Canadian National Railway Company (CNI) Daily/Weekly Backtest Results military_tech

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

Expectancy: 5.80%.   Win rate: 100%.   Sharpe Ratio: -2.772.   Maximum drawdown: 19.15% on 24 December 2018.
Mean CAGR: 98.3%. Time in market: 1278 days.   Hypothetical return: $1000 would be worth $1646.99 on 05 January 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 Canadian National Railway

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 10 March 2024 for a 5% profit target: (100% * 5.80%) + (0% * 0%) - (0% * 0%) = 5.80%.
Wins: 12 Breakevens: 0 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.

Canadian National Railway Analysis

Market sector: Transportation.

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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
17 March 2026   40 $ 104.40 schedule schedule schedule schedule schedule
07 January 2026   35 $ 98.84 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
03 February 2025   50 $ 99.41 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
24 April 2024   35 $ 126.60 schedule schedule schedule schedule schedule
25 April 2023  bubble_chart   35 $ 121.24 select_check_box select_check_box select_check_box select_check_box select_check_box
25 January 2023  bubble_chart   30 $ 119.00 select_check_box select_check_box select_check_box select_check_box select_check_box
01 March 2022  bubble_chart   60 $ 121.54 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
27 January 2021   30 $ 103.08 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
21 October 2020   35 $ 106.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 June 2020   35 $ 87.86 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
20 November 2018   50 $ 81.27 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
10 October 2018   60 $ 86.15 select_check_box select_check_box select_check_box select_check_box select_check_box
26 October 2016   -1 $ 60.12 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 September 2016   -1 $ 58.84 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
24 June 2016   -1 $ 53.00 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
26 April 2016   -1 $ 57.34 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Canadian National Railway Company (exchange: XNYS symbol: CNI) was last updated 18 Mar 2026 13:28. Data for this stock is available from 01 Dec 2015 - 17 Mar 2026.