Humana Inc (HUM) Daily/Weekly Backtest Results

Buy indicator: 52 Week Low 26 Week Low 50 day low Rate of Change Super Oversold Mega Dump MegaDump Lite
Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD Best Buy Signals [ What are these indicators? | Switch to HUM's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 6.78%. Win rate: 44.44%. Sharpe Ratio: -0.17.
Mean CAGR of winning trades: 31.7%. Time in market: 1847 days. Average win: 25.05% Average loss: -7.84%.
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 Humana

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 9 signal(s): (44.44% * 25.05%) - (55.56% * 7.84%) = 6.78%.
Wins: 4 Losses: 5

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.

Humana Analysis

Market sector: Healthcare.

External links: Seeking Alpha Research, Zacks Research.

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

Rate of Change Backtest Summary (Trailing Stops System)

This table summarises how profitable it would have been to have bought this stock at each Rate of Change entry signal and held until the initial 20% stop loss or the trailing stop loss was triggered.

Key: electric_bolt : high CAGR trade schedule : open trade

Signal Date	Price	CAGR	Profit / Loss	Running Avg
29 January 2016 LOW	$156.98	-3.13%	-1.39%	-1.39 %
21 November 2017 MEDIUM	$230.98	25.84% electric_boltelectric_bolt	27.92%	13.26 %
27 December 2018 MEDIUM smart_toy0.954	$279.07	-36.07%	-12.61%	4.64 %
17 March 2020 bubble_chart HIGH smart_toy0.998	$273.74	64.15% electric_boltelectric_boltelectric_bolt	44.09%	14.5 %
11 January 2022 bubble_chart LOW	$387.80	26.88% electric_boltelectric_bolt	26.38%	16.88 %
28 June 2023 MEDIUM	$442.15	-3.05%	-1.66%	13.79 %
30 January 2024 MEDIUM smart_toy0.964	$373.61	-24.32%	-16.16%	9.51 %
08 October 2024 LOW	$241.78	9.94%	1.81%	8.55 %
09 February 2026 LOW smart_toy0.954	$191.23	-41.51%	schedule -7.36%	6.78 %

The data for Humana Inc (exchange: XNYS symbol: HUM) was last updated 10 Apr 2026 04:55. Data for this stock is available from 04 Jan 2016 - 09 Apr 2026.