The best indicator for Arch Capital Group (ACGL)
We backtested 20 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.
SMA 50/200 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Arch Capital Group (ACGL) over ~30.7 years — trailing buy-and-hold by 1.8% CAGR.
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 | SMA 50/200 Cross ✓ | Daily | 11.0% | 0.6 | -51.7% | 61.1% | 18 | -1.8% |
| 2 | EMA 50/200 Cross ✓ | Daily | 10.5% | 0.57 | -49.6% | 41.2% | 17 | -2.4% |
| 3 | Stochastic ✓ | Daily | 8.7% | 0.57 | -46.0% | 73.3% | 146 | -4.1% |
| 4 | Bollinger Mean-Reversion ✓ | Daily | 7.3% | 0.54 | -50.9% | 68.8% | 125 | -5.6% |
| 5 | Williams %R ✓ | Daily | 8.7% | 0.54 | -46.0% | 70.0% | 200 | -4.2% |
| 6 | CCI ✓ | Daily | 8.0% | 0.51 | -48.8% | 73.3% | 161 | -4.8% |
| 7 | WaveTrend (8/6/4) ✓ | Daily | 9.0% | 0.5 | -50.4% | 73.7% | 114 | -3.9% |
| 8 | Holy Grail Confluence ✓ | Daily | 6.8% | 0.46 | -48.4% | 85.0% | 40 | -6.1% |
| 9 | EMA 20/50 Cross ✓ | Weekly | 9.2% | 0.54 | -55.6% | 41.7% | 12 | -3.5% |
| 10 | Money Flow Index ✓ | Daily | 5.4% | 0.39 | -43.3% | 67.6% | 37 | -7.4% |
| 11 | Donchian Breakout ✓ | Weekly | 4.6% | 0.38 | -47.1% | 60.9% | 23 | -8.2% |
| 12 | Bollinger Breakout ✓ | Weekly | 3.9% | 0.36 | -38.4% | 59.4% | 32 | -8.9% |
| 13 | ADX / DMI ✓ | Weekly | 3.3% | 0.32 | -35.8% | 52.6% | 38 | -9.5% |
| 14 | RSI Mean-Reversion ✓ | Daily | 3.0% | 0.3 | -48.5% | 80.6% | 36 | -9.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Arch Capital Group (ACGL), SMA 50/200 Cross on the daily timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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