The best indicator for Allstate (ALL)
We backtested 382 indicators across daily, weekly and hourly charts on real Allstate (ALL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Allstate (ALL) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Supertrend (7,3)
On the weekly chart, this is the strongest risk-adjusted edge we found for Allstate (ALL) over ~33.1 years — beating buy-and-hold by 1.0% CAGR.
Allstate (ALL) on the weekly chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Allstate (ALL) — trailing buy-and-hold by 0.0% 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 | Supertrend (7,3) ✓ | Weekly | 12.1% | 0.74 | -40.8% | 75.0% | 16 | 1.0% |
| 2 | Supertrend (10,3) ✓ | Weekly | 11.4% | 0.7 | -42.1% | 75.0% | 16 | 0.3% |
| 3 | Donchian 100 Break ✓ | Daily | 11.3% | 0.67 | -36.4% | 73.3% | 15 | 0.2% |
| 4 | Supertrend (20,3) ✓ | Weekly | 10.9% | 0.66 | -43.2% | 70.6% | 17 | -0.2% |
| 5 | SMA 50/200 Cross ✓ | Daily | 11.4% | 0.65 | -41.4% | 50.0% | 18 | 0.3% |
| 6 | SMA 10/40 Cross ✓ | Weekly | 11.1% | 0.65 | -46.9% | 65.0% | 20 | -0.0% |
| 7 | TRIX ✓ | Weekly | 9.4% | 0.64 | -29.8% | 61.7% | 47 | -1.8% |
| 8 | Williams Alligator ✓ | Weekly | 10.0% | 0.64 | -40.9% | 69.3% | 75 | -1.2% |
| 9 | WMA 20/50 Cross ✓ | Weekly | 10.5% | 0.63 | -50.5% | 62.5% | 16 | -0.7% |
| 10 | Donchian Breakout ✓ | Weekly | 8.8% | 0.62 | -38.6% | 68.0% | 25 | -2.3% |
| 11 | DMI Direction ✓ | Weekly | 9.6% | 0.62 | -34.6% | 50.0% | 60 | -1.6% |
| 12 | TRIMA 30 Trend ✓ | Weekly | 9.1% | 0.62 | -38.8% | 53.2% | 47 | -2.0% |
| 13 | Awesome Oscillator ✓ | Weekly | 9.9% | 0.61 | -44.4% | 55.6% | 27 | -1.3% |
| 14 | Ehlers TrendFlex ✓ | Weekly | 10.3% | 0.61 | -40.9% | 65.5% | 29 | -0.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Allstate (ALL)
0 of 676 tested setups beat buy-and-hold on Allstate (ALL) outright. Another 180 could get there with leverage they would survive — but 357 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| QQE | — | 1.35× | 2.84× |
| Demand Index | — | 1.41× | 2.79× |
| MA Envelope | — | 1.8× | 2.64× |
| Connors RSI | — | 1.94× | 2.84× |
| Projection Bands | — | 2.03× | 2.95× |
| Ichimoku (fast) | — | 2.16× | 3.02× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Allstate (