Cigna Group (CI) Daily/Weekly Backtest Results

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

Expectancy: 9.67%.   Win rate: 100%.   Sharpe Ratio: -1.235.   Maximum drawdown: -21.57% on 28 August 2019.
Mean CAGR: 140.32%. Time in market: 2360 days.   Hypothetical return: $1000 would be worth $3062.04 on 11 December 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 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 22 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (100% * 9.67%) + (0% * 0%) - (0% * 0%) = 9.67%.
Wins: 22 Breakevens: 0 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.

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.

 

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%
30 March 2026   LOW     smart_toy0.755 Williams %R (Weekly) $ 261.06 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 schedule
30 October 2025   MEDIUM     smart_toy0.486 Williams %R (Weekly) $ 256.05 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
17 July 2025   MEDIUM     smart_toy0.594 Williams %R (Weekly) $ 300.74 schedule schedule schedule schedule schedule
11 December 2024   MEDIUM     smart_toy0.38 Williams %R (Weekly) $ 301.32 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
21 October 2024   MEDIUM     smart_toy0.842 Williams %R (Weekly) $ 326.78 schedule schedule schedule schedule schedule
02 July 2024   MEDIUM     smart_toy0.745 Williams %R (Weekly) $ 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
30 May 2024   MEDIUM     smart_toy0.626 Williams %R (Weekly) $ 331.27 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
29 November 2023   MEDIUM     smart_toy0.688 Williams %R (Weekly) $ 270.59 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
26 May 2023   MEDIUM     smart_toy0.855 Williams %R (Weekly) $ 241.06 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
21 April 2023   MEDIUM   FIRE SALE   smart_toy0.383 Williams %R (Weekly) $ 254.31 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 March 2023   MEDIUM   FIRE SALE   smart_toy0.623 Williams %R (Weekly) $ 273.01 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2023   MEDIUM   FIRE SALE   smart_toy0.913 Williams %R (Weekly) $ 291.13 select_check_box select_check_box select_check_box select_check_box select_check_box
30 November 2021   MEDIUM     smart_toy0.531 Williams %R (Weekly) $ 194.95 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
30 September 2021   MEDIUM     smart_toy0.501 Williams %R (Weekly) $ 203.10 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
05 August 2021   MEDIUM     smart_toy0.692 Williams %R (Weekly) $ 211.31 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
18 June 2021   MEDIUM     smart_toy0.911 Williams %R (Weekly) $ 231.98 select_check_box select_check_box select_check_box select_check_box select_check_box
10 September 2020   MEDIUM   FIRE SALE   smart_toy0.682 Williams %R (Weekly) $ 172.08 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
31 July 2020   MEDIUM     smart_toy0.649 Williams %R (Weekly) $ 174.86 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_boltelectric_bolt
26 February 2020   MEDIUM   FIRE SALE   smart_toy0.803 Williams %R (Weekly) $ 191.28 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 select_check_box
08 October 2019   MEDIUM   FIRE SALE   smart_toy0.556 Williams %R (Weekly) $ 147.55 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
27 August 2019   MEDIUM   FIRE SALE   smart_toy0.664 Williams %R (Weekly) $ 149.70 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 select_check_box electric_boltelectric_bolt
02 April 2019   MEDIUM     smart_toy0.523 Williams %R (Weekly) $ 160.50 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
28 February 2019   MEDIUM   FIRE SALE   smart_toy0.537 Williams %R (Weekly) $ 177.18 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2018   HIGH   FIRE SALE   smart_toy0.968 Williams %R (Weekly) $ 187.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
13 March 2018   LOW     smart_toy0.803 Williams %R (Weekly) $ 165.88 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 February 2018   LOW     smart_toy0.917 Williams %R (Weekly) $ 192.13 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2016   LOW     smart_toy0.781 Williams %R (Weekly) $ 123.41 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
27 June 2016   LOW     smart_toy0.877 Williams %R (Weekly) $ 124.28 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
23 May 2016   LOW     smart_toy0.917 Williams %R (Weekly) $ 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

 

The data for Cigna Group (exchange: XNYS symbol: CI) was last updated 30 Apr 2026 07:56. Data for this stock is available from 01 Feb 2016 - 29 Apr 2026.