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: 5.20%.   Win rate: 75.00%.   Sharpe Ratio: -1.872.   Maximum drawdown: -23.32% on 03 October 2023.
Mean CAGR: 49.67%. Time in market: 2725 days.   Hypothetical return: $1000 would be worth $1421.71 on 06 March 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 12 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (75.00% * 7.89%) + (16.67% * 0.38%) - (8.33% * 9.38%) = 5.20%.
Wins: 9 Breakevens: 2 Losses: 1

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.

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.

 

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%
15 May 2026   LOW   smart_toy0.715   Williams %R (Weekly) $ 72.24 schedule schedule schedule schedule schedule
10 December 2025   MEDIUM   smart_toy0.692   Williams %R (Weekly) $ 70.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
06 January 2025   MEDIUM   smart_toy0.899   Williams %R (Weekly) $ 65.92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
01 September 2023   HIGH   smart_toy0.561   Williams %R (Weekly) $ 55.48 select_check_box select_check_box select_check_box select_check_box select_check_box
17 May 2023   HIGH   smart_toy0.81   FIRE SALE Williams %R (Weekly) $ 57.51 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
01 March 2023   MEDIUM   smart_toy0.478   FIRE SALE Williams %R (Weekly) $ 58.17 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
29 September 2022   MEDIUM   smart_toy0.978   FIRE SALE Williams %R (Weekly) $ 60.92 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
13 June 2022   MEDIUM   smart_toy0.903   Williams %R (Weekly) $ 65.92 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
30 November 2021   MEDIUM   smart_toy0.658   Williams %R (Weekly) $ 59.78 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
16 February 2021   MEDIUM   smart_toy0.696   Williams %R (Weekly) $ 55.88 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
21 December 2020   MEDIUM   smart_toy0.623   Williams %R (Weekly) $ 58.34 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 March 2020   HIGH   smart_toy0.983   FIRE SALE Williams %R (Weekly) $ 58.39 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
09 January 2018   LOW   smart_toy0.747   Williams %R (Weekly) $ 42.83 select_check_box select_check_box select_check_box select_check_box select_check_box
11 October 2016   LOW   smart_toy0.648   Williams %R (Weekly) $ 36.17 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 September 2016   LOW   smart_toy0.82   Williams %R (Weekly) $ 37.64 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for CMS Energy Corporation (exchange: XNYS symbol: CMS) was last updated 15 May 2026 23:40. Data for this stock is available from 04 Jan 2016 - 15 May 2026.