Travelers Companies Inc (TRV) Daily/Weekly Backtest Results

Buy indicator: 52 Week Low 26 Week Low 50 day low Rate of Change Super Oversold Mega Dump MegaDump Lite
Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD Best Buy Signals [ What are these indicators? | Switch to TRV's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 8.29%. Win rate: 100%. Sharpe Ratio: 9.36. Maximum drawdown: -33.02% on 19 March 2020.
Mean CAGR: 102.9%. Time in market: 342 days. Hypothetical return: $1000 would be worth $1269.69 on 16 November 2023.
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 Travelers Companies

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 3 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (100% * 8.29%) + (0% * 0%) - (0% * 0%) = 8.29%.
Wins: 3 Breakevens: 0 Losses: 0

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.

Travelers Companies 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.

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%.

Signal Date and Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
24 October 2023 bubble_chart 15	52 Week Low	$ 157.92	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_bolt
27 February 2020 bubble_chart 40	52 Week Low	$ 124.83	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
18 December 2018 50	52 Week Low	$ 116.33	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

The data for Travelers Companies Inc (exchange: XNYS symbol: TRV) was last updated 27 Mar 2026 11:24. Data for this stock is available from 01 Dec 2015 - 26 Mar 2026.