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 05 August 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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
12 June 2026 Mega Dump Lite 67 78 63 81 61 78 schedule schedule schedule
01 June 2026 Double Seven 63 79 63 81 61 76 schedule schedule schedule
29 May 2026 Williams %R (Weekly) 79 87 63 81 61 88 schedule schedule schedule
11 May 2026 Mega Dump Lite 63 92 63 79 61 79 schedule schedule schedule
07 May 2026 50 Day Low 57 90 63 79 61 74 schedule schedule schedule
06 May 2026 Gap Down 47 91 63 79 61 67 schedule schedule schedule
28 April 2026 Double Seven 67 92 63 79 61 82 schedule schedule schedule
27 March 2026 Double Seven 58 93 64 78 60 76 select_check_box electric_boltelectric_bolt schedule schedule
20 March 2026 Gap Down 65 94 64 78 64 80 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
23 February 2026 Double Seven 41 81 62 78 66 59 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt

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%
18 June 2024 52 Week Low $ 35.14 83 90 83 58 77 88 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 52 Week Low $ 35.76 84 77 83 46 80 82 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 52 Week Low $ 36.48 90 90 84 54 84 91 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 52 Week Low $ 38.54 91 92 84 62 86 93 select_check_box select_check_box select_check_box select_check_box select_check_box
08 August 2023 52 Week Low $ 41.12 80 89 83 71 87 87 select_check_box select_check_box select_check_box select_check_box select_check_box
16 May 2023 52 Week Low $ 42.84 89 90 83 75 88 93 select_check_box select_check_box select_check_box select_check_box select_check_box
07 October 2022 52 Week Low $ 42.95 98 91 42 66 60 99 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 52 Week Low $ 43.70 50 71 100 70 92 63 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 52 Week Low $ 43.92 78 91 100 69 85 86 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 52 Week Low $ 51.15 75 80 100 70 84 82 select_check_box select_check_box select_check_box select_check_box select_check_box
09 July 2020 52 Week Low $ 51.68 84 95 100 72 84 92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
12 March 2020 52 Week Low $ 56.32 98 93 100 73 84 99 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 52 Week Low $ 50.91 87 83 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 13 Aug 2026 07:30. Data for this stock is available from 01 Sep 2015 - 12 Aug 2026.