Fidus Investment Corp (FDUS) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to FDUS's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.47%.   Win rate: 76.19%.   Sharpe Ratio: -3.316.   Maximum drawdown: -62.33% on 03 April 2020.
Mean CAGR: 77.49%. Time in market: 3339 days.   Hypothetical return: $1000 would be worth $2309.44 on 25 November 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 Fidus Investment

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 29 July 2024 for a 7.5% profit target: (76.19% * 8.76%) + (23.81% * 3.37%) - (0% * 0%) = 7.47%.
Wins: 16 Breakevens: 5 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.

Fidus Investment 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%
07 July 2026  bubble_chart Gap Down 56 74 100 79 71 69 schedule schedule schedule
24 June 2026  bubble_chart Oversold Rebound 46 38 100 79 71 51 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
11 May 2026  bubble_chart Gap Up 35 86 100 77 71 56 select_check_box electric_bolt select_check_box electric_bolt schedule
06 May 2026  bubble_chart Gap Down 35 79 100 77 71 54 schedule schedule schedule
27 March 2026  bubble_chart Super Oversold (26) 69 76 100 76 71 77 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
26 March 2026  bubble_chart 26 Week Low 64 80 100 76 71 75 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
26 March 2026  bubble_chart 50 Day Low 66 80 100 76 71 77 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 March 2026  bubble_chart Williams %R (Weekly) 63 77 100 76 73 74 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 March 2026  bubble_chart Super Oversold (26) 72 77 100 76 73 80 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 March 2026  bubble_chart Super Oversold (26) 67 77 100 76 75 76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

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:   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%
26 March 2026  bubble_chart 50 Day Low $ 17.34 66 80 100 76 71 77 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
17 February 2026  bubble_chart 50 Day Low $ 18.69 44 38 100 78 77 49 select_check_box electric_bolt select_check_box select_check_box schedule schedule
22 December 2025  bubble_chart 50 Day Low $ 18.81 58 67 100 78 80 68 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box schedule schedule
18 November 2025  bubble_chart 50 Day Low $ 19.23 64 60 100 81 82 70 select_check_box select_check_box schedule schedule schedule
23 September 2025  bubble_chart 50 Day Low $ 20.36 42 76 100 64 74 58 schedule schedule schedule schedule schedule
20 March 2025  bubble_chart 50 Day Low $ 20.48 47 55 100 64 79 56 select_check_box select_check_box schedule schedule schedule
04 November 2024  bubble_chart 50 Day Low $ 19.32 48 77 100 47 79 61 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
05 August 2024  bubble_chart 50 Day Low $ 18.88 78 76 100 40 80 78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 June 2024  bubble_chart 50 Day Low $ 19.40 54 79 100 52 80 66 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
01 February 2024  bubble_chart 50 Day Low $ 19.46 34 69 100 43 84 48 select_check_box select_check_box select_check_box select_check_box select_check_box
19 October 2023  bubble_chart 50 Day Low $ 18.18 50 91 100 56 84 66 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
06 September 2023  bubble_chart 50 Day Low $ 19.06 46 88 100 59 87 63 select_check_box select_check_box select_check_box select_check_box select_check_box
01 May 2023  bubble_chart 50 Day Low $ 16.68 58 68 100 66 88 67 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
22 March 2023  bubble_chart 50 Day Low $ 18.84 80 79 100 70 80 84 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 September 2022  bubble_chart 50 Day Low $ 17.37 87 92 100 57 63 92 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 electric_bolt
23 May 2022  bubble_chart 50 Day Low $ 18.98 85 95 100 56 68 90 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
08 December 2021  bubble_chart 50 Day Low $ 17.42 75 82 100 57 81 81 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 April 2020 50 Day Low $ 5.38 93 95 100 53 85 94 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
25 February 2020 50 Day Low $ 13.62 67 83 100 56 73 76 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2019 50 Day Low $ 13.04 83 73 100 97 70 87 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 December 2018 50 Day Low $ 10.64 93 95 100 96 97 99 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_boltelectric_bolt
12 October 2018 50 Day Low $ 11.47 69 66 100 95 100 75 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
22 February 2018 50 Day Low $ 10.08 61 71 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
10 January 2018 50 Day Low $ 11.26 49 60 select_check_box select_check_box select_check_box select_check_box select_check_box
07 December 2017 50 Day Low $ 11.61 46 84 select_check_box select_check_box select_check_box select_check_box select_check_box
14 September 2017 50 Day Low $ 11.55 53 59 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
11 August 2017 50 Day Low $ 11.62 54 42 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
31 October 2016 50 Day Low $ 10.03 54 86 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
17 June 2016 50 Day Low $ 9.51 83 93 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_bolt

 

The data for Fidus Investment Corp (exchange: XNAS symbol: FDUS) was last updated 06 Aug 2026 07:13. Data for this stock is available from 01 Apr 2016 - 05 Aug 2026.