Chubb Ltd (CB) Daily/Weekly Backtest Results military_tech

Signal:                  
                  [ What are these? | Switch to CB's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 6.86%.   Win rate: 83.82%.   Sharpe Ratio: -19.55.   Maximum drawdown: -39.21% on 23 March 2020.
Mean CAGR: 64.1%. Time in market: 10653 days.   Hypothetical return: $1000 would be worth $1964.40 on 16 May 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 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 68 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (83.82% * 7.98%) + (16.18% * 1.11%) - (0% * 0%) = 6.86%.
Wins: 57 Breakevens: 11 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.

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
12 May 2026   cards_starLOW    account_balanceLOW   Double Seven $ 321.32 schedule schedule schedule schedule schedule
10 April 2026   cards_starLOW    account_balanceLOW   Double Seven $ 330.41 schedule schedule schedule schedule schedule
10 March 2026   cards_starLOW    account_balanceLOW   Double Seven $ 324.30 schedule schedule schedule schedule schedule
06 February 2026   cards_starLOW     Double Seven $ 331.48 schedule schedule schedule schedule schedule
05 January 2026   cards_starLOW     Double Seven $ 311.60 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule schedule
02 December 2025   cards_starLOW     Double Seven $ 293.92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
14 October 2025   cards_starMEDIUM     Double Seven $ 283.98 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
23 June 2025   cards_starLOW     Double Seven $ 286.22 select_check_box select_check_box select_check_box select_check_box schedule
19 May 2025   cards_starLOW     Double Seven $ 294.53 select_check_box select_check_box select_check_box select_check_box select_check_box
15 April 2025   cards_starMEDIUM     Double Seven $ 286.78 select_check_box select_check_box select_check_box select_check_box select_check_box
13 March 2025   cards_starMEDIUM     Double Seven $ 286.24 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
31 January 2025   cards_starLOW     Double Seven $ 272.42 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 December 2024   cards_starLOW     Double Seven $ 275.34 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
26 November 2024   cards_starLOW     Double Seven $ 287.43 select_check_box select_check_box select_check_box select_check_box select_check_box
25 October 2024   cards_starLOW     Double Seven $ 291.30 select_check_box select_check_box select_check_box select_check_box select_check_box
23 September 2024   cards_starLOW     Double Seven $ 291.30 select_check_box select_check_box select_check_box select_check_box select_check_box
20 August 2024   cards_starLOW     Double Seven $ 272.85 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
19 July 2024   cards_starLOW     Double Seven $ 264.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 June 2024   cards_starLOW     Double Seven $ 260.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
14 May 2024   cards_starLOW     Double Seven $ 253.80 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 April 2024   cards_starLOW     Double Seven $ 245.76 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
11 March 2024   cards_starLOW     Double Seven $ 250.92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
06 February 2024   cards_starLOW     Double Seven $ 247.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
05 January 2024   cards_starLOW     Double Seven $ 227.45 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
04 December 2023   cards_starLOW     Double Seven $ 226.65 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
31 October 2023   cards_starLOW     Double Seven $ 213.30 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
27 September 2023   cards_starLOW     Double Seven $ 210.38 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
28 March 2023   cards_starLOW     Double Seven $ 188.84 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
22 February 2023   cards_starLOW     Double Seven $ 209.72 select_check_box select_check_box select_check_box select_check_box select_check_box
18 January 2023   cards_starLOW     Double Seven $ 222.40 select_check_box select_check_box select_check_box select_check_box select_check_box
16 December 2022   cards_starLOW     Double Seven $ 211.51 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
14 November 2022   cards_starLOW     Double Seven $ 205.96 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
15 July 2022   cards_starLOW     Double Seven $ 184.87 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
13 June 2022   cards_starLOW     Double Seven $ 198.16 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
10 May 2022   cards_starLOW     Double Seven $ 205.58 select_check_box select_check_box select_check_box select_check_box select_check_box
07 April 2022   cards_starLOW     Double Seven $ 212.94 select_check_box select_check_box select_check_box select_check_box select_check_box
07 March 2022   cards_starLOW     Double Seven $ 201.00 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
01 February 2022   cards_starLOW     Double Seven $ 198.13 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
31 December 2021   cards_starLOW     Double Seven $ 193.20 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
