Capitol Federal Financial (CFFN) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to CFFN's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
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 05 August 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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
09 June 2026 Double Seven 50 63 66 86 28 64 schedule schedule schedule
08 June 2026 Oversold Rebound 52 72 66 86 28 68 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
03 June 2026 Gap Down 37 85 66 86 28 59 schedule schedule schedule
02 June 2026 Oversold Rebound 41 81 66 86 28 62 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
14 May 2026 Double Seven 48 90 66 84 27 69 schedule schedule schedule
08 May 2026 Double Seven 48 84 66 84 27 68 schedule schedule schedule
29 April 2026 Gap Down 24 76 65 84 27 45 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 April 2026 Double Seven 53 80 66 84 28 70 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
16 March 2026 Mega Dump Lite 59 69 65 86 34 72 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
03 March 2026 Double Seven 33 63 64 87 38 50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_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%
23 October 2023 52 Week Low $ 4.34 77 83 93 64 82 83 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 52 Week Low $ 5.04 80 86 93 65 83 85 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 52 Week Low $ 6.58 58 67 100 74 90 67 select_check_box select_check_box select_check_box select_check_box select_check_box
10 March 2023 52 Week Low $ 7.37 86 71 100 75 82 86 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 September 2022 52 Week Low $ 8.84 98 86 100 61 66 96 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 June 2022 52 Week Low $ 9.22 96 90 100 62 69 96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
16 May 2022 52 Week Low $ 9.50 96 92 100 57 73 96 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 52 Week Low $ 10.74 50 65 100 51 70 59 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 February 2022 52 Week Low $ 10.78 64 79 100 56 78 73 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 September 2020 52 Week Low $ 8.78 66 90 100 47 85 75 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 52 Week Low $ 9.30 43 81 100 48 84 58 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 52 Week Low $ 10.10 62 79 100 52 84 71 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 52 Week Low $ 10.19 94 77 100 48 87 88 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 52 Week Low $ 11.14 98 96 100 49 82 96 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 52 Week Low $ 10.72 60 73 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 52 Week Low $ 11.05 47 75 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 13 Aug 2026 08:56. Data for this stock is available from 01 Apr 2016 - 12 Aug 2026.