Travelers Companies Inc (TRV) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to TRV's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 7.30%.   Win rate: 81.97%.   Sharpe Ratio: -18.584.   Maximum drawdown: -44.95% on 19 March 2020.
Mean CAGR: 55.46%. Time in market: 11874 days.   Hypothetical return: $1000 would be worth $2224.97 on 09 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 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 61 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (81.97% * 8.40%) + (18.03% * 2.28%) - (0% * 0%) = 7.30%.
Wins: 50 Breakevens: 11 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.

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.

 

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%
12 May 2026   cards_starLOW    account_balanceLOW   Double Seven $ 298.21 schedule schedule schedule schedule schedule
10 April 2026   cards_starLOW    account_balanceLOW   Double Seven $ 299.65 schedule schedule schedule schedule schedule
10 March 2026   cards_starLOW    account_balanceLOW   Double Seven $ 301.86 schedule schedule schedule schedule schedule
06 February 2026   cards_starLOW     Double Seven $ 301.78 schedule schedule schedule schedule schedule
05 January 2026   cards_starLOW     Double Seven $ 285.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
01 December 2025   cards_starLOW     Double Seven $ 291.51 select_check_box select_check_box electric_bolt schedule schedule schedule
27 October 2025   cards_starMEDIUM     Double Seven $ 269.99 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
23 September 2025   cards_starMEDIUM     Double Seven $ 275.91 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt schedule
22 August 2025   cards_starLOW     Double Seven $ 276.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box schedule
21 July 2025   cards_starLOW     Double Seven $ 264.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
17 June 2025   cards_starLOW     Double Seven $ 264.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box schedule
14 May 2025   cards_starLOW     Double Seven $ 264.26 select_check_box select_check_box select_check_box select_check_box select_check_box
10 April 2025   cards_starMEDIUM     Double Seven $ 245.91 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
10 March 2025   cards_starMEDIUM     Double Seven $ 256.09 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
04 February 2025   cards_starLOW     Double Seven $ 244.38 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
03 January 2025   cards_starLOW     Double Seven $ 242.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 December 2024   cards_starLOW     Double Seven $ 265.36 select_check_box select_check_box select_check_box select_check_box select_check_box
29 October 2024   cards_starLOW     Double Seven $ 249.98 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
26 September 2024   cards_starLOW     Double Seven $ 236.52 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
13 August 2024   cards_starLOW     Double Seven $ 210.72 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
12 July 2024   cards_starLOW     Double Seven $ 210.62 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 2024   cards_starLOW     Double Seven $ 212.00 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
07 May 2024   cards_starLOW     Double Seven $ 216.83 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
04 April 2024   cards_starLOW     Double Seven $ 229.70 select_check_box select_check_box select_check_box select_check_box select_check_box
04 March 2024   cards_starLOW     Double Seven $ 218.76 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
06 June 2023   cards_starLOW     Double Seven $ 171.49 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
04 May 2023   cards_starLOW     Double Seven $ 175.80 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
28 March 2023   cards_starLOW     Double Seven $ 165.74 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_bolt
22 February 2023   cards_starLOW     Double Seven $ 185.46 select_check_box select_check_box select_check_box select_check_box select_check_box
18 January 2023   cards_starLOW     Double Seven $ 184.18 select_check_box select_check_box select_check_box select_check_box select_check_box
16 December 2022   cards_starLOW     Double Seven $ 182.14 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
14 November 2022   cards_starLOW     Double Seven $ 182.40 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
26 September 2022   cards_starLOW     Double Seven $ 153.08 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_boltelectric_bolt
23 August 2022   cards_starLOW     Double Seven $ 169.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
06 July 2022   cards_starLOW     Double Seven $ 168.34 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
03 June 2022   cards_starLOW     Double Seven $ 174.82 select_check_box select_check_box select_check_box select_check_box select_check_box
02 May 2022   cards_starLOW     Double Seven $ 170.78 select_check_box select_check_box select_check_box select_check_box select_check_box
29 March 2022   cards_starLOW     Double Seven $ 185.70 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2022   cards_starLOW     Double Seven $ 170.88 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
