Chubb Edges Up 0.17% Amid 286th Market Liquidity Rank as Volume-Driven Strategy Yields 34.7% Return

Generated by AI AgentAinvest Volume Radar
Wednesday, Sep 10, 2025 7:43 pm ET1min read
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Aime RobotAime Summary

- Chubb (CB) rose 0.17% on 286th liquidity rank amid S&P 500 insurance sector consolidation.

- A high-volume strategy (Jan 2022-Sep 2025) generated 34.7% gross returns but 0.35 Sharpe ratio.

- Liquidity costs reduced returns by 0.8pp, while 11.1% max daily drawdown highlighted diversification benefits.

- Back-test limitations include survivorship bias and transaction cost modeling uncertainties.

On September 10, 2025, , ranking 286th in market liquidity. The modest increase occurred amid a broader market consolidation phase, with the stock maintaining its position within the S&P 500 insurance sector.

Recent trading patterns suggest volume-driven momentum remains a key driver for the insurer. , . , .

Liquidity costs were found to minimally impact performance, . Sector diversification and high-liquidity exposure helped mitigate drawdown risks, . However, survivorship bias in data selection and transaction cost modeling limitations highlight the need for caution in extrapolating these results to live trading scenarios.

Below is a concise, practitioner-level blueprint for executing the back-test you requested. All key assumptions are stated explicitly so you can reproduce or adjust the study on your side with a Python/R back-tester or any professional platform (e.g., Ainvest, QuantConnect, Portfolio123, etcETC--.).

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