Cigna Group (CI) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to CI's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 6.72%.   Win rate: 85.25%.   Sharpe Ratio: -7.648.   Maximum drawdown: -37.18% on 23 March 2020.
Mean CAGR: 91.97%. Time in market: 9710 days.   Hypothetical return: $1000 would be worth $3992.57 on 04 September 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 Cigna Group

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 61 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (85.25% * 8.58%) + (11.48% * 1.16%) - (3.28% * 22.31%) = 6.72%.
Wins: 52 Breakevens: 7 Losses: 2

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.

Cigna Group Analysis

Market sector: Healthcare.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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   cards_starLOW     Double Seven $ 281.77 schedule schedule schedule schedule schedule
27 May 2025   cards_starLOW     Double Seven $ 316.09 select_check_box electric_bolt schedule schedule schedule schedule
22 April 2025   cards_starMEDIUM     Double Seven $ 331.14 schedule schedule schedule schedule schedule
08 October 2024   cards_starLOW     Double Seven $ 342.82 schedule schedule schedule schedule schedule
06 September 2024   cards_starLOW     Double Seven $ 355.48 schedule schedule schedule schedule schedule
05 August 2024   cards_starLOW     Double Seven $ 331.71 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
02 July 2024   cards_starLOW     Double Seven $ 326.44 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
29 May 2024   cards_starLOW     Double Seven $ 332.12 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 April 2024   cards_starLOW     Double Seven $ 353.54 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
25 March 2024   cards_starLOW     Double Seven $ 354.32 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 February 2024   cards_starLOW     Double Seven $ 339.47 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
16 January 2024   cards_starLOW     Double Seven $ 304.98 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
05 December 2023   cards_starLOW     Double Seven $ 258.95 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
03 November 2023   cards_starLOW     Double Seven $ 311.39 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 October 2023   cards_starLOW     Double Seven $ 284.08 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
28 March 2023   cards_starLOW     Double Seven $ 258.96 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 February 2023   cards_starLOW     Double Seven $ 294.66 select_check_box select_check_box select_check_box select_check_box select_check_box
20 January 2023   cards_starLOW     Double Seven $ 309.52 select_check_box select_check_box select_check_box select_check_box select_check_box
19 December 2022   cards_starLOW     Double Seven $ 329.29 select_check_box select_check_box select_check_box select_check_box select_check_box
14 November 2022   cards_starLOW     Double Seven $ 306.64 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
27 September 2022   cards_starLOW     Double Seven $ 278.34 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_boltelectric_bolt
26 August 2022   cards_starLOW     Double Seven $ 288.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 July 2022   cards_starLOW     Double Seven $ 271.44 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
21 June 2022   cards_starLOW     Double Seven $ 250.99 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_bolt
17 May 2022   cards_starLOW     Double Seven $ 269.96 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
14 April 2022   cards_starLOW     Double Seven $ 259.60 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
14 March 2022   cards_starLOW     Double Seven $ 227.88 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
08 February 2022   cards_starLOW     Double Seven $ 229.17 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
07 January 2022   cards_starLOW     Double Seven $ 230.16 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 August 2021   cards_starLOW     Double Seven $ 211.17 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
07 July 2021   cards_starLOW     Double Seven $ 235.28 select_check_box select_check_box select_check_box select_check_box select_check_box
04 June 2021   cards_starLOW     Double Seven $ 255.27 select_check_box select_check_box select_check_box select_check_box select_check_box
03 May 2021   cards_starLOW     Double Seven $ 251.28 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
30 March 2021   cards_starLOW     Double Seven $ 246.24 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
26 February 2021   cards_starLOW     Double Seven $ 209.96 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
25 January 2021   cards_starLOW     Double Seven $ 221.03 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
22 December 2020   cards_starMEDIUM     Double Seven $ 195.50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
19 November 2020   cards_starMEDIUM     Double Seven $ 206.69 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 July 2020   cards_starMEDIUM     Double Seven $ 174.94 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
08 June 2020   cards_starMEDIUM     Double Seven $ 211.91 select_check_box select_check_box select_check_box select_check_box select_check_box
05 May 2020   cards_starMEDIUM     Double Seven $ 188.71 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
10 March 2020   cards_starMEDIUM     Double Seven $ 192.78 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 February 2020   cards_starMEDIUM     Double Seven $ 209.75 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
06 January 2020   cards_starLOW     Double Seven $ 204.42 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
03 December 2019   cards_starMEDIUM     Double Seven $ 194.59 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
20 February 2019   cards_starMEDIUM     Double Seven $ 195.84 select_check_box select_check_box select_check_box select_check_box select_check_box
18 January 2019   cards_starMEDIUM     Double Seven $ 195.55 select_check_box select_check_box select_check_box select_check_box select_check_box
17 December 2018   cards_starMEDIUM     Double Seven $ 199.74 select_check_box select_check_box select_check_box select_check_box select_check_box
13 November 2018   cards_starMEDIUM     Double Seven $ 215.14 select_check_box select_check_box select_check_box select_check_box select_check_box
11 October 2018   cards_starMEDIUM     Double Seven $ 207.70 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
05 April 2018   cards_starLOW     Double Seven $ 169.27 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 March 2018   cards_starLOW     Double Seven $ 191.96 select_check_box select_check_box select_check_box select_check_box select_check_box
30 January 2018   cards_starLOW     Double Seven $ 209.59 select_check_box select_check_box select_check_box select_check_box select_check_box
29 December 2017   cards_starLOW     Double Seven $ 204.40 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
27 November 2017   cards_starLOW     Double Seven $ 200.29 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 October 2017   cards_starMEDIUM     Double Seven $ 193.23 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
20 September 2017   cards_starMEDIUM     Double Seven $ 181.62 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
31 July 2017   cards_starMEDIUM     Double Seven $ 173.60 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
27 June 2017   cards_starMEDIUM     Double Seven $ 167.73 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
22 May 2017   cards_starMEDIUM     Double Seven $ 159.44 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 April 2017   cards_starMEDIUM     Double Seven $ 150.39 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
17 March 2017   LOW     Double Seven $ 151.60 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
13 February 2017   LOW     Double Seven $ 146.10 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
04 January 2017   LOW     Double Seven $ 137.27 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
01 December 2016   LOW     Double Seven $ 134.21 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
23 May 2016   LOW     Double Seven $ 127.19 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_bolt
19 April 2016   LOW     Double Seven $ 138.90 select_check_box select_check_box select_check_box select_check_box select_check_box
18 March 2016   LOW     Double Seven $ 138.64 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Cigna Group (exchange: XNYS symbol: CI) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Feb 2016 - 08 Jun 2026.