The best indicator for Arthur J. Gallagher & Co. (AJG)
We backtested 366 indicators across daily, weekly and hourly charts on real Arthur J. Gallagher & Co. (AJG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Ehlers Reflex
On the daily chart, this is the strongest risk-adjusted edge we found for Arthur J. Gallagher & Co. (AJG) over ~42.0 years — trailing buy-and-hold by 3.5% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Arthur J. Gallagher & Co. (AJG) — trailing buy-and-hold by 7.0% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Ehlers Reflex ✓ | Daily | 11.5% | 0.72 | -30.1% | 56.3% | 355 | -3.5% |
| 2 | Aroon ✓ | Daily | 10.8% | 0.68 | -51.6% | 46.3% | 350 | -4.1% |
| 3 | Aroon Oscillator ✓ | Daily | 10.8% | 0.68 | -51.6% | 46.3% | 350 | -4.1% |
| 4 | Supertrend (7,3) ✓ | Daily | 11.1% | 0.68 | -50.4% | 48.8% | 160 | -3.9% |
| 5 | Donchian 10 Break ✓ | Daily | 11.1% | 0.68 | -57.8% | 47.2% | 212 | -3.8% |
| 6 | HalfTrend ✓ | Daily | 10.7% | 0.66 | -51.9% | 44.0% | 309 | -4.3% |
| 7 | Instantaneous Trendline ✓ | Daily | 10.7% | 0.66 | -40.7% | 44.4% | 399 | -4.3% |
| 8 | Supertrend Fast (10,2) ✓ | Daily | 10.5% | 0.65 | -58.8% | 45.3% | 276 | -4.5% |
| 9 | Williams Fractals ✓ | Daily | 10.4% | 0.65 | -41.0% | 47.0% | 219 | -4.6% |
| 10 | Supertrend (10,2) ✓ | Daily | 10.5% | 0.65 | -58.8% | 45.3% | 276 | -4.5% |
| 11 | Supertrend (10,3) ✓ | Daily | 10.4% | 0.63 | -69.9% | 48.4% | 155 | -4.5% |
| 12 | Intraday Momentum Index ✓ | Daily | 8.9% | 0.63 | -41.3% | 80.0% | 125 | -6.1% |
| 13 | ADXR ✓ | Daily | 8.7% | 0.63 | -38.4% | 48.5% | 301 | -6.2% |
| 14 | Adaptive Supertrend ✓ | Daily | 10.2% | 0.63 | -66.2% | 40.5% | 341 | -4.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Arthur J. Gallagher & Co. (AJG), Ehlers Reflex on the daily timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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