Northwest Natural Holding Company (NWN) Daily/Weekly Backtest Results crown

Signal:                  
                  [ What are these? | Switch to NWN's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.33%.   Win rate: 76.92%.   Sharpe Ratio: -1.236.   Maximum drawdown: -17.97% on 21 June 2024.
Mean CAGR: 125.29%. Time in market: 2111 days.   Hypothetical return: $1000 would be worth $1878.05 on 12 July 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 Northwest Natural

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 13 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (76.92% * 8.83%) + (23.08% * 2.32%) - (0% * 0%) = 7.33%.
Wins: 10 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.

Northwest Natural 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.

 

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%.

Signal Date, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
18 June 2024   smart_toyMEDIUM (83)    electrical_servicesLOW   52 Week Low $ 35.14 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
06 February 2024   smart_toyMEDIUM (84)    electrical_servicesLOW   52 Week Low $ 35.76 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
31 October 2023   smart_toyHIGH (90)    electrical_servicesLOW   52 Week Low $ 36.48 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
27 September 2023   smart_toyHIGH (91)    electrical_servicesLOW   52 Week Low $ 38.54 select_check_box select_check_box select_check_box select_check_box select_check_box
08 August 2023   smart_toyMEDIUM (80)    electrical_servicesLOW   52 Week Low $ 41.12 select_check_box select_check_box select_check_box select_check_box select_check_box
16 May 2023   smart_toyMEDIUM (89)    electrical_servicesLOW   52 Week Low $ 42.84 select_check_box select_check_box select_check_box select_check_box select_check_box
07 October 2022   smart_toyHIGH (98)     52 Week Low $ 42.95 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
11 January 2021   smart_toyLOW (50)     52 Week Low $ 43.70 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
29 September 2020   smart_toyLOW (78)     52 Week Low $ 43.92 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 select_check_box electric_bolt
27 August 2020   smart_toyLOW (75)     52 Week Low $ 51.15 select_check_box select_check_box select_check_box select_check_box select_check_box
09 July 2020   smart_toyMEDIUM (84)     52 Week Low $ 51.68 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
12 March 2020   smart_toyHIGH (98)     52 Week Low $ 56.32 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
06 February 2018   smart_toyMEDIUM (87)     52 Week Low $ 50.91 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

 

The data for Northwest Natural Holding Company (exchange: XNYS symbol: NWN) was last updated 01 Jul 2026 07:45. Data for this stock is available from 01 Sep 2015 - 30 Jun 2026.