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:           Threshold:         [ What are these scores? ]
Expectancy: 7.12%.   Win rate: 84.21%.   Sharpe Ratio: -2.127.   Maximum drawdown: -45.35% on 14 May 2020.
Mean CAGR: 123.5%. Time in market: 2453 days.   Hypothetical return: $1000 would be worth $2060.65 on 02 February 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 19 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (84.21% * 8.34%) + (15.79% * 0.61%) - (0% * 0%) = 7.12%.
Wins: 16 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.

 

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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
16 October 2025   LOW   smart_toy0.854  factory0.679   50 Day Low $ 87.28 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   LOW   smart_toy0.578  factory0.323   50 Day Low $ 89.04 select_check_box electric_bolt select_check_box select_check_box select_check_box schedule
07 April 2025   MEDIUM   smart_toy0.922  factory0.708   FIRE SALE 50 Day Low $ 85.92 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
12 February 2025   LOW   smart_toy0.839  factory0.573   50 Day Low $ 88.34 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   LOW   smart_toy0.795  factory0.646   50 Day Low $ 94.30 select_check_box select_check_box select_check_box select_check_box select_check_box
31 October 2024   LOW   smart_toy0.805  factory0.62   50 Day Low $ 100.34 select_check_box select_check_box select_check_box select_check_box select_check_box
22 July 2024   LOW   smart_toy0.687  factory0.58   50 Day Low $ 96.35 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   LOW   smart_toy0.685  factory0.641   50 Day Low $ 76.32 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   LOW   smart_toy0.975  factory0.898   FIRE SALE 50 Day Low $ 42.23 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   LOW   smart_toy0.962  factory0.854   50 Day Low $ 45.14 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
01 October 2021   LOW   smart_toy0.652  factory0.648   50 Day Low $ 38.16 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   LOW   smart_toy0.859  factory0.491   50 Day Low $ 38.94 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   LOW   smart_toy0.772  factory0.411   50 Day Low $ 32.14 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   LOW   smart_toy0.691  factory0.776   50 Day Low $ 28.50 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   HIGH   smart_toy0.87  factory0.833   FIRE SALE 50 Day Low $ 24.09 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   LOW   smart_toy0.709  factory0.864   50 Day Low $ 40.82 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2018   LOW   smart_toy0.978  factory0.915   FIRE SALE 50 Day Low $ 26.13 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   LOW   smart_toy0.67  factory0.642   50 Day Low $ 29.08 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
03 May 2018   LOW   smart_toy0.514  factory0.544   50 Day Low $ 26.10 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   LOW   smart_toy0.522  factory0.507   50 Day Low $ 28.52 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2018   LOW   smart_toy0.819  factory0.54   FIRE SALE 50 Day Low $ 28.89 select_check_box select_check_box select_check_box select_check_box select_check_box
03 January 2018   LOW   smart_toy0.797  factory0.515   50 Day Low $ 29.46 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
01 December 2017   LOW   smart_toy0.862  factory0.619   50 Day Low $ 31.58 select_check_box select_check_box select_check_box select_check_box select_check_box
08 September 2017   LOW   smart_toy0.896  factory0.483   50 Day Low $ 30.92 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   LOW   smart_toy0.824  factory0.512   50 Day Low $ 30.87 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   LOW   smart_toy0.78  factory0.745   50 Day Low $ 25.70 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 30 May 2026 15:00. Data for this stock is available from 01 Jun 2016 - 29 May 2026.