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:           Threshold:         [ What are these scores? ]
Expectancy: 7.46%.   Win rate: 75.00%.   Sharpe Ratio: -2.984.   Maximum drawdown: -62.33% on 03 April 2020.
Mean CAGR: 80.41%. Time in market: 3183 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 20 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (75.00% * 8.83%) + (25.00% * 3.37%) - (0% * 0%) = 7.46%.
Wins: 15 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.

 

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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
26 March 2026  bubble_chart   MEDIUM   smart_toy0.667  factory0.526   50 Day Low $ 17.34 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   MEDIUM   smart_toy0.847  factory0.411   50 Day Low $ 18.69 select_check_box electric_bolt schedule schedule schedule schedule
22 December 2025  bubble_chart   MEDIUM   smart_toy0.758  factory0.682   50 Day Low $ 18.81 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
18 November 2025  bubble_chart   MEDIUM   smart_toy0.671  factory0.58   50 Day Low $ 19.23 schedule schedule schedule schedule schedule
23 September 2025  bubble_chart   MEDIUM   smart_toy0.407  factory0.481   50 Day Low $ 20.36 schedule schedule schedule schedule schedule
20 March 2025  bubble_chart   MEDIUM   smart_toy0.941  factory0.709   FIRE SALE 50 Day Low $ 20.48 select_check_box select_check_box schedule schedule schedule
04 November 2024  bubble_chart   MEDIUM   smart_toy0.72  factory0.645   50 Day Low $ 19.32 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   MEDIUM   smart_toy0.768  factory0.801   50 Day Low $ 18.88 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   MEDIUM   smart_toy0.814  factory0.614   50 Day Low $ 19.40 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
01 February 2024  bubble_chart   MEDIUM   smart_toy0.853  factory0.62   50 Day Low $ 19.46 select_check_box select_check_box select_check_box select_check_box select_check_box
19 October 2023  bubble_chart   MEDIUM   smart_toy0.936  factory0.865   50 Day Low $ 18.18 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   MEDIUM   smart_toy0.861  factory0.541   50 Day Low $ 19.06 select_check_box select_check_box select_check_box select_check_box select_check_box
01 May 2023  bubble_chart   MEDIUM   smart_toy0.578  factory0.561   50 Day Low $ 16.68 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   MEDIUM   smart_toy0.889  factory0.892   50 Day Low $ 18.84 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 September 2022  bubble_chart   MEDIUM   smart_toy0.919  factory0.893   FIRE SALE 50 Day Low $ 17.37 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   MEDIUM   smart_toy0.977  factory0.882   50 Day Low $ 18.98 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   MEDIUM   smart_toy0.696  factory0.677   50 Day Low $ 17.42 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   MEDIUM   smart_toy0.999  factory0.907   FIRE SALE 50 Day Low $ 5.38 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   MEDIUM   smart_toy0.729  factory0.726   50 Day Low $ 13.62 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2019   MEDIUM   smart_toy0.672  factory0.741   50 Day Low $ 13.04 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   HIGH   smart_toy0.892  factory0.906   FIRE SALE 50 Day Low $ 10.64 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   MEDIUM   smart_toy0.839  factory0.803   FIRE SALE 50 Day Low $ 11.47 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
22 February 2018   MEDIUM   smart_toy0.777  factory0.56   50 Day Low $ 10.08 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   MEDIUM   smart_toy0.798  factory0.538   50 Day Low $ 11.26 select_check_box select_check_box select_check_box select_check_box select_check_box
07 December 2017   MEDIUM   smart_toy0.708  factory0.58   50 Day Low $ 11.61 select_check_box select_check_box select_check_box select_check_box select_check_box
14 September 2017   MEDIUM   smart_toy0.694  factory0.537   50 Day Low $ 11.55 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
11 August 2017   MEDIUM   smart_toy0.803  factory0.53   50 Day Low $ 11.62 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
31 October 2016   LOW   smart_toy0.949  factory0.707   50 Day Low $ 10.03 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   LOW   smart_toy0.249  factory0.793   50 Day Low $ 9.51 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 30 May 2026 15:00. Data for this stock is available from 01 Apr 2016 - 29 May 2026.