The best indicator for Arch Capital Group (ACGL)
We backtested 366 indicators across daily, weekly and hourly charts on real Arch Capital Group (ACGL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Demand Index
On the daily chart, this is the strongest risk-adjusted edge we found for Arch Capital Group (ACGL) over ~30.7 years — beating buy-and-hold by 1.7% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Arch Capital Group (ACGL) — trailing buy-and-hold by 4.8% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Demand Index ✓ | Daily | 14.5% | 0.75 | -54.8% | 65.0% | 371 | 1.7% |
| 2 | MA Envelope ✓ | Daily | 12.2% | 0.73 | -51.2% | 71.8% | 170 | -0.6% |
| 3 | Markov Regime ✓ | Daily | 14.7% | 0.73 | -50.7% | 62.9% | 348 | 1.8% |
| 4 | Fibonacci Pivots ✓ | Daily | 11.7% | 0.71 | -54.4% | 50.6% | 1235 | -1.1% |
| 5 | Pivot Points (Standard) ✓ | Weekly | 10.4% | 0.7 | -39.3% | 58.3% | 223 | -2.3% |
| 6 | Projection Bands ✓ | Daily | 10.6% | 0.67 | -47.7% | 63.9% | 269 | -2.2% |
| 7 | Connors RSI ✓ | Daily | 10.2% | 0.66 | -49.1% | 60.7% | 341 | -2.6% |
| 8 | EMA 9/26 Cross ✓ | Weekly | 11.4% | 0.66 | -36.9% | 55.0% | 20 | -1.4% |
| 9 | Fibonacci Pivots ✓ | Weekly | 9.9% | 0.66 | -39.3% | 56.4% | 243 | -2.9% |
| 10 | VWAP Bands ✓ | Daily | 8.7% | 0.63 | -50.0% | 65.6% | 125 | -4.2% |
| 11 | T3 10/40 Cross ✓ | Weekly | 10.2% | 0.63 | -48.4% | 73.3% | 15 | -2.6% |
| 12 | Pivot Points (Standard) ✓ | Daily | 9.7% | 0.62 | -51.8% | 49.9% | 1117 | -3.1% |
| 13 | Camarilla Pivots | Daily | 10.0% | 0.62 | -56.5% | 49.9% | 1581 | -2.8% |
| 14 | SMA 10/40 Cross ✓ | Weekly | 10.6% | 0.62 | -45.5% | 55.6% | 18 | -2.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Arch Capital Group (ACGL), Demand Index on the daily timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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