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: 5.75%.   Win rate: 50.0%.   Sharpe Ratio: -0.253.   Maximum drawdown: -8.92% on 05 October 2023.
Mean CAGR: 151.89%. Time in market: 1140 days.   Hypothetical return: $1000 would be worth $1124.18 on 28 March 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 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 6 signal(s) occurring before 17 July 2024 for a 7.5% profit target: (50.0% * 7.68%) + (50.0% * 3.83%) - (0% * 0%) = 5.75%.
Wins: 3 Breakevens: 3 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 Score Performance
5% 6% 7.5%
24 July 2026 Double Bottom   smart_toyLOW (77)    factoryLOW   schedule schedule schedule
06 July 2026 Mega Dump Lite   smart_toyLOW (54)    factoryLOW   schedule schedule schedule
25 June 2026 Super Oversold (26)   smart_toyLOW (51)    factoryLOW   schedule schedule schedule
25 June 2026 Super Oversold (GD)   smart_toyLOW (51)    factoryLOW   schedule schedule schedule
22 June 2026 26 Week Low   smart_toyLOW (48)    factoryLOW   schedule schedule schedule
02 June 2026 50 Day Low   smart_toyLOW (38)    factoryLOW   schedule schedule schedule
02 June 2026 Super Oversold (RoC)   smart_toyLOW (43)    factoryLOW   schedule schedule schedule
01 June 2026 Mega Dump Lite   smart_toyLOW (45)    factoryLOW   schedule schedule schedule
01 June 2026 Gap Down   smart_toyLOW (36)    factoryLOW   schedule schedule schedule
01 June 2026 Williams %R (Weekly)   smart_toyLOW (42)    factoryLOW   schedule schedule schedule

Double Bottom Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Bottom 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%
24 July 2026   smart_toyLOW (77)    factoryLOW   Double Bottom $ 538.87 schedule schedule schedule schedule schedule
16 June 2025   smart_toyLOW (44)    factoryLOW   Double Bottom $ 504.16 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
16 June 2025   smart_toyLOW (44)    factoryLOW   Double Bottom $ 504.16 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
16 June 2025   smart_toyLOW (44)    factoryLOW   Double Bottom $ 504.16 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
28 March 2023   smart_toyHIGH (91)     Double Bottom $ 458.66 select_check_box select_check_box select_check_box select_check_box select_check_box
28 March 2023   smart_toyHIGH (91)     Double Bottom $ 458.66 select_check_box select_check_box select_check_box select_check_box select_check_box
28 March 2023   smart_toyHIGH (91)     Double Bottom $ 458.66 select_check_box select_check_box select_check_box select_check_box select_check_box
19 October 2022   smart_toyLOW (78)     sirenFIRE SALE Double Bottom $ 507.88 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
19 October 2022   smart_toyLOW (78)     sirenFIRE SALE Double Bottom $ 507.88 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
19 October 2022   smart_toyLOW (78)     sirenFIRE SALE Double Bottom $ 507.88 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

 

The data for Northrop Grumman Corp (exchange: XNYS symbol: NOC) was last updated 27 Jul 2026 07:54. Data for this stock is available from 02 May 2016 - 24 Jul 2026.