Chubb Ltd (CB) Daily/Weekly Backtest Results military_tech

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to CB's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: 8.39%. Win rate: 100%. Sharpe Ratio: 14.83. Maximum drawdown: -19.84% on 23 March 2020.
Mean CAGR: 96.91%. Time in market: 295 days. Hypothetical return: $1000 would be worth $1279.50 on 04 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 Chubb

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 4 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.39%) + (0% * 0%) - (0% * 0%) = 8.39%.
Wins: 4 Breakevens: 0 Losses: 0

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.

Chubb 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%
22 July 2026	Gap Down	46	58	100	75	77	57	schedule	schedule	schedule
15 June 2026	Double Seven	64	56	100	75	78	68	schedule	schedule	schedule
03 June 2026	Oversold Rebound	50	88	100	75	78	68	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	schedule
28 May 2026	Williams %R (Weekly)	50	76	100	75	78	65	schedule	schedule	schedule
12 May 2026	Double Seven	49	86	100	74	78	66	schedule	schedule	schedule
07 May 2026	50 Day Low	47	81	100	74	78	64	schedule	schedule	schedule
10 April 2026	Double Seven	43	72	100	73	78	59	schedule	schedule	schedule
10 March 2026	Double Seven	55	75	100	73	81	68	select_check_box	schedule	schedule
06 February 2026	Double Seven	62	58	100	74	83	67	schedule	schedule	schedule
05 January 2026	Double Seven	67	44	100	74	85	64	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt

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%
12 March 2020	52 Week Low	$ 119.46	97	97	100	82	96	100	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
24 October 2018	52 Week Low	$ 118.76	92	85	100	84	98	94	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
15 June 2018	52 Week Low	$ 124.76	79	59	100	95	100	78	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
03 May 2018	52 Week Low	$ 125.31	81	74	100	90	100	84	select_check_box	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box

The data for Chubb Ltd (exchange: XNYS symbol: CB) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Dec 2015 - 12 Aug 2026.