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: 7.15%.   Win rate: 85.00%.   Sharpe Ratio: -2.223.   Maximum drawdown: -45.35% on 14 May 2020.
Mean CAGR: 124.84%. Time in market: 2483 days.   Hypothetical return: $1000 would be worth $2222.20 on 21 August 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 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 20 signal(s) occurring before 29 July 2024 for a 7.5% profit target: (85.00% * 8.31%) + (15.00% * 0.61%) - (0% * 0%) = 7.15%.
Wins: 17 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.

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

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day 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%
28 May 2026 50 Day Low $ 90.80 34 71 100 93 78 52 schedule schedule schedule schedule schedule
16 October 2025 50 Day Low $ 87.28 70 77 100 80 82 79 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
03 July 2025 50 Day Low $ 89.04 39 61 100 82 78 53 select_check_box electric_bolt select_check_box select_check_box select_check_box schedule
07 April 2025 50 Day Low $ 85.92 90 92 100 73 80 94 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
12 February 2025 50 Day Low $ 88.34 44 67 100 70 81 58 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
10 December 2024 50 Day Low $ 94.30 68 80 100 70 81 77 select_check_box select_check_box select_check_box select_check_box select_check_box
31 October 2024 50 Day Low $ 100.34 55 73 100 68 82 67 select_check_box select_check_box select_check_box select_check_box select_check_box
22 July 2024 50 Day Low $ 96.35 41 81 100 76 83 59 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
14 December 2023 50 Day Low $ 76.32 49 82 100 72 87 65 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
26 September 2022 50 Day Low $ 42.23 89 86 100 70 64 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_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
10 June 2022 50 Day Low $ 45.14 77 87 100 73 65 86 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
01 October 2021 50 Day Low $ 38.16 61 89 100 74 82 75 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
17 June 2021 50 Day Low $ 38.94 41 54 100 64 86 51 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
27 January 2021 50 Day Low $ 32.14 49 43 100 67 88 53 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_bolt
23 September 2020 50 Day Low $ 28.50 57 89 100 69 87 72 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_bolt
24 April 2020 50 Day Low $ 24.09 71 88 100 70 86 81 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
28 February 2020 50 Day Low $ 40.82 82 81 100 94 85 88 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2018 50 Day Low $ 26.13 94 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
04 October 2018 50 Day Low $ 29.08 34 78 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
03 May 2018 50 Day Low $ 26.10 47 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 50 Day Low $ 28.52 42 73 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2018 50 Day Low $ 28.89 70 68 select_check_box select_check_box select_check_box select_check_box select_check_box
03 January 2018 50 Day Low $ 29.46 50 80 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
01 December 2017 50 Day Low $ 31.58 55 84 select_check_box select_check_box select_check_box select_check_box select_check_box
08 September 2017 50 Day Low $ 30.92 67 42 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 select_check_box
09 June 2017 50 Day Low $ 30.87 52 46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 November 2016 50 Day Low $ 25.70 71 87 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

 

The data for Arch Capital Group Ltd (exchange: XNAS symbol: ACGL) was last updated 06 Aug 2026 07:13. Data for this stock is available from 01 Jun 2016 - 05 Aug 2026.