Fortis Inc (FTS) Daily/Weekly Backtest Results crown

Signal:                
                   
              [ What are these? | Switch to FTS's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 5.40%.   Win rate: 72.73%.   Sharpe Ratio: -3.454.   Maximum drawdown: -25.82% on 23 March 2020.
Mean CAGR: 55.96%. Time in market: 4545 days.   Hypothetical return: $1000 would be worth $1283.85 on 08 August 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 Fortis

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 08 July 2024 for a 7.5% profit target: (72.73% * 7.72%) + (18.18% * 3.35%) - (9.09% * 9.01%) = 5.40%.
Wins: 16 Breakevens: 4 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.

Fortis 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.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low 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, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
18 May 2026   smart_toyLOW (68)    electrical_servicesLOW   50 Day Low $ 55.04 schedule schedule schedule schedule schedule
14 January 2025   smart_toyLOW (65)    electrical_servicesLOW   sirenFIRE SALE 50 Day Low $ 40.58 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
13 December 2024   smart_toyLOW (63)    electrical_servicesLOW   50 Day Low $ 42.38 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
01 November 2024   smart_toyLOW (65)    electrical_servicesLOW   50 Day Low $ 43.08 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
10 April 2024   smart_toyLOW (60)    electrical_servicesLOW   50 Day Low $ 38.53 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
27 February 2024   smart_toyLOW (56)    electrical_servicesLOW   50 Day Low $ 38.70 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
25 January 2024   smart_toyLOW (59)    electrical_servicesLOW   50 Day Low $ 39.73 select_check_box select_check_box select_check_box select_check_box select_check_box
06 September 2023   smart_toyLOW (73)    electrical_servicesLOW   50 Day Low $ 38.13 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
03 August 2023   smart_toyLOW (56)    electrical_servicesLOW   50 Day Low $ 39.63 select_check_box select_check_box select_check_box select_check_box select_check_box
01 March 2023   smart_toyMEDIUM (87)    electrical_servicesLOW   50 Day Low $ 39.38 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
06 October 2022   smart_toyHIGH (95)    electrical_servicesHIGH   sirenFIRE SALE 50 Day Low $ 37.75 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
31 August 2022   smart_toyMEDIUM (87)    electrical_servicesLOW   50 Day Low $ 44.33 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 June 2022   smart_toyHIGH (90)     50 Day Low $ 47.82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 November 2021   smart_toyLOW (67)     50 Day Low $ 43.78 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
29 September 2021   smart_toyMEDIUM (80)     50 Day Low $ 44.09 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
19 July 2021   smart_toyLOW (61)     50 Day Low $ 44.28 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
22 February 2021   smart_toyLOW (62)     50 Day Low $ 39.81 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
28 February 2020   smart_toyHIGH (90)     50 Day Low $ 40.37 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
05 November 2019   smart_toyLOW (69)     50 Day Low $ 39.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 October 2018   smart_toyLOW (68)     50 Day Low $ 30.26 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
15 May 2018   smart_toyLOW (75)     50 Day Low $ 30.41 select_check_box select_check_box select_check_box select_check_box select_check_box
30 January 2018   smart_toyLOW (56)     50 Day Low $ 31.83 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2017   smart_toyLOW (64)     50 Day Low $ 32.92 select_check_box select_check_box select_check_box select_check_box select_check_box
11 November 2016   smart_toyLOW (70)     50 Day Low $ 26.03 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 October 2016   smart_toyLOW (75)     50 Day Low $ 26.48 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
31 August 2016   smart_toyLOW (64)     50 Day Low $ 27.14 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Fortis Inc (exchange: XNYS symbol: FTS) was last updated 16 Jul 2026 03:30. Data for this stock is available from 04 Jan 2016 - 15 Jul 2026.