The best indicator for Arch Capital Group (ACGL)
We backtested 382 indicators across daily, weekly and hourly charts on real Arch Capital Group (ACGL) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Arch Capital Group (ACGL) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Demand Index
On the daily chart, this is the strongest risk-adjusted edge we found for Arch Capital Group (ACGL) over ~31.0 years — beating buy-and-hold by 1.7% CAGR.
Arch Capital Group (ACGL) on the daily chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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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% | 0.76 | -54.8% | 64.7% | 377 | 1.7% |
| 2 | MA Envelope ✓ | Daily | 12.1% | 0.73 | -51.2% | 71.3% | 171 | -0.8% |
| 3 | Markov Regime ✓ | Daily | 14.5% | 0.72 | -50.7% | 63.0% | 349 | 1.7% |
| 4 | Fibonacci Pivots ✓ | Daily | 11.4% | 0.7 | -54.4% | 50.5% | 1250 | -1.4% |
| 5 | Pivot Points (Standard) ✓ | Weekly | 10.1% | 0.68 | -39.3% | 58.0% | 224 | -2.6% |
| 6 | Projection Bands ✓ | Daily | 10.6% | 0.67 | -47.7% | 63.7% | 273 | -2.2% |
| 7 | Connors RSI ✓ | Daily | 10.0% | 0.65 | -49.1% | 60.2% | 342 | -2.8% |
| 8 | EMA 9/26 Cross ✓ | Weekly | 10.9% | 0.64 | -36.9% | 52.4% | 21 | -1.8% |
| 9 | Fibonacci Pivots ✓ | Weekly | 9.5% | 0.64 | -39.3% | 55.9% | 245 | -3.2% |
| 10 | VWAP Bands ✓ | Daily | 8.6% | 0.63 | -50.0% | 65.1% | 126 | -4.2% |
| 11 | T3 10/40 Cross ✓ | Weekly | 10.0% | 0.62 | -48.4% | 73.3% | 15 | -2.6% |
| 12 | Pivot Points (Standard) ✓ | Daily | 9.3% | 0.61 | -51.8% | 49.8% | 1128 | -3.5% |
| 13 | Camarilla Pivots | Daily | 9.7% | 0.61 | -56.5% | 49.8% | 1598 | -3.1% |
| 14 | Murrey Math Lines ✓ | Daily | 10.7% | 0.61 | -48.4% | 76.1% | 88 | -2.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Arch Capital Group (ACGL)
3 of 655 tested setups beat buy-and-hold on Arch Capital Group (ACGL) outright. Another 198 could get there with leverage they would survive — but 303 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| QQE | 1 | 1.53× | 2.19× |
| DeMarker | 1 | none needed | 3.95× |
| FRAMA 10/30 Cross | 1 | none needed | 2.8× |
| Chandelier Exit | — | 1.39× | 3.12× |
| Ehlers Stochastic | — | 1.66× | 3.0× |
| Demand Index | — | 1.72× | 1.9× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
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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