ICF International Inc (ICFI) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to ICFI's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 8.08%.   Win rate: 90.0%.   Sharpe Ratio: 1.134.   Maximum drawdown: -37.62% on 18 March 2020.
Mean CAGR: 131.01%. Time in market: 1089 days.   Hypothetical return: $1000 would be worth $1720.46 on 02 March 2023.
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 10 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (90.0% * 8.60%) + (10.0% * 3.45%) - (0% * 0%) = 8.08%.
Wins: 9 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.

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
25 March 2026   MEDIUM   FIRE SALE   smart_toy0.92 Williams %R (Weekly) $ 67.80 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
17 February 2026   LOW     smart_toy0.716 Williams %R (Weekly) $ 76.70 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule schedule schedule
31 October 2025   LOW     smart_toy0.495 Williams %R (Weekly) $ 78.88 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
08 April 2025   LOW   FIRE SALE   smart_toy0.993 Williams %R (Weekly) $ 80.18 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
31 January 2025   MEDIUM     smart_toy0.923 Williams %R (Weekly) $ 117.91 schedule schedule schedule schedule schedule
17 December 2024   MEDIUM     smart_toy0.908 Williams %R (Weekly) $ 125.74 select_check_box electric_bolt schedule schedule schedule schedule
15 November 2024   MEDIUM     smart_toy0.857 Williams %R (Weekly) $ 146.50 schedule schedule schedule schedule schedule
01 July 2024   MEDIUM     smart_toy0.64 Williams %R (Weekly) $ 139.94 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_boltelectric_bolt
22 December 2022   LOW     smart_toy0.778 Williams %R (Weekly) $ 97.94 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
18 July 2022   MEDIUM   FIRE SALE   smart_toy0.896 Williams %R (Weekly) $ 90.62 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
01 March 2022   MEDIUM     smart_toy0.735 Williams %R (Weekly) $ 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 Williams %R (Weekly) $ 97.08 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
25 February 2020   LOW   FIRE SALE   smart_toy0.649 Williams %R (Weekly) $ 82.76 select_check_box select_check_box select_check_box select_check_box select_check_box
07 December 2018   MEDIUM   FIRE SALE   smart_toy0.785 Williams %R (Weekly) $ 65.74 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 November 2018   MEDIUM   FIRE SALE   smart_toy0.943 Williams %R (Weekly) $ 70.28 select_check_box select_check_box select_check_box select_check_box select_check_box
05 February 2018   LOW     smart_toy0.935 Williams %R (Weekly) $ 50.87 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
03 April 2017   LOW     smart_toy0.74 Williams %R (Weekly) $ 40.03 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
28 February 2017   LOW     smart_toy0.586 Williams %R (Weekly) $ 45.08 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt

 

The data for ICF International Inc (exchange: XNAS symbol: ICFI) was last updated 30 Apr 2026 06:54. Data for this stock is available from 01 Apr 2016 - 29 Apr 2026.