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:       Threshold:           [ What are these scores? ]
Expectancy: 5.15%.   Win rate: 75.81%.   Sharpe Ratio: -10.736.   Maximum drawdown: -30.19% on 23 March 2020.
Mean CAGR: 40.11%. Time in market: 13071 days.   Hypothetical return: $1000 would be worth $1280.58 on 18 April 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 62 signal(s) occurring before 27 May 2024 for a 7.5% profit target: (75.81% * 7.85%) + (19.35% * 0.54%) - (4.84% * 18.71%) = 5.15%.
Wins: 47 Breakevens: 12 Losses: 3

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
26 May 2026   cards_starLOW    electrical_servicesLOW   Double Seven $ 56.59 schedule schedule schedule schedule schedule
21 April 2026   cards_starLOW    electrical_servicesLOW   Double Seven $ 56.22 schedule schedule schedule schedule schedule
20 March 2026   cards_starLOW    electrical_servicesLOW   Double Seven $ 55.74 schedule schedule schedule schedule schedule
21 January 2026   cards_starLOW    electrical_servicesLOW   Double Seven $ 52.43 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
19 December 2025   cards_starLOW    electrical_servicesLOW   Double Seven $ 51.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
17 November 2025   cards_starLOW    electrical_servicesLOW   Double Seven $ 52.01 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
14 October 2025   cards_starLOW    electrical_servicesLOW   Double Seven $ 51.00 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
12 September 2025   cards_starLOW    electrical_servicesLOW   Double Seven $ 49.27 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt schedule
11 August 2025   cards_starMEDIUM    electrical_servicesLOW   Double Seven $ 50.76 select_check_box select_check_box select_check_box select_check_box schedule
08 July 2025   cards_starLOW    electrical_servicesLOW   Double Seven $ 46.72 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
06 June 2025   cards_starLOW    electrical_servicesLOW   Double Seven $ 47.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
05 May 2025   cards_starMEDIUM    electrical_servicesLOW   Double Seven $ 48.72 select_check_box select_check_box select_check_box select_check_box select_check_box
01 April 2025   cards_starLOW    electrical_servicesHIGH   Double Seven $ 45.84 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
28 February 2025   cards_starMEDIUM    electrical_servicesLOW   Double Seven $ 43.82 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
27 December 2024   cards_starLOW    electrical_servicesLOW   Double Seven $ 41.76 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
25 November 2024   cards_starLOW     Double Seven $ 45.23 select_check_box select_check_box select_check_box select_check_box select_check_box
22 October 2024   cards_starLOW     Double Seven $ 44.74 select_check_box select_check_box select_check_box select_check_box select_check_box
20 September 2024   cards_starLOW     Double Seven $ 44.59 select_check_box select_check_box select_check_box select_check_box select_check_box
21 June 2024   cards_starLOW     Double Seven $ 38.58 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
20 May 2024   cards_starLOW     Double Seven $ 40.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 February 2024   cards_starLOW     Double Seven $ 38.78 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box
12 January 2024   cards_starLOW     Double Seven $ 41.24 select_check_box select_check_box select_check_box select_check_box select_check_box
29 August 2023   cards_starLOW     Double Seven $ 38.95 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
28 July 2023   cards_starLOW     Double Seven $ 41.69 select_check_box select_check_box select_check_box select_check_box select_check_box
26 June 2023   cards_starLOW     Double Seven $ 41.51 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2023   cards_starLOW     Double Seven $ 41.62 select_check_box select_check_box select_check_box select_check_box select_check_box
21 April 2023   cards_starLOW     Double Seven $ 44.24 select_check_box select_check_box select_check_box select_check_box select_check_box
22 June 2022   cards_starLOW     Double Seven $ 45.01 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
20 May 2022   cards_starLOW     Double Seven $ 49.82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 April 2022   cards_starLOW     Double Seven $ 50.32 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 March 2022   cards_starLOW     Double Seven $ 47.20 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
08 February 2022   cards_starLOW     Double Seven $ 47.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
06 January 2022   cards_starLOW     Double Seven $ 46.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
16 November 2021   cards_starLOW     Double Seven $ 44.45 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 October 2021   cards_starLOW     Double Seven $ 45.72 select_check_box electric_bolt select_check_box select_check_box select_check_box disabled_by_default
13 September 2021   cards_starLOW     Double Seven $ 45.96 select_check_box select_check_box select_check_box select_check_box disabled_by_default
10 August 2021   cards_starLOW     Double Seven $ 45.76 select_check_box select_check_box select_check_box select_check_box select_check_box
