RenaissanceRe Holdings Ltd (RNR) Daily/Weekly Backtest Results military_tech

Signal:                  
                [ What are these? | Switch to RNR's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 4.64%.   Win rate: 74.63%.   Sharpe Ratio: -9.411.   Maximum drawdown: -37.32% on 19 March 2020.
Mean CAGR: 77.28%. Time in market: 15278 days.   Hypothetical return: $1000 would be worth $1710.72 on 16 August 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 RenaissanceRe Holdings

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 67 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (74.63% * 8.32%) + (14.93% * 2.48%) - (10.45% * 18.60%) = 4.64%.
Wins: 50 Breakevens: 10 Losses: 7

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.

RenaissanceRe Holdings 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%
02 June 2026   LOW   smart_toy0.417  factory0.871   Double Seven $ 277.58 schedule schedule schedule schedule schedule
01 May 2026   LOW   smart_toy0.941  factory0.844   Double Seven $ 303.86 schedule schedule schedule schedule schedule
30 March 2026   LOW   smart_toy0.887  factory0.918   Double Seven $ 294.89 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
24 February 2026   LOW   smart_toy0.81  factory0.901   Double Seven $ 305.12 schedule schedule schedule schedule schedule
23 January 2026   LOW   smart_toy0.828  factory0.873   Double Seven $ 271.54 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 schedule
22 December 2025   MEDIUM   smart_toy0.979  factory0.955   Double Seven $ 280.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt schedule
18 November 2025   MEDIUM   smart_toy0.976  factory0.954   Double Seven $ 264.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
17 October 2025   MEDIUM   smart_toy0.938  factory0.952   Double Seven $ 251.38 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
22 January 2025   MEDIUM    factory0.955   Double Seven $ 257.18 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2024   MEDIUM    factory0.955   Double Seven $ 248.41 select_check_box select_check_box select_check_box select_check_box select_check_box
18 November 2024   MEDIUM    factory0.954   Double Seven $ 259.54 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
15 October 2024   MEDIUM    factory0.952   Double Seven $ 276.66 select_check_box select_check_box select_check_box select_check_box select_check_box
12 September 2024   MEDIUM    factory0.95   Double Seven $ 254.04 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
05 August 2024   MEDIUM    factory0.949   Double Seven $ 229.74 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_boltelectric_bolt
02 July 2024   MEDIUM    factory0.954   Double Seven $ 215.01 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_boltelectric_bolt
29 May 2024   MEDIUM    factory0.952   Double Seven $ 225.52 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
26 April 2024   MEDIUM    factory0.951   Double Seven $ 218.77 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
26 March 2024   MEDIUM    factory0.95   Double Seven $ 232.24 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
21 February 2024   MEDIUM    factory0.955   Double Seven $ 222.13 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
05 January 2024   MEDIUM    factory0.958   Double Seven $ 202.55 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   MEDIUM    factory0.955   Double Seven $ 210.70 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   MEDIUM    factory0.952   Double Seven $ 216.14 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box
27 September 2023   MEDIUM    factory0.948   Double Seven $ 200.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box
05 July 2023   MEDIUM    factory0.954   Double Seven $ 184.43 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 select_check_box electric_bolt
02 June 2023   MEDIUM    factory0.952   Double Seven $ 188.63 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
01 May 2023   MEDIUM    factory0.949   Double Seven $ 214.13 select_check_box select_check_box select_check_box select_check_box select_check_box
28 March 2023   MEDIUM    factory0.95   Double Seven $ 196.10 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
22 February 2023   MEDIUM    factory0.955   Double Seven $ 208.07 select_check_box select_check_box select_check_box select_check_box select_check_box
18 January 2023   MEDIUM    factory0.956   Double Seven $ 194.27 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
16 December 2022   MEDIUM    factory0.955   Double Seven $ 180.76 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_boltelectric_bolt
14 November 2022   MEDIUM    factory0.954   Double Seven $ 174.69 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
10 May 2022   MEDIUM    factory0.949   Double Seven $ 144.68 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
08 April 2022   MEDIUM    factory0.95   Double Seven $ 157.85 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 February 2022   MEDIUM    factory0.955   Double Seven $ 156.37 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
04 January 2022   MEDIUM    factory0.958   Double Seven $ 166.68 select_check_box select_check_box select_check_box select_check_box select_check_box
29 November 2021   MEDIUM    factory0.954   Double Seven $ 156.26 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
21 April 2021   MEDIUM    factory0.951   Double Seven $ 171.17 select_check_box select_check_box select_check_box select_check_box select_check_box
28 December 2020   MEDIUM    factory0.955   Double Seven $ 162.11 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
