Swiss Re AG

SREN.SW

Unconditional (B1)

Aug. 16, 2021 → Sept. 3, 2026 · adj close-to-close · always long

n
1270
Next adj up
54.6%
Mean
7.2 bp
Median
13.6 bp
Down / flat
44.3% / 1.0%
Analysis Summary

Sept. 3, 2026

Stack score
5
Trend strength
85.00
MA stack
3X_BULLISH_STACK
Signal
Bias
BULLISH
Price Analysis
TS episodes

Long while TS>0, short while TS<0. Entry = next adj open. Exit = adj close of the TS=0 day.

Episodes

Count · side mix

Closed

30

Open

1

Long / short

19 / 11

Rules-based

TS = 0 exit

Hit

30.0%

Mean PnL

-0.89%

Median PnL

-1.26%

Sum PnL

-26.6%

Long / short mean

-0.36% / -1.80%

Optimal

Best PnL path

Hit

80.0%

Mean PnL

4.50%

Median PnL

1.87%

Sum PnL

135.1%

Long / short mean

5.42% / 2.93%

Side TS window Entry Exit Bars Best PnL Worst PnL PnL
LONG · open July 7, 2026 → Sept. 3, 2026 July 8, 2026 @ 132.25 43 8.58% -0.83%
SHORT May 21, 2026 → June 18, 2026 May 22, 2026 @ 120.00 June 19, 2026 @ 123.40 20 4.63% -2.83% -2.83%
LONG May 6, 2026 → May 6, 2026 May 7, 2026 @ 123.95 May 7, 2026 @ 124.30 1 0.28% 0.28% 0.28%
SHORT March 20, 2026 → March 30, 2026 March 23, 2026 @ 120.57 March 31, 2026 @ 126.01 7 -0.95% -4.51% -4.51%
SHORT March 3, 2026 → March 16, 2026 March 4, 2026 @ 123.24 March 17, 2026 @ 127.82 10 1.70% -3.71% -3.71%
SHORT Jan. 5, 2026 → Jan. 13, 2026 Jan. 6, 2026 @ 124.86 Jan. 14, 2026 @ 121.62 7 4.27% 1.45% 2.60%
SHORT Dec. 5, 2025 → Dec. 18, 2025 Dec. 8, 2025 @ 123.91 Dec. 19, 2025 @ 124.72 10 1.46% -0.65% -0.65%
LONG Nov. 13, 2025 → Nov. 13, 2025 Nov. 14, 2025 @ 140.07 Nov. 14, 2025 @ 138.73 1 -0.95% -0.95% -0.95%
LONG Aug. 4, 2025 → Aug. 25, 2025 Aug. 5, 2025 @ 141.78 Aug. 26, 2025 @ 138.11 16 3.97% -2.59% -2.59%
LONG July 21, 2025 → July 21, 2025 July 22, 2025 @ 139.26 July 22, 2025 @ 138.73 1 -0.38% -0.38% -0.38%
LONG May 30, 2025 → June 11, 2025 June 2, 2025 @ 136.64 June 12, 2025 @ 131.06 8 1.88% -4.08% -4.08%
LONG Nov. 11, 2024 → April 4, 2025 Nov. 12, 2024 @ 110.95 April 7, 2025 @ 118.48 99 25.55% -0.91% 6.79%
LONG Nov. 7, 2024 → Nov. 7, 2024 Nov. 8, 2024 @ 109.31 Nov. 8, 2024 @ 108.03 1 -1.17% -1.17% -1.17%
LONG Oct. 10, 2024 → Oct. 29, 2024 Oct. 11, 2024 @ 105.89 Oct. 30, 2024 @ 101.96 14 1.85% -3.71% -3.71%
LONG Aug. 22, 2024 → Oct. 4, 2024 Aug. 23, 2024 @ 105.93 Oct. 7, 2024 @ 100.68 32 1.77% -4.95% -4.95%
LONG May 16, 2024 → July 1, 2024 May 17, 2024 @ 99.54 July 2, 2024 @ 98.54 32 5.18% -1.01% -1.01%
LONG Feb. 15, 2024 → April 15, 2024 Feb. 16, 2024 @ 86.26 April 16, 2024 @ 89.31 41 16.40% -0.15% 3.54%
LONG Feb. 6, 2024 → Feb. 7, 2024 Feb. 7, 2024 @ 87.59 Feb. 8, 2024 @ 86.17 2 0.59% -1.62% -1.62%
LONG Oct. 10, 2023 → Dec. 13, 2023 Oct. 11, 2023 @ 83.25 Dec. 14, 2023 @ 82.13 47 6.71% -1.34% -1.34%
SHORT Aug. 31, 2023 → Sept. 6, 2023 Sept. 1, 2023 @ 73.89 Sept. 7, 2023 @ 76.09 5 0.98% -2.98% -2.98%
LONG July 20, 2023 → July 28, 2023 July 21, 2023 @ 79.74 July 31, 2023 @ 78.17 7 0.88% -1.96% -1.96%
LONG April 18, 2023 → June 16, 2023 April 19, 2023 @ 76.25 June 19, 2023 @ 75.61 41 5.12% -0.83% -0.83%
LONG April 4, 2023 → April 13, 2023 April 5, 2023 @ 76.09 April 14, 2023 @ 76.33 6 0.34% -1.21% 0.32%
LONG Jan. 3, 2023 → March 14, 2023 Jan. 4, 2023 @ 72.45 March 15, 2023 @ 70.27 51 10.35% -3.01% -3.01%
LONG Nov. 18, 2022 → Dec. 15, 2022 Nov. 21, 2022 @ 65.28 Dec. 16, 2022 @ 67.98 20 7.70% -0.87% 4.13%
SHORT Oct. 18, 2022 → Oct. 21, 2022 Oct. 19, 2022 @ 59.56 Oct. 24, 2022 @ 61.47 4 -0.90% -3.20% -3.20%
SHORT May 31, 2022 → Sept. 1, 2022 June 1, 2022 @ 64.47 Sept. 2, 2022 @ 63.81 66 10.67% -0.35% 1.03%
SHORT April 25, 2022 → May 16, 2022 April 26, 2022 @ 64.39 May 17, 2022 @ 66.93 16 2.48% -3.94% -3.94%
SHORT April 7, 2022 → April 19, 2022 April 8, 2022 @ 65.50 April 20, 2022 @ 67.36 7 -0.27% -2.85% -2.85%
LONG Nov. 30, 2021 → Feb. 23, 2022 Dec. 1, 2021 @ 65.29 Feb. 24, 2022 @ 69.02 60 16.82% -0.02% 5.72%
SHORT Aug. 19, 2021 → Oct. 25, 2021 Aug. 20, 2021 @ 63.77 Oct. 26, 2021 @ 62.98 48 8.16% -1.91% 1.25%
Full Analysis