29 November 2021   cards_starLOW     Double Seven $ 185.64 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 October 2021   cards_starLOW     Double Seven $ 188.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 September 2021   cards_starLOW     Double Seven $ 177.42 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 August 2021   cards_starLOW     Double Seven $ 185.60 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box
19 July 2021   cards_starLOW     Double Seven $ 162.38 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
15 June 2021   cards_starLOW     Double Seven $ 167.69 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
12 May 2021   cards_starLOW     Double Seven $ 166.95 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
26 March 2021   cards_starLOW     Double Seven $ 159.94 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_bolt
22 February 2021   cards_starLOW     Double Seven $ 166.32 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
19 January 2021   cards_starLOW     Double Seven $ 155.20 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
15 December 2020   cards_starMEDIUM     Double Seven $ 153.30 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
30 March 2020   cards_starHIGH     Double Seven $ 111.34 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 select_check_box electric_boltelectric_bolt
25 February 2020   cards_starMEDIUM     Double Seven $ 157.54 select_check_box select_check_box select_check_box select_check_box select_check_box
22 January 2020   cards_starLOW     Double Seven $ 152.28 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
20 December 2019   cards_starLOW     Double Seven $ 154.43 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
18 November 2019   cards_starMEDIUM     Double Seven $ 150.24 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
15 October 2019   cards_starMEDIUM     Double Seven $ 153.64 select_check_box select_check_box select_check_box select_check_box select_check_box
13 September 2019   cards_starMEDIUM     Double Seven $ 156.94 select_check_box select_check_box select_check_box select_check_box select_check_box
12 August 2019   cards_starMEDIUM     Double Seven $ 154.59 select_check_box select_check_box select_check_box select_check_box select_check_box
09 July 2019   cards_starLOW     Double Seven $ 146.23 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box
07 June 2019   cards_starMEDIUM     Double Seven $ 145.82 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
06 May 2019   cards_starMEDIUM     Double Seven $ 141.13 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 April 2019   cards_starMEDIUM     Double Seven $ 137.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
28 February 2019   cards_starLOW     Double Seven $ 129.88 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
25 September 2018   cards_starMEDIUM     Double Seven $ 131.78 select_check_box select_check_box select_check_box select_check_box select_check_box
12 March 2018   cards_starLOW     Double Seven $ 136.70 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2018   cards_starLOW     Double Seven $ 138.42 select_check_box select_check_box select_check_box select_check_box select_check_box
26 December 2017   cards_starLOW     Double Seven $ 137.42 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
21 November 2017   cards_starLOW     Double Seven $ 141.44 select_check_box select_check_box select_check_box select_check_box select_check_box
20 October 2017   cards_starMEDIUM     Double Seven $ 146.36 select_check_box select_check_box select_check_box select_check_box select_check_box
18 September 2017   cards_starMEDIUM     Double Seven $ 135.37 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
15 August 2017   cards_starMEDIUM     Double Seven $ 139.37 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
14 July 2017   cards_starLOW     Double Seven $ 136.48 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
12 June 2017   cards_starMEDIUM     Double Seven $ 137.04 select_check_box select_check_box select_check_box select_check_box select_check_box
09 May 2017   cards_starLOW     Double Seven $ 128.16 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
06 April 2017   cards_starMEDIUM     Double Seven $ 128.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
06 March 2017   cards_starMEDIUM     Double Seven $ 128.59 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
31 January 2017   cards_starMEDIUM     Double Seven $ 122.54 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
28 December 2016   LOW     Double Seven $ 123.45 select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box
21 November 2016   LOW     Double Seven $ 117.85 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 October 2016   LOW     Double Seven $ 116.88 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
16 September 2016   LOW     Double Seven $ 115.17 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
15 August 2016   LOW     Double Seven $ 116.73 select_check_box select_check_box select_check_box select_check_box select_check_box
12 July 2016   LOW     Double Seven $ 120.22 select_check_box select_check_box select_check_box select_check_box select_check_box
08 June 2016   LOW     Double Seven $ 116.20 select_check_box select_check_box select_check_box select_check_box select_check_box
03 May 2016   LOW     Double Seven $ 108.46 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
01 April 2016   LOW     Double Seven $ 109.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
01 March 2016   LOW     Double Seven $ 106.69 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Chubb Ltd (exchange: XNYS symbol: CB) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Dec 2015 - 08 Jun 2026.