Old Republic International Corp (ORI) Daily/Weekly Backtest Results

Buy indicator:                
              [ What are these indicators? | Switch to ORI's monthly backtests ]
Fixed profit target:               -or-  
Expectancy: 5.02%.   Win rate: 86.67%.   Sharpe Ratio: -2.323.   Maximum drawdown: 44.46% on 23 March 2020.
Mean CAGR: 116.87%. Time in market: 1525 days.   Hypothetical return: $1000 would be worth $1844.19 on 28 March 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 Old Republic International

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 15 signal(s) occurring before 25 February 2024 for a 5% profit target: (86.67% * 5.56%) + (13.33% * 1.54%) - (0% * 0%) = 5.02%.
Wins: 13 Breakevens: 2 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.

Old Republic International 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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
02 January 2026 bubble_chart $ 43.06 schedule schedule schedule schedule schedule
16 October 2025 bubble_chart $ 41.65 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
25 January 2024 $ 28.96 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 August 2022 bubble_chart $ 22.00 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
14 September 2021 bubble_chart $ 23.48 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
25 February 2021 $ 20.10 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_bolt
04 January 2021 $ 18.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
10 June 2020 $ 17.57 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
06 May 2020 $ 14.44 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
01 April 2020 $ 14.37 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
25 February 2020 $ 21.75 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2019 $ 22.66 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2019 bubble_chart $ 19.15 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
11 October 2018 bubble_chart $ 18.61 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
05 September 2017 bubble_chart $ 15.34 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 July 2017 bubble_chart $ 15.83 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 October 2016 $ 13.88 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt

 

The data for Old Republic International Corp (exchange: XNYS symbol: ORI) was last updated 04 Mar 2026 07:46. Data for this stock is available from 01 Dec 2015 - 03 Mar 2026.