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ACGL Stock Analysis

Data source: Trade-Ideas Alerts | 6 alerts analyzed | Backtest period: 2022-10-28 → 2025-02-10

⚠️ Small sample size (6 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NASDAQ 📅 IPO: Sep 14, 1995 🔗 www.archgroup.com
💰 Market Cap: $33.71B 👥 Employees: 5,800
Arch Capital Group Ltd is a Bermuda company that writes insurance and reinsurance with operations in the United States, Canada, Europe, Australia, and the United Kingdom. The business operates through three underwriting segments: insurance, reinsurance, and mortgage. The insurance segment provides specialty risk solutions to clients across various industries. The reinsurance segment provides reinsurance services which cover property catastrophe, property, liability, marine, aviation and space, trade credit and surety, agriculture, accident, life and health, and political risk. The mortgage business provides risk management and risk financing products to the mortgage insurance sectors through platforms in the U.S., Europe and Bermuda.
📊
6
Total Alerts
🎯
50.0%
Win Rate (15MIN)
💰
-0.72%
Avg Gain (15MIN)
🚀
+0.46%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 16.7%
Avg Gain: -0.88%
Avg Winner: +0.13%
Avg Loser: -1.08%
Best: +0.13%
Worst: -3.14%
Trades: 1/5

15MIN

Win Rate: 50.0%
Avg Gain: -0.72%
Avg Winner: +0.40%
Avg Loser: -1.84%
Best: +0.82%
Worst: -3.89%
Trades: 3/3

30MIN

Win Rate: 33.3%
Avg Gain: -0.74%
Avg Winner: +0.56%
Avg Loser: -1.39%
Best: +1.09%
Worst: -3.28%
Trades: 2/4

60MIN

Win Rate: 33.3%
Avg Gain: -0.82%
Avg Winner: +0.67%
Avg Loser: -1.56%
Best: +1.00%
Worst: -3.31%
Trades: 2/4

EOD (End of Day)

Win Rate: 33.3%
Avg Gain: -0.63%
Avg Winner: +2.41%
Avg Loser: -2.15%
Best: +2.68%
Worst: -4.35%
Trades: 2/4

🚀 Max Favorable / Adverse Excursion (MFE/MAE)

Institutional-grade metrics showing the maximum profit potential and risk for each alert.

📈 MFE (Max Profit Potential)

Average MFE: +0.46%
Best MFE: +3.24%
Avg Time to MFE: 134 min

On average, ACGL alerts reach +0.46% profit potential within 134 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.30%
Worst MAE: -4.02%
Avg Time to MAE: 5 min

Before reaching MFE, expect an average drawdown of 1.30%.

⚖️ Risk/Reward Ratio

0.35:1

Challenging risk/reward - consider tighter stops.

💡 Trading Insight: Based on 6 alerts, ACGL typically reaches +0.46% profit before pulling back. Consider setting profit targets around 0.4% to capture most of the move.

🌅 Premarket Gap Analysis (9:25 → 9:30)

Total Gaps Analyzed 6
Gap Up % 0.0%
Avg Gap -0.94%
Best Gap +0.00%

🏭 Sector Comparison: FIRE, MARINE & CASUALTY INSURANCE

How ACGL compares to 22 other tickers in the same sector.

5-Min Gain
ACGL: -0.88% Sector: +0.01% -0.89%
EOD Gain
ACGL: -0.63% Sector: +58.36% -58.98%
Avg MFE
ACGL: +0.46% Sector: +2.97% -2.52%

📋 Last 20 Alerts

Historical ACGL alerts with performance metrics calculated from 1-minute price data. Each row shows the actual price movement at different timeframes after the alert.

Date Time Price 5min 15min 30min 60min EOD MFE MAE Gap Result
2025-02-10 09:26:49 $94.11 -0.64% -1.45% -1.20% -1.84% -2.82% -0.45% -0.94% -0.55% LOSS
2025-01-29 09:25:26 $98.09 -3.14% -3.89% -3.28% -3.31% -4.35% -2.98% -4.02% -3.31% LOSS
2025-01-28 09:27:01 $96.52 -0.30% +0.24% -0.92% -0.95% -1.36% +0.32% -0.52% -0.33% LOSS
2025-01-27 09:28:03 $94.49 -0.87% +0.13% +0.03% +0.34% +2.15% +2.16% -1.39% -1.28% LOSS
2024-03-08 09:29:26 $87.67 -0.47% -0.18% -0.15% -0.15% -0.07% +0.43% -0.76% -0.14% LOSS
2022-10-28 09:25:00 $55.2 +0.13% +0.82% +1.09% +1.00% +2.68% +3.24% -0.16% - WIN

Table Metrics Explained:

  • 5min/15min/30min/60min/EOD: Price change at each timeframe (calculated from real minute-by-minute data)
  • MFE: Maximum Favorable Excursion - highest profit potential reached during the day
  • MAE: Maximum Adverse Excursion - worst drawdown experienced before reaching MFE
  • Gap: Premarket price gap from 9:25 AM to 9:30 AM market open
  • Result: WIN if 5min change > 0%, LOSS otherwise

⚠️ ACGL Shows Negative Expectancy

With 50.0% win rate and -0.72% average gain, ACGL alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider ACGL for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze ACGL with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for ACGL. This simulates a true "Gap & Go" entry at pre-market hours (9:25-9:30 AM), avoiding the trap of chasing a stock that has already extended.

💰 Max Potential (MFE) Analysis

How much is left in the move? On winning days, ACGL historically offers an average upside of +0.46% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 ACGL Momentum Personality

With a baseline win rate of 50.0%, ACGL shows negative momentum - the stock tends to fade after alerts. This pattern suggests ACGL may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: ACGL shows negative expectancy across all tested intraday timeframes (Best: 15MIN at -0.72%). This suggests ACGL is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.