ASSET NAME: Arch Capital Group Ltd.
This strategy, which has had a number of wins of 14 over 15 years, has been successful in view of the closing on 27/09. It looks good with high seasonality and an important correlation with the current trend.
The trading period is almost 3 months and the price level is almost at the highs of the last 3 years. The trend within the trading period is long and has no sharp reversals.
From the backtest we see that the average of the best is more than 2 times that of the worst, with very interesting results in recent years, where the strategy has been successful even in the Covid period.
The current trend shows a strong correlation with 2012 and 2013, very high especially in the trade period.
Conclusion
The strategy was presented with some very good seasonal indicators, including the number of historical years and the correlation of the 2024 trend with the seasonality of the asset. The result replicates very well that of the past 5 years, which is all we set out to achieve.
Notes
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Disclaimer
Past results and strategies published on Sayseason are provided for informational purposes only and are therefore not indicative and do not guarantee future results.
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