National Fuel Gas Company (NFG) Daily/Weekly Backtest Results crown

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

Expectancy: 4.65%.   Win rate: 71.43%.   Sharpe Ratio: -1.502.   Maximum drawdown: -34.79% on 06 February 2024.
Mean CAGR: 96.03%. Time in market: 3009 days.   Hypothetical return: $1000 would be worth $1263.38 on 13 June 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 National Fuel Gas

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 14 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (71.43% * 8.33%) + (21.43% * 1.19%) - (7.14% * 21.68%) = 4.65%.
Wins: 10 Breakevens: 3 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.

National Fuel Gas 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.

 

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 Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
30 April 2026   LOW   smart_toy0.618   Gap Down $ 85.80 schedule schedule schedule schedule schedule
04 April 2025   MEDIUM   smart_toy0.953   Gap Down $ 74.94 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
07 November 2024   HIGH   smart_toy0.808   Gap Down $ 59.84 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_boltelectric_bolt
01 May 2023   HIGH   smart_toy0.552   Gap Down $ 53.91 select_check_box select_check_box select_check_box select_check_box select_check_box
03 January 2023   MEDIUM   smart_toy0.93   Gap Down $ 61.70 select_check_box select_check_box select_check_box select_check_box select_check_box
13 June 2022   HIGH   smart_toy0.72   Gap Down $ 70.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 May 2022   HIGH   smart_toy0.942   Gap Down $ 68.28 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
28 October 2020   MEDIUM   smart_toy0.831   Gap Down $ 40.30 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
01 April 2020   MEDIUM   smart_toy0.979   Gap Down $ 35.34 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
25 February 2020   MEDIUM   smart_toy0.399   Gap Down $ 40.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 December 2018   HIGH   smart_toy0.934   Gap Down $ 48.59 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
02 November 2018   HIGH   smart_toy0.879   Gap Down $ 49.42 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
02 February 2018   MEDIUM   smart_toy0.761   Gap Down $ 48.63 select_check_box select_check_box select_check_box select_check_box select_check_box
10 April 2017   MEDIUM   smart_toy0.706   Gap Down $ 50.24 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
09 September 2016   LOW   smart_toy0.773   Gap Down $ 50.07 select_check_box select_check_box select_check_box select_check_box select_check_box
25 January 2016   LOW   smart_toy0.999   Gap Down $ 36.90 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
06 November 2015   LOW   smart_toy0.857   Gap Down $ 43.39 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for National Fuel Gas Company (exchange: XNYS symbol: NFG) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Sep 2015 - 15 May 2026.