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: -7.77%.   Win rate: 66.67%.   Sharpe Ratio: -1.372.   Maximum drawdown: -63.44% on 24 October 2023.
Mean CAGR: 71.53%. Time in market: 4647 days.   Hypothetical return: $1000 would be worth $676.25 on 22 July 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 15 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (66.67% * 8.79%) + (0% * 0%) - (33.33% * 40.89%) = -7.77%.
Wins: 10 Breakevens: 0 Losses: 5

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.

 

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 Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
29 April 2026   LOW   smart_toy0.605   Gap Down $ 7.70 schedule schedule schedule schedule schedule
21 May 2025   MEDIUM   smart_toy0.831   Gap Down $ 5.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
25 April 2024   MEDIUM   smart_toy0.663   Gap Down $ 4.99 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
18 March 2024   MEDIUM   smart_toy0.549   Gap Down $ 5.70 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 February 2024   MEDIUM   smart_toy0.813   Gap Down $ 5.88 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
13 October 2023   MEDIUM   smart_toy0.827   FIRE SALE Gap Down $ 4.58 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
01 May 2023   MEDIUM   smart_toy0.88   Gap Down $ 5.75 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
09 March 2023   MEDIUM   smart_toy0.449   Gap Down $ 7.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 September 2022   MEDIUM   smart_toy0.991   Gap Down $ 8.66 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 June 2022   MEDIUM   smart_toy0.935   Gap Down $ 9.52 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 January 2022   MEDIUM   smart_toy0.786   Gap Down $ 11.44 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021   MEDIUM   smart_toy0.452   Gap Down $ 11.79 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 September 2020   MEDIUM   smart_toy0.71   Gap Down $ 9.46 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
30 July 2020   MEDIUM   smart_toy0.545   Gap Down $ 9.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
19 May 2020   MEDIUM   smart_toy0.911   Gap Down $ 10.95 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_bolt
13 April 2020   MEDIUM   smart_toy0.967   Gap Down $ 11.56 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
04 December 2018   MEDIUM   smart_toy0.706   Gap Down $ 12.58 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Capitol Federal Financial (exchange: XNAS symbol: CFFN) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Apr 2016 - 15 May 2026.