WhiteHorse Finance Inc (WHF) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to WHF's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 1.34%.   Win rate: 70.83%.   Sharpe Ratio: -2.69.   Maximum drawdown: -51.57% on 06 April 2020.
Mean CAGR: 70.87%. Time in market: 6178 days.   Hypothetical return: $1000 would be worth $953.08 on 22 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 WhiteHorse Finance

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 24 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (70.83% * 8.22%) + (4.17% * 0.51%) - (25.00% * 18.00%) = 1.34%.
Wins: 17 Breakevens: 1 Losses: 6

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.

WhiteHorse Finance 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%
21 May 2026   LOW   smart_toy0.733  factory0.532   50 Day Low $ 6.81 schedule schedule schedule schedule schedule
29 January 2026   MEDIUM   smart_toy0.779  factory0.623   50 Day Low $ 6.80 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
19 September 2025   MEDIUM   smart_toy0.58  factory0.686   50 Day Low $ 8.21 schedule schedule schedule schedule schedule
07 August 2025   MEDIUM   smart_toy0.695  factory0.543   50 Day Low $ 8.57 schedule schedule schedule schedule schedule
20 June 2025   MEDIUM   smart_toy0.866  factory0.539   50 Day Low $ 8.74 schedule schedule schedule schedule schedule
24 March 2025   MEDIUM   smart_toy0.898  factory0.779   FIRE SALE 50 Day Low $ 9.53 schedule schedule schedule schedule schedule
19 December 2024   MEDIUM   smart_toy0.855  factory0.776   50 Day Low $ 10.13 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
08 November 2024   MEDIUM   smart_toy0.648  factory0.607   50 Day Low $ 11.24 schedule schedule schedule schedule schedule
30 July 2024   MEDIUM   smart_toy0.601  factory0.563   50 Day Low $ 12.10 schedule schedule schedule schedule schedule
24 June 2024   MEDIUM   smart_toy0.796  factory0.468   50 Day Low $ 12.32 schedule schedule schedule schedule schedule
21 March 2024   MEDIUM   smart_toy0.774  factory0.485   50 Day Low $ 12.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
27 October 2023   MEDIUM   smart_toy0.895  factory0.847   FIRE SALE 50 Day Low $ 12.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
21 September 2023   MEDIUM   smart_toy0.739  factory0.659   50 Day Low $ 12.50 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 April 2023   MEDIUM   smart_toy0.639  factory0.46   50 Day Low $ 12.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 March 2023   MEDIUM   smart_toy0.829  factory0.793   FIRE SALE 50 Day Low $ 12.68 select_check_box select_check_box select_check_box select_check_box select_check_box
19 September 2022  bubble_chart   MEDIUM   smart_toy0.869  factory0.908   FIRE SALE 50 Day Low $ 13.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 June 2022  bubble_chart   MEDIUM   smart_toy0.922  factory0.927   FIRE SALE 50 Day Low $ 12.89 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
02 May 2022  bubble_chart   MEDIUM   smart_toy0.804  factory0.802   50 Day Low $ 14.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 March 2022  bubble_chart   HIGH   smart_toy0.972  factory0.632   FIRE SALE 50 Day Low $ 14.94 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 January 2022  bubble_chart   MEDIUM   smart_toy0.812  factory0.575   50 Day Low $ 14.98 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 December 2021  bubble_chart   MEDIUM   smart_toy0.568  factory0.658   50 Day Low $ 15.14 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 September 2021  bubble_chart   MEDIUM   smart_toy0.515  factory0.641   50 Day Low $ 14.96 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
30 June 2021  bubble_chart   MEDIUM   smart_toy0.853  factory0.697   50 Day Low $ 14.85 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
23 September 2020   MEDIUM   smart_toy0.72  factory0.756   50 Day Low $ 9.19 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
02 April 2020   MEDIUM   smart_toy1  factory0.816   FIRE SALE 50 Day Low $ 6.15 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
28 February 2020   MEDIUM   smart_toy0.752  factory0.849   50 Day Low $ 12.06 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
06 August 2019   MEDIUM   smart_toy0.791  factory0.807   50 Day Low $ 11.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 October 2018   MEDIUM   smart_toy0.839  factory0.822   FIRE SALE 50 Day Low $ 10.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 August 2018   MEDIUM   smart_toy0.71  factory0.662   50 Day Low $ 11.11 select_check_box select_check_box select_check_box select_check_box select_check_box
30 January 2018   MEDIUM   smart_toy0.722  factory0.577   50 Day Low $ 9.76 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 November 2017   MEDIUM   smart_toy0.823  factory0.567   50 Day Low $ 10.01 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
02 August 2017   MEDIUM   smart_toy0.626  factory0.381   50 Day Low $ 9.40 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
27 June 2017   MEDIUM   smart_toy0.857  factory0.675   50 Day Low $ 9.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 September 2016   LOW   smart_toy0.483  factory0.591   50 Day Low $ 7.19 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

 

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