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: 8.74%.   Win rate: 95.65%.   Sharpe Ratio: -0.511.   Maximum drawdown: -47.62% on 14 May 2020.
Mean CAGR: 160.44%. Time in market: 1881 days.   Hypothetical return: $1000 would be worth $3211.44 on 15 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 23 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (95.65% * 9.12%) + (4.35% * 0.29%) - (0% * 0%) = 8.74%.
Wins: 22 Breakevens: 1 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

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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
05 June 2026 Mega Dump Lite $ 90.16 36 73 100 93 78 55 schedule schedule schedule schedule schedule
23 March 2026 Mega Dump Lite $ 93.67 46 82 100 89 78 64 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
25 November 2025 Mega Dump Lite $ 93.31 68 68 100 91 83 76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule
22 October 2025 Mega Dump Lite $ 87.97 60 71 100 87 84 71 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
10 April 2025 Mega Dump Lite $ 90.88 93 93 100 73 80 96 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
18 February 2025 Mega Dump Lite $ 88.50 47 67 100 70 81 60 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
13 January 2025 Mega Dump Lite $ 90.34 56 82 100 72 82 70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box
10 December 2024 Mega Dump Lite $ 94.30 65 80 100 70 81 76 select_check_box select_check_box select_check_box select_check_box select_check_box
06 November 2024 Mega Dump Lite $ 101.79 47 61 100 67 82 58 select_check_box select_check_box select_check_box select_check_box select_check_box
16 January 2024 Mega Dump Lite $ 78.35 63 65 100 68 87 69 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
12 December 2023 Mega Dump Lite $ 80.02 46 81 100 72 87 62 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
05 June 2023 Mega Dump Lite $ 71.34 46 70 100 79 90 61 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
20 April 2023 Mega Dump Lite $ 72.21 80 65 100 83 91 80 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 electric_bolt
20 March 2023 Mega Dump Lite $ 64.63 75 80 100 83 84 83 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
28 September 2022 Mega Dump Lite $ 43.80 89 96 100 70 64 96 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
11 July 2022 Mega Dump Lite $ 44.33 90 93 100 68 62 95 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
07 June 2022 Mega Dump Lite $ 47.20 76 89 100 73 65 86 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
04 May 2022 Mega Dump Lite $ 46.84 82 94 100 72 67 91 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
08 March 2021 Mega Dump Lite $ 36.92 43 63 100 62 85 55 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
02 February 2021 Mega Dump Lite $ 32.74 50 54 100 62 88 57 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 electric_boltelectric_bolt
03 December 2020 Mega Dump Lite $ 32.80 70 76 100 60 88 76 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 electric_bolt
30 October 2020 Mega Dump Lite $ 30.53 68 81 100 69 89 77 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
28 September 2020 Mega Dump Lite $ 29.14 67 80 100 69 87 77 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 electric_boltelectric_bolt
13 July 2020 Mega Dump Lite $ 28.54 69 78 100 72 86 77 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 electric_bolt
09 June 2020 Mega Dump Lite $ 34.48 57 63 100 71 87 65 select_check_box select_check_box select_check_box select_check_box select_check_box
08 May 2020 Mega Dump Lite $ 25.54 61 71 100 70 86 70 select_check_box electric_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
06 April 2020 Mega Dump Lite $ 26.52 91 95 100 78 86 96 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
04 March 2020 Mega Dump Lite $ 42.60 55 86 100 95 85 72 select_check_box select_check_box select_check_box select_check_box select_check_box
27 December 2018 Mega Dump Lite $ 26.07 96 97 100 96 100 100 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
19 November 2018 Mega Dump Lite $ 28.25 70 86 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
16 October 2018 Mega Dump Lite $ 27.72 63 75 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 April 2018 Mega Dump Lite $ 26.97 57 56 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt 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.