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: 1.68%.   Win rate: 64.71%.   Sharpe Ratio: -4.249.   Maximum drawdown: -36.86% on 21 January 2021.
Mean CAGR: 67.86%. Time in market: 9412 days.   Hypothetical return: $1000 would be worth $1158.28 on 17 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 34 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (64.71% * 8.59%) + (14.71% * 1.18%) - (20.59% * 19.68%) = 1.68%.
Wins: 22 Breakevens: 5 Losses: 7

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.

 

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%.

Signal Date, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
12 June 2026   smart_toyLOW (67)    electrical_servicesHIGH   Mega Dump Lite $ 49.66 schedule schedule schedule schedule schedule
11 May 2026   smart_toyLOW (63)    electrical_servicesLOW   Mega Dump Lite $ 50.64 schedule schedule schedule schedule schedule
19 May 2025   smart_toyLOW (76)    electrical_servicesHIGH   Mega Dump Lite $ 41.25 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
24 December 2024   smart_toyLOW (78)    electrical_servicesLOW   Mega Dump Lite $ 39.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 July 2024   smart_toyLOW (71)    electrical_servicesLOW   Mega Dump Lite $ 35.90 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_bolt
30 May 2024   smart_toyLOW (74)    electrical_servicesLOW   Mega Dump Lite $ 36.44 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
15 March 2024   smart_toyLOW (71)    electrical_servicesLOW   Mega Dump Lite $ 36.30 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
12 February 2024   smart_toyMEDIUM (82)    electrical_servicesLOW   Mega Dump Lite $ 35.93 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_bolt select_check_box electric_bolt
11 December 2023   smart_toyLOW (72)    electrical_servicesLOW   Mega Dump Lite $ 38.55 select_check_box select_check_box select_check_box select_check_box select_check_box
07 November 2023   smart_toyMEDIUM (81)    electrical_servicesLOW   sirenFIRE SALE Mega Dump Lite $ 37.65 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
05 October 2023   smart_toyHIGH (90)    electrical_servicesLOW   Mega Dump Lite $ 37.96 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
18 August 2023   smart_toyMEDIUM (86)    electrical_servicesLOW   Mega Dump Lite $ 40.64 select_check_box select_check_box select_check_box select_check_box select_check_box
21 June 2023   smart_toyMEDIUM (83)    electrical_servicesLOW   Mega Dump Lite $ 42.25 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
19 May 2023   smart_toyMEDIUM (89)    electrical_servicesLOW   Mega Dump Lite $ 42.96 select_check_box select_check_box select_check_box select_check_box select_check_box
20 March 2023   smart_toyHIGH (91)    electrical_servicesLOW   Mega Dump Lite $ 47.60 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 February 2023   smart_toyMEDIUM (83)    electrical_servicesLOW   Mega Dump Lite $ 48.46 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 November 2022   smart_toyMEDIUM (89)    electrical_servicesLOW   Mega Dump Lite $ 47.14 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
10 October 2022   smart_toyHIGH (97)     sirenFIRE SALE Mega Dump Lite $ 42.88 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
06 September 2022   smart_toyHIGH (90)     Mega Dump Lite $ 47.96 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
24 June 2022   smart_toyHIGH (95)     sirenFIRE SALE Mega Dump Lite $ 52.30 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 May 2022   smart_toyMEDIUM (89)     Mega Dump Lite $ 52.44 select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 April 2022   smart_toyMEDIUM (86)     Mega Dump Lite $ 50.63 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
30 September 2021   smart_toyMEDIUM (81)     Mega Dump Lite $ 46.46 select_check_box select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
29 January 2021   smart_toyLOW (57)     Mega Dump Lite $ 45.51 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
28 December 2020   smart_toyLOW (77)     Mega Dump Lite $ 46.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
06 October 2020   smart_toyLOW (76)     Mega Dump Lite $ 46.14 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
04 September 2020   smart_toyMEDIUM (82)     Mega Dump Lite $ 50.70 select_check_box select_check_box select_check_box select_check_box select_check_box
14 July 2020   smart_toyMEDIUM (84)     Mega Dump Lite $ 52.34 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
12 June 2020   smart_toyMEDIUM (86)     sirenFIRE SALE Mega Dump Lite $ 58.34 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 May 2020   smart_toyHIGH (90)     Mega Dump Lite $ 63.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 April 2020   smart_toyHIGH (92)     sirenFIRE SALE Mega Dump Lite $ 60.44 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
05 March 2020   smart_toyMEDIUM (81)     Mega Dump Lite $ 67.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 November 2019   smart_toyLOW (76)     Mega Dump Lite $ 64.39 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
01 February 2019   smart_toyMEDIUM (80)     Mega Dump Lite $ 59.78 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
31 December 2018   smart_toyHIGH (96)     sirenFIRE SALE Mega Dump Lite $ 57.87 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
30 January 2018   smart_toyLOW (69)     Mega Dump Lite $ 53.70 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
28 December 2017   smart_toyMEDIUM (84)     Mega Dump Lite $ 55.26 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
11 November 2016   smart_toyMEDIUM (86)     Mega Dump Lite $ 48.98 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
10 October 2016   smart_toyLOW (73)     Mega Dump Lite $ 51.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box

 

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.