Northrop Grumman Corp (NOC) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to NOC's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.68%.   Win rate: 100%.   Sharpe Ratio: 13.143.   Maximum drawdown: -17.13% on 24 December 2018.
Mean CAGR: 95.26%. Time in market: 474 days.   Hypothetical return: $1000 would be worth $1170.50 on 12 October 2023.
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 Northrop Grumman

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 5 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.68%) + (0% * 0%) - (0% * 0%) = 8.68%.
Wins: 5 Breakevens: 0 Losses: 0

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.

Northrop Grumman Analysis

Market sector: Industrials.

External links: Seeking Alpha Research, Zacks Research.

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

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
07 August 2026 Mega Dump Lite 43 67 100 82 82 58 schedule schedule schedule
24 July 2026 Double Bottom 77 85 100 81 82 86 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
06 July 2026 Mega Dump Lite 54 74 100 81 84 68 schedule schedule schedule
25 June 2026 Super Oversold (GD) 51 50 100 80 84 58 schedule schedule schedule
25 June 2026 Super Oversold (26) 51 50 100 80 84 58 schedule schedule schedule
22 June 2026 26 Week Low 48 59 100 80 84 59 schedule schedule schedule
02 June 2026 50 Day Low 38 80 100 80 84 57 schedule schedule schedule
02 June 2026 Super Oversold (RoC) 43 80 100 80 84 61 schedule schedule schedule
01 June 2026 Williams %R (Weekly) 42 65 100 80 84 56 schedule schedule schedule
01 June 2026 Mega Dump Lite 45 65 100 80 84 58 schedule schedule schedule

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
05 October 2023 52 Week Low $ 417.74 51 78 100 58 89 64 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
10 August 2023 52 Week Low $ 426.99 20 70 100 66 90 38 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
09 May 2023 52 Week Low $ 435.34 23 76 100 66 90 42 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
04 December 2018 52 Week Low $ 249.04 65 83 100 84 99 77 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 October 2018 52 Week Low $ 270.33 81 89 100 85 98 89 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt

 

The data for Northrop Grumman Corp (exchange: XNYS symbol: NOC) was last updated 13 Aug 2026 07:30. Data for this stock is available from 02 May 2016 - 12 Aug 2026.