20 January 2022   cards_starLOW     Double Seven $ 163.81 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
29 November 2021   cards_starLOW     Double Seven $ 153.86 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 October 2021   cards_starLOW     Double Seven $ 161.10 select_check_box select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box
24 September 2021   cards_starLOW     Double Seven $ 156.22 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 August 2021   cards_starLOW     Double Seven $ 160.70 select_check_box select_check_box select_check_box select_check_box select_check_box
20 July 2021   cards_starLOW     Double Seven $ 151.20 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
18 June 2021   cards_starLOW     Double Seven $ 145.80 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
17 May 2021   cards_starLOW     Double Seven $ 159.80 select_check_box select_check_box select_check_box select_check_box select_check_box
13 April 2021   cards_starLOW     Double Seven $ 151.71 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
12 March 2021   cards_starLOW     Double Seven $ 157.16 select_check_box select_check_box select_check_box select_check_box select_check_box
08 February 2021   cards_starLOW     Double Seven $ 145.39 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 January 2021   cards_starLOW     Double Seven $ 135.12 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
01 December 2020   cards_starMEDIUM     Double Seven $ 132.96 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_bolt
22 October 2019   cards_starMEDIUM     Double Seven $ 129.66 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
20 September 2019   cards_starMEDIUM     Double Seven $ 144.52 select_check_box select_check_box select_check_box select_check_box select_check_box
19 August 2019   cards_starMEDIUM     Double Seven $ 145.27 select_check_box select_check_box select_check_box select_check_box select_check_box
16 July 2019   cards_starMEDIUM     Double Seven $ 151.89 select_check_box select_check_box select_check_box select_check_box select_check_box
14 June 2019   cards_starMEDIUM     Double Seven $ 147.14 select_check_box select_check_box select_check_box select_check_box select_check_box
13 May 2019   cards_starMEDIUM     Double Seven $ 139.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
09 April 2019   cards_starLOW     Double Seven $ 132.13 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
07 March 2019   cards_starMEDIUM     Double Seven $ 127.73 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
15 May 2018   cards_starLOW     Double Seven $ 123.47 select_check_box select_check_box select_check_box select_check_box select_check_box
12 April 2018   cards_starLOW     Double Seven $ 130.90 select_check_box select_check_box select_check_box select_check_box select_check_box
12 March 2018   cards_starLOW     Double Seven $ 135.49 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2018   cards_starLOW     Double Seven $ 131.76 select_check_box select_check_box select_check_box select_check_box select_check_box
03 January 2018   cards_starLOW     Double Seven $ 125.10 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
01 December 2017   cards_starLOW     Double Seven $ 128.50 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 October 2017   cards_starMEDIUM     Double Seven $ 124.37 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 September 2017   cards_starLOW     Double Seven $ 115.37 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
22 August 2017   cards_starLOW     Double Seven $ 119.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box
21 July 2017   cards_starLOW     Double Seven $ 116.95 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 June 2017   cards_starLOW     Double Seven $ 120.77 select_check_box select_check_box select_check_box select_check_box select_check_box
16 May 2017   cards_starMEDIUM     Double Seven $ 111.93 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 April 2017   cards_starMEDIUM     Double Seven $ 112.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
13 March 2017   cards_starLOW     Double Seven $ 114.02 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box
07 February 2017   cards_starMEDIUM     Double Seven $ 109.30 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box
04 January 2017   LOW     Double Seven $ 111.74 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2016   LOW     Double Seven $ 100.53 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_bolt
20 September 2016   LOW     Double Seven $ 106.29 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
19 August 2016   LOW     Double Seven $ 107.61 select_check_box select_check_box select_check_box select_check_box select_check_box
18 July 2016   LOW     Double Seven $ 108.08 select_check_box select_check_box select_check_box select_check_box select_check_box
14 June 2016   LOW     Double Seven $ 103.41 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
10 May 2016   LOW     Double Seven $ 101.71 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
06 April 2016   LOW     Double Seven $ 105.68 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Travelers Companies Inc (exchange: XNYS symbol: TRV) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Dec 2015 - 08 Jun 2026.