RLI Swing Trading Score
3
24
15
Strong Bullish
- AI analysis rates RLI with a higher swing trading score of 4.
- It is mainly due to the positive AI swing signal.
- Furthermore, based on historical backtesting, when entering with a swing trading score of 4 and exiting with a score of 1, resulted in 23 trades with a 56.52% win rate and an average profit/loss of 9.71%.
RLI Historical Swing Trading Score
You can use historical scores of 3 or above to observe potential performance and make investment decisions.
RLI 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 RLI from 2007/01 till Now
- 141.22%
- Cumulative Return
- 5.15%
- Annual Return
- 20.86%
- Volatility
- 0.25
- 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 January, 2007 to July, 2024. (Total Trades: 116)
| RLI | Sector | US Overall Market | |
|---|---|---|---|
| Wining Rate | 57% | 46% | 43% |
| Avg Return | 1% | 1.1% | 2.4% |
| Avg Profit | 4.9% | 8% | 15.1% |
| Avg Loss | -4.1% | -5.1% | -7.3% |
| Avg Risk-Reward Ratio | 117.9% | 158.8% | 205.8% |
Update to 2024/7/27 (Daily Update)