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: 8.98%. Win rate: 100%. Sharpe Ratio: 3.065. Maximum drawdown: -19.93% on 25 September 2020.
Mean CAGR: 156.71%. Time in market: 680 days. Hypothetical return: $1000 would be worth $2212.94 on 10 September 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 12 signal(s) occurring before 31 July 2024 for a 7.5% profit target: (100% * 8.98%) + (0% * 0%) - (0% * 0%) = 8.98%.
Wins: 12 Breakevens: 0 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.

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

Gap Up Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Gap Up 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%
07 November 2024	Gap Up	$ 279.44	62	81	100	52	83	71	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
17 May 2024	Gap Up	$ 270.84	47	59	100	59	86	57	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
27 July 2023	Gap Up	$ 206.76	52	81	100	68	91	67	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt
27 October 2022	Gap Up	$ 206.88	94	95	100	57	69	96	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
10 November 2020	Gap Up	$ 149.66	88	86	100	63	85	90	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
29 October 2020	Gap Up	$ 130.66	68	91	100	69	84	80	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
15 June 2020	Gap Up	$ 125.28	66	79	100	72	80	76	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 electric_bolt
08 June 2020	Gap Up	$ 141.44	79	73	100	71	80	82	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
19 May 2020	Gap Up	$ 103.30	82	78	100	69	82	85	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
08 April 2020	Gap Up	$ 113.64	94	95	100	81	88	98	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
07 April 2020	Gap Up	$ 114.69	96	96	100	81	88	99	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	select_check_box electric_boltelectric_bolt
25 March 2020	Gap Up	$ 101.74	97	94	100	81	93	100	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
16 March 2020	Gap Up	$ 103.80	96	97	100	81	90	100	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

The data for Chubb Ltd (exchange: XNYS symbol: CB) was last updated 10 Aug 2026 07:55. Data for this stock is available from 01 Dec 2015 - 07 Aug 2026.