ICF International Inc (ICFI) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to ICFI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.82%.   Win rate: 94.74%.   Sharpe Ratio: -0.455.   Maximum drawdown: -40.41% on 18 March 2020.
Mean CAGR: 148.79%. Time in market: 1582 days.   Hypothetical return: $1000 would be worth $2644.69 on 06 May 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 ICF International

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 19 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (94.74% * 8.23%) + (5.26% * 0.47%) - (0% * 0%) = 7.82%.
Wins: 18 Breakevens: 1 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.

ICF International Analysis

Market sector: Technology.

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%
13 May 2026   MEDIUM   smart_toy0.823  factory0.446   50 Day Low $ 62.08 schedule schedule schedule schedule schedule
17 March 2026   MEDIUM   smart_toy0.988  factory0.393   50 Day Low $ 68.34 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule schedule
12 February 2026   LOW   smart_toy0.829  factory0.303   50 Day Low $ 76.94 schedule schedule schedule schedule schedule
14 November 2025   MEDIUM   smart_toy0.431  factory0.556   50 Day Low $ 77.88 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
13 October 2025   LOW   smart_toy0.618  factory0.573   50 Day Low $ 86.82 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
10 February 2025   MEDIUM   smart_toy0.92  factory0.643   50 Day Low $ 115.82 schedule schedule schedule schedule schedule
18 December 2024   MEDIUM   smart_toy0.94  factory0.786   50 Day Low $ 124.34 select_check_box electric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
15 November 2024   MEDIUM   smart_toy0.857  factory0.585   50 Day Low $ 146.50 schedule schedule schedule schedule schedule
02 July 2024   MEDIUM   smart_toy0.619  factory0.657   50 Day Low $ 136.10 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
18 April 2024   MEDIUM   smart_toy0.76  factory0.523   50 Day Low $ 139.07 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_bolt
19 January 2023   LOW   smart_toy0.567  factory0.695   50 Day Low $ 96.75 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
15 December 2022   LOW   smart_toy0.623  factory0.822   50 Day Low $ 103.70 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
16 June 2022   MEDIUM   smart_toy0.931  factory0.929   FIRE SALE 50 Day Low $ 92.24 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
01 March 2022   MEDIUM   smart_toy0.735  factory0.653   50 Day Low $ 86.60 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_bolt
25 January 2022   MEDIUM   smart_toy0.907  factory0.611   50 Day Low $ 97.08 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
17 September 2021   LOW   smart_toy0.638  factory0.534   50 Day Low $ 88.14 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 June 2021   LOW   smart_toy0.834  factory0.604   50 Day Low $ 87.73 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
17 March 2020   HIGH   smart_toy0.996  factory0.885   FIRE SALE 50 Day Low $ 57.82 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 February 2020   LOW   smart_toy0.849  factory0.49   50 Day Low $ 86.65 select_check_box select_check_box select_check_box select_check_box select_check_box
13 September 2019   LOW   smart_toy0.744  factory0.713   50 Day Low $ 76.42 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_bolt select_check_box electric_bolt
30 May 2019   LOW   smart_toy0.871  factory0.902   FIRE SALE 50 Day Low $ 72.27 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
10 December 2018   MEDIUM   smart_toy0.89  factory0.828   FIRE SALE 50 Day Low $ 64.65 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 November 2018   MEDIUM   smart_toy0.855  factory0.757   FIRE SALE 50 Day Low $ 67.60 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
03 October 2018   MEDIUM   smart_toy0.56  factory0.761   50 Day Low $ 71.36 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2018   LOW   smart_toy0.932  factory0.577   FIRE SALE 50 Day Low $ 49.86 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_bolt
27 July 2017   LOW   smart_toy0.608  factory0.381   50 Day Low $ 44.52 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
27 March 2017   LOW   smart_toy0.775  factory0.36   50 Day Low $ 39.93 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_bolt
06 February 2017   LOW   smart_toy0.814  factory0.543   50 Day Low $ 50.48 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for ICF International Inc (exchange: XNAS symbol: ICFI) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Apr 2016 - 29 May 2026.