07 July 2021   cards_starLOW     Double Seven $ 44.42 select_check_box select_check_box select_check_box select_check_box select_check_box
02 June 2021   cards_starLOW     Double Seven $ 45.36 select_check_box select_check_box select_check_box select_check_box select_check_box
12 March 2021   cards_starLOW     Double Seven $ 41.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
08 February 2021   cards_starLOW     Double Seven $ 40.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 January 2021   cards_starLOW     Double Seven $ 40.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
01 December 2020   cards_starMEDIUM     Double Seven $ 40.43 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 October 2020   cards_starMEDIUM     Double Seven $ 39.89 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
28 September 2020   cards_starMEDIUM     Double Seven $ 40.58 select_check_box select_check_box select_check_box select_check_box select_check_box
25 August 2020   cards_starMEDIUM     Double Seven $ 40.27 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
24 July 2020   cards_starMEDIUM     Double Seven $ 39.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
06 March 2020   cards_starMEDIUM     Double Seven $ 42.90 select_check_box select_check_box select_check_box select_check_box select_check_box
03 February 2020   cards_starMEDIUM     Double Seven $ 42.88 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2019   cards_starLOW     Double Seven $ 40.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
18 November 2019   cards_starMEDIUM     Double Seven $ 39.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 October 2019   cards_starMEDIUM     Double Seven $ 40.61 select_check_box select_check_box select_check_box select_check_box select_check_box
12 September 2019   cards_starMEDIUM     Double Seven $ 40.82 select_check_box select_check_box select_check_box select_check_box select_check_box
30 July 2019   cards_starMEDIUM     Double Seven $ 38.25 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
28 June 2019   cards_starMEDIUM     Double Seven $ 38.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
21 May 2019   cards_starMEDIUM     Double Seven $ 36.17 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 April 2019   cards_starLOW     Double Seven $ 35.75 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
18 March 2019   cards_starMEDIUM     Double Seven $ 35.11 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 February 2019   cards_starMEDIUM     Double Seven $ 33.92 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
26 December 2018   cards_starMEDIUM     Double Seven $ 30.60 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 November 2018   cards_starMEDIUM     Double Seven $ 32.98 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box electric_bolt
19 January 2018   cards_starLOW     Double Seven $ 32.28 select_check_box select_check_box select_check_box select_check_box select_check_box
18 December 2017   cards_starLOW     Double Seven $ 33.48 select_check_box select_check_box select_check_box select_check_box select_check_box
14 November 2017   cards_starLOW     Double Seven $ 34.28 select_check_box select_check_box select_check_box select_check_box select_check_box
13 October 2017   cards_starLOW     Double Seven $ 33.20 select_check_box select_check_box select_check_box select_check_box select_check_box
11 September 2017   cards_starMEDIUM     Double Seven $ 34.00 select_check_box select_check_box select_check_box select_check_box select_check_box
08 August 2017   cards_starMEDIUM     Double Seven $ 32.60 select_check_box select_check_box select_check_box select_check_box select_check_box
07 July 2017   cards_starMEDIUM     Double Seven $ 31.06 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
05 June 2017   cards_starMEDIUM     Double Seven $ 30.08 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
02 May 2017   cards_starLOW     Double Seven $ 28.82 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
31 March 2017   cards_starMEDIUM     Double Seven $ 29.34 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
28 February 2017   cards_starMEDIUM     Double Seven $ 28.29 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
05 December 2016   LOW     Double Seven $ 26.40 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 2016   LOW     Double Seven $ 28.26 select_check_box select_check_box select_check_box select_check_box select_check_box
30 September 2016   LOW     Double Seven $ 27.79 select_check_box select_check_box select_check_box select_check_box select_check_box
29 August 2016   LOW     Double Seven $ 27.92 select_check_box select_check_box select_check_box select_check_box select_check_box
26 July 2016   LOW     Double Seven $ 27.99 select_check_box select_check_box select_check_box select_check_box select_check_box
24 June 2016   LOW     Double Seven $ 27.41 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
23 May 2016   LOW     Double Seven $ 26.57 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
19 April 2016   LOW     Double Seven $ 26.70 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 March 2016   LOW     Double Seven $ 25.67 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Fortis Inc (exchange: XNYS symbol: FTS) was last updated 14 Jun 2026 16:17. Data for this stock is available from 04 Jan 2016 - 03 Jun 2026.