Arch Capital Group Ltd (ACGL) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to ACGL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.81%.   Win rate: 100%.   Sharpe Ratio: 3.554.   Maximum drawdown: -30.11% on 14 May 2020.
Mean CAGR: 105.87%. Time in market: 573 days.   Hypothetical return: $1000 would be worth $1276.13 on 05 June 2020.
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 Arch Capital Group

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 6 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.81%) + (0% * 0%) - (0% * 0%) = 8.81%.
Wins: 6 Breakevens: 0 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.

Arch Capital Group Analysis

Market sector: Financials.

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%
15 July 2026 Gap Down 50 61 100 93 78 62 schedule schedule schedule
05 June 2026 Mega Dump Lite 36 73 100 93 78 55 schedule schedule schedule
04 June 2026 Oversold Rebound 35 86 100 93 78 57 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
29 May 2026 26 Week Low 38 81 100 93 78 58 schedule schedule schedule
28 May 2026 50 Day Low 34 71 100 93 78 52 schedule schedule schedule
27 May 2026 Williams %R (Weekly) 29 78 100 93 78 50 schedule schedule schedule
19 May 2026 Double Seven 36 87 100 90 78 57 schedule schedule schedule
18 May 2026 Double Seven 42 81 100 90 78 61 schedule schedule schedule
29 April 2026 Gap Down 30 76 100 90 78 49 schedule schedule schedule
16 April 2026 Double Seven 42 69 100 89 78 58 schedule schedule schedule

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%
29 October 2025 52 Week Low $ 85.22 36 59 100 89 84 51 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
31 July 2025 52 Week Low $ 85.70 34 82 100 80 78 54 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
07 April 2025 52 Week Low $ 85.92 86 92 100 73 80 92 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
24 April 2020 52 Week Low $ 24.09 85 88 100 70 86 90 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_boltelectric_boltelectric_bolt
12 March 2020 52 Week Low $ 31.92 95 96 100 79 84 99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 December 2018 52 Week Low $ 25.72 99 97 100 97 100 100 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
03 May 2018 52 Week Low $ 26.10 64 72 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
13 March 2018 52 Week Low $ 28.52 38 73 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2018 52 Week Low $ 28.89 50 68 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Arch Capital Group Ltd (exchange: XNAS symbol: ACGL) was last updated 13 Aug 2026 08:56. Data for this stock is available from 01 Jun 2016 - 12 Aug 2026.