Sept. 3, 2026

Moving averages

Price MA20
139.95
Price EMA100
132.25
Price EMA200
130.09
Volume MA20
686760

Distance & streak

% from MA20
2.54%
% from EMA100
7.91%
MA20 streak
31
Above
31
Below
0

Volume

Vol / Vol MA
117%
OBV
88265209

Candle

Close / Open %
0.70%
Body
1.000
Upper shadow
0.600
Lower shadow
0.500
Total range
2.100
Body / range
0.48
Upper / range
0.29
Lower / range
0.24
Lower 24% Body 48% Upper 29%

MA inside candle

MA20 out EMA100 out EMA200 out

Candle patterns

Has bullish pattern No bearish pattern
Dragonfly Doji Gravestone Doji Bullish Doji Bearish Doji Hammer Hanging Man Inverted Hammer Shooting Star Bullish Spinning Top Bearish Spinning Top Bullish Fat Body Bearish Fat Body Fed Cow Starving Cow

Stack flags

Perfect bullish Perfect bearish Bullish trend change Bearish trend change Fresh 3× bullish Fresh 3× bearish

Trend deltas · H1–H8

Long regime

H1

Bullish pullback

0

H2

Bullish momentum

0

H3

Strong bullish mom.

0

H4

Bearish warning

0

Short regime

H5

Bearish pullback

0

H6

Bearish momentum

0

H7

Strong bearish mom.

0

H8

Bullish warning

0