Greenlight capital re, ltd. GLRE.US AI Analysis
BetaUS StockFinancial Services
(No presentation for GLRE)
GLRE Swing Trading Score
3
24
15
Strong Bullish
Analysis Conclusion
GLRE Swing Trading Strategy Backtest
The following backtest is based on specified rules since 2007. Price chart shows buy/sell time, cumulative returns, and backtesting statistics.
Entry
Exit
The Backtest Result of GLRE from 2007-05-24 till Now
- -4.06%
- Cumulative Return
- -1.03%
- Annual Return
- 22.74%
- Volatility
- -0.05
- Sharpe Ratio
Statistics data for entering at or above a Swing Trading score of 4 and exiting at or below a Swing Trading score of 2 from May, 2007 to June, 2025. (Total Trades: 33)
| GLRE | Sector | US Overall Market | |
|---|---|---|---|
| Wining Rate | 36% | 41% | 38% |
| Avg Return | 0.1% | 0.2% | 323% |
| Avg Profit | 5.9% | 8.1% | 854.9% |
| Avg Loss | -3.3% | -5.4% | -7.1% |
| Avg Risk-Reward Ratio | 179.4% | 150.6% | 12055.4% |