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: 6.58%.   Win rate: 77.78%.   Sharpe Ratio: -7.218.   Maximum drawdown: -31.70% on 24 December 2018.
Mean CAGR: 76.2%. Time in market: 5076 days.   Hypothetical return: $1000 would be worth $1758.80 on 27 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 27 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (77.78% * 8.07%) + (22.22% * 1.33%) - (0% * 0%) = 6.58%.
Wins: 21 Breakevens: 6 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 (26) 51 50 100 80 84 58 schedule schedule schedule
25 June 2026 Super Oversold (GD) 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 Super Oversold (RoC) 43 80 100 80 84 61 schedule schedule schedule
02 June 2026 50 Day Low 38 80 100 80 84 57 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

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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%
07 August 2026 Mega Dump Lite $ 569.19 43 67 100 82 82 58 schedule schedule schedule schedule schedule
06 July 2026 Mega Dump Lite $ 547.38 54 74 100 81 84 68 schedule schedule schedule schedule schedule
01 June 2026 Mega Dump Lite $ 549.58 45 65 100 80 84 58 schedule schedule schedule schedule schedule
28 April 2026 Mega Dump Lite $ 579.89 49 81 100 79 84 65 schedule schedule schedule schedule schedule
27 March 2026 Mega Dump Lite $ 685.63 50 84 100 78 84 67 schedule schedule schedule schedule schedule
18 November 2025 Mega Dump Lite $ 565.88 63 74 100 82 89 73 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
30 May 2025 Mega Dump Lite $ 481.23 55 46 100 62 81 57 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
28 April 2025 Mega Dump Lite $ 479.43 91 89 100 62 80 93 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
24 February 2025 Mega Dump Lite $ 450.08 58 79 100 59 81 69 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_bolt
24 December 2024 Mega Dump Lite $ 468.89 77 96 100 57 82 85 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
21 November 2024 Mega Dump Lite $ 495.16 68 92 100 58 82 79 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
18 June 2024 Mega Dump Lite $ 428.06 46 77 100 58 85 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_boltelectric_bolt
04 March 2024 Mega Dump Lite $ 458.04 46 82 100 76 85 63 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
30 January 2024 Mega Dump Lite $ 441.45 58 82 100 49 87 69 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
16 May 2023 Mega Dump Lite $ 430.57 75 73 100 66 90 79 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box
24 February 2023 Mega Dump Lite $ 471.78 65 65 100 60 67 70 select_check_box select_check_box select_check_box select_check_box select_check_box
23 January 2023 Mega Dump Lite $ 451.42 73 78 100 60 67 79 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
17 November 2022 Mega Dump Lite $ 511.90 64 91 100 63 70 77 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
22 June 2022 Mega Dump Lite $ 456.42 83 95 100 71 68 91 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
08 April 2022 Mega Dump Lite $ 468.21 58 79 100 71 71 71 select_check_box select_check_box select_check_box select_check_box select_check_box
08 March 2022 Mega Dump Lite $ 462.68 59 92 100 61 72 74 select_check_box select_check_box select_check_box select_check_box select_check_box
04 February 2022 Mega Dump Lite $ 371.02 59 77 100 61 72 70 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_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
07 December 2021 Mega Dump Lite $ 362.90 58 85 100 60 72 71 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_boltelectric_bolt
05 November 2021 Mega Dump Lite $ 362.68 53 93 100 72 72 71 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
09 November 2020 Mega Dump Lite $ 308.14 72 89 100 54 74 80 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
06 October 2020 Mega Dump Lite $ 314.65 45 91 100 56 68 63 select_check_box select_check_box select_check_box select_check_box select_check_box
13 July 2020 Mega Dump Lite $ 293.38 58 80 100 90 62 73 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_boltelectric_bolt select_check_box electric_bolt
09 June 2020 Mega Dump Lite $ 344.70 41 66 100 90 79 56 select_check_box select_check_box select_check_box select_check_box select_check_box
07 May 2020 Mega Dump Lite $ 324.15 48 85 100 86 100 66 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
03 April 2020 Mega Dump Lite $ 312.40 92 96 100 87 100 98 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
03 March 2020 Mega Dump Lite $ 331.25 56 76 100 89 99 70 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
07 January 2019 Mega Dump Lite $ 242.88 90 96 100 80 98 96 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_boltelectric_bolt select_check_box electric_bolt
04 December 2018 Mega Dump Lite $ 249.04 61 83 100 84 99 74 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
01 November 2018 Mega Dump Lite $ 260.81 60 67 100 85 98 69 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
13 August 2018 Mega Dump Lite $ 282.34 33 73 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
10 July 2018 Mega Dump Lite $ 304.42 27 65 select_check_box select_check_box select_check_box select_check_box select_check_box
08 June 2018 Mega Dump Lite $ 328.01 24 59 select_check_box select_check_box select_check_box select_check_box select_check_box
07 May 2018 Mega Dump Lite $ 305.19 54 70 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box

 

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.