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

Buy indicator:                  
              [ What are these indicators? | Switch to NWN's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 1.46%.   Win rate: 63.64%.   Sharpe Ratio: -4.207.   Maximum drawdown: -36.86% on 21 January 2021.
Mean CAGR: 67.12%. Time in market: 9364 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 33 signal(s) occurring before 04 May 2024 for a 7.5% profit target: (63.64% * 8.57%) + (15.15% * 1.18%) - (21.21% * 19.68%) = 1.46%.
Wins: 21 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 and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
11 May 2026   LOW     smart_toy0.724 Mega Dump Lite $ 50.64 schedule schedule schedule schedule schedule
19 May 2025   MEDIUM     smart_toy0.884 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   MEDIUM     smart_toy0.546 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   MEDIUM     smart_toy0.427 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   MEDIUM     smart_toy0.54 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   MEDIUM     smart_toy0.7 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   MEDIUM     smart_toy0.751 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   MEDIUM     smart_toy0.868 Mega Dump Lite $ 38.55 select_check_box select_check_box select_check_box select_check_box select_check_box
07 November 2023   HIGH   FIRE SALE   smart_toy0.904 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   HIGH     smart_toy0.816 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   HIGH     smart_toy0.647 Mega Dump Lite $ 40.64 select_check_box select_check_box select_check_box select_check_box select_check_box
21 June 2023   HIGH     smart_toy0.898 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   HIGH     smart_toy0.821 Mega Dump Lite $ 42.96 select_check_box select_check_box select_check_box select_check_box select_check_box
20 March 2023   MEDIUM     smart_toy0.813 Mega Dump Lite $ 47.60 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 February 2023   MEDIUM     smart_toy0.619 Mega Dump Lite $ 48.46 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 November 2022   HIGH     smart_toy0.76 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   HIGH   FIRE SALE   smart_toy0.981 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   HIGH     smart_toy0.757 Mega Dump Lite $ 47.96 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
24 June 2022   HIGH   FIRE SALE   smart_toy0.94 Mega Dump Lite $ 52.30 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 May 2022   HIGH     smart_toy0.913 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   HIGH     smart_toy0.738 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   MEDIUM     smart_toy0.441 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   MEDIUM     smart_toy0.474 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   MEDIUM     smart_toy0.833 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   MEDIUM     smart_toy0.896 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   MEDIUM     smart_toy0.824 Mega Dump Lite $ 50.70 select_check_box select_check_box select_check_box select_check_box select_check_box
14 July 2020   MEDIUM     smart_toy0.598 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   MEDIUM   FIRE SALE   smart_toy0.86 Mega Dump Lite $ 58.34 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
11 May 2020   MEDIUM     smart_toy0.814 Mega Dump Lite $ 63.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 April 2020   MEDIUM   FIRE SALE   smart_toy0.976 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   HIGH     smart_toy0.747 Mega Dump Lite $ 67.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 November 2019   MEDIUM     smart_toy0.85 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   MEDIUM     smart_toy0.806 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   HIGH   FIRE SALE   smart_toy0.95 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   MEDIUM     smart_toy0.698 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   MEDIUM     smart_toy0.574 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   MEDIUM     smart_toy0.768 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   LOW     smart_toy0.462 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 12 May 2026 00:00. Data for this stock is available from 01 Sep 2015 - 11 May 2026.