2023   40     52 Week Low $ 6.58 select_check_box select_check_box select_check_box select_check_box select_check_box
10 March 2023   10     52 Week Low $ 7.37 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 September 2022   15     52 Week Low $ 8.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 June 2022   15     52 Week Low $ 9.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
16 May 2022   15     52 Week Low $ 9.50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default
05 April 2022   15     52 Week Low $ 10.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 February 2022   45     52 Week Low $ 10.78 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 September 2020   15     52 Week Low $ 8.78 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
20 August 2020   15     52 Week Low $ 9.30 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
07 July 2020   15     52 Week Low $ 10.10 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
14 May 2020   15     52 Week Low $ 10.19 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
12 March 2020   90     mode_heat 52 Week Low $ 11.14 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
23 March 2018  bubble_chart   20     52 Week Low $ 10.72 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
05 February 2018  bubble_chart   15     52 Week Low $ 11.05 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box

 

The data for Capitol Federal Financial (exchange: XNAS symbol: CFFN) was last updated 27 Mar 2026 11:28. Data for this stock is available from 01 Apr 2016 - 26 Mar 2026.