CMS Energy Corporation (CMS) Daily/Weekly Backtest Results

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

Expectancy: 6.11%.   Win rate: 71.43%.   Sharpe Ratio: -0.395.   Maximum drawdown: -24.23% on 23 March 2020.
Mean CAGR: 44.77%. Time in market: 1358 days.   Hypothetical return: $1000 would be worth $1290.94 on 01 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 CMS Energy

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 7 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (71.43% * 8.22%) + (28.57% * 0.83%) - (0% * 0%) = 6.11%.
Wins: 5 Breakevens: 2 Losses: 0

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.

CMS Energy Analysis

Market sector: Utilities.

External links: Seeking Alpha Research, Zacks Research.

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

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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%
20 March 2026   30     Gap Down $ 75.93 schedule schedule schedule schedule schedule
01 May 2023  bubble_chart   50     Gap Down $ 59.76 select_check_box select_check_box select_check_box select_check_box select_check_box
08 June 2021   25     Gap Down $ 61.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
06 May 2020   25     Gap Down $ 55.51 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 March 2020   25     Gap Down $ 59.23 select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box select_check_box
27 February 2020   50     Gap Down $ 64.04 select_check_box select_check_box select_check_box select_check_box select_check_box
24 December 2018   60     Gap Down $ 47.78 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
09 November 2016       Gap Down $ 36.87 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 CMS Energy Corporation (exchange: XNYS symbol: CMS) was last updated 27 Mar 2026 10:56. Data for this stock is available from 04 Jan 2016 - 26 Mar 2026.