23 November 2020   MEDIUM    factory0.954   Double Seven $ 173.30 select_check_box select_check_box select_check_box select_check_box select_check_box
18 September 2020   MEDIUM    factory0.95   Double Seven $ 166.82 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
17 August 2020   MEDIUM    factory0.949   Double Seven $ 178.15 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
14 July 2020   MEDIUM    factory0.954   Double Seven $ 175.32 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
12 June 2020   MEDIUM    factory0.952   Double Seven $ 183.44 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
02 March 2020   MEDIUM    factory0.953   Double Seven $ 175.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
28 January 2020   MEDIUM    factory0.955   Double Seven $ 188.50 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
27 December 2019   MEDIUM    factory0.955   Double Seven $ 193.90 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
25 November 2019   MEDIUM    factory0.954   Double Seven $ 182.62 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
22 October 2019   MEDIUM    factory0.952   Double Seven $ 186.70 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
20 September 2019   MEDIUM    factory0.95   Double Seven $ 189.09 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 August 2019   MEDIUM    factory0.949   Double Seven $ 188.59 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
16 July 2019   MEDIUM    factory0.954   Double Seven $ 184.50 select_check_box select_check_box select_check_box select_check_box select_check_box
12 June 2019   MEDIUM    factory0.952   Double Seven $ 174.09 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 April 2019   MEDIUM    factory0.949   Double Seven $ 152.82 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
29 March 2019   MEDIUM    factory0.95   Double Seven $ 142.06 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_boltelectric_bolt
25 February 2019   MEDIUM    factory0.957   Double Seven $ 143.74 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
22 January 2019   MEDIUM    factory0.955   Double Seven $ 131.17 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
18 December 2018   MEDIUM    factory0.955   Double Seven $ 131.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 November 2018   MEDIUM    factory0.954   Double Seven $ 119.64 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_bolt
12 October 2018   MEDIUM    factory0.95   Double Seven $ 131.12 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 September 2018   MEDIUM    factory0.95   Double Seven $ 123.86 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_bolt
07 August 2018   MEDIUM    factory0.949   Double Seven $ 127.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
15 May 2018   MEDIUM    factory0.947   Double Seven $ 125.14 select_check_box select_check_box select_check_box electric_bolt select_check_box select_check_box
11 April 2018   MEDIUM    factory0.95   Double Seven $ 135.19 select_check_box select_check_box select_check_box select_check_box select_check_box
02 October 2017   MEDIUM    factory0.95   Double Seven $ 132.67 select_check_box select_check_box select_check_box select_check_box select_check_box
29 August 2017   MEDIUM    factory0.949   Double Seven $ 137.56 select_check_box select_check_box select_check_box select_check_box select_check_box
28 July 2017   MEDIUM    factory0.954   Double Seven $ 139.58 select_check_box select_check_box select_check_box select_check_box select_check_box
26 June 2017   MEDIUM    factory0.954   Double Seven $ 136.63 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
23 May 2017   MEDIUM    factory0.947   Double Seven $ 134.85 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
21 April 2017   MEDIUM    factory0.951   Double Seven $ 135.40 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
21 March 2017   MEDIUM    factory0.95   Double Seven $ 142.88 select_check_box select_check_box select_check_box select_check_box select_check_box
31 January 2017   MEDIUM    factory0.955   Double Seven $ 132.40 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
30 December 2016   LOW    factory0.955   Double Seven $ 132.08 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
28 November 2016   LOW    factory0.954   Double Seven $ 126.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 October 2016   LOW    factory0.952   Double Seven $ 119.46 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
23 September 2016   LOW    factory0.95   Double Seven $ 117.24 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
22 August 2016   LOW    factory0.949   Double Seven $ 112.94 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
19 July 2016   LOW    factory0.954   Double Seven $ 111.22 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
13 June 2016   LOW    factory0.952   Double Seven $ 109.38 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
10 May 2016   LOW    factory0.949   Double Seven $ 109.69 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
08 April 2016   LOW    factory0.95   Double Seven $ 112.60 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
08 March 2016   LOW    factory0.953   Double Seven $ 108.60 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
05 February 2016   LOW    factory0.955   Double Seven $ 105.30 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
04 January 2016   LOW    factory0.958   Double Seven $ 107.82 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box

 

The data for RenaissanceRe Holdings Ltd (exchange: XNYS symbol: RNR) was last updated 04 Jun 2026 06:03. Data for this stock is available from 01 Dec 2015 - 02 Jun 2026.