RLI Corp (RLI) Daily/Weekly Backtest Results crown

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 RLI'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: 8.84%. Win rate: 100%. Sharpe Ratio: 14.436. Maximum drawdown: -4.28% on 08 November 2016.
Mean CAGR: 267.87%. Time in market: 79 days. Hypothetical return: $1000 would be worth $1403.23 on 15 March 2022.
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 RLI

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% * 8.84%) + (0% * 0%) - (0% * 0%) = 8.84%.
Wins: 4 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.

RLI 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	67	61	100	88	85	72	schedule	schedule	schedule
30 June 2026	Collapsed Bubble	81	61	100	88	85	80	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
17 June 2026	Collapsed Bubble	69	53	100	88	85	70	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
05 June 2026	Mega Dump Lite	73	69	100	88	85	78	schedule	schedule	schedule
02 June 2026	Collapsed Bubble	68	84	100	88	85	80	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
19 May 2026	Collapsed Bubble	57	86	100	85	85	73	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt
12 May 2026	Rate of Change	81	86	100	85	84	89	schedule	schedule	schedule
04 May 2026	Mega Dump Lite	75	77	100	85	84	82	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
29 April 2026	52 Week Low	69	75	100	85	84	77	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
29 April 2026	26 Week Low	68	75	100	85	84	77	select_check_box electric_bolt	select_check_box electric_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%
29 April 2026	52 Week Low	$ 51.56	69	75	100	85	84	77	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_boltelectric_bolt
27 March 2026	52 Week Low	$ 56.83	80	76	100	84	84	85	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
22 January 2026	52 Week Low	$ 57.38	85	57	100	86	89	80	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	schedule
20 October 2025	52 Week Low	$ 59.64	86	75	100	71	89	86	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	schedule
16 September 2025	52 Week Low	$ 65.42	82	81	100	72	85	86	schedule	schedule	schedule	schedule	schedule
23 July 2025	52 Week Low	$ 69.61	78	65	100	71	85	78	schedule	schedule	schedule	schedule	schedule
10 February 2022	52 Week Low	$ 49.81	75	77	100	49	80	78	select_check_box electric_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
24 April 2020	52 Week Low	$ 34.75	90	92	100	54	83	92	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
05 September 2017	52 Week Low	$ 24.04	87	61					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
26 October 2016	52 Week Low	$ 25.14	80	90					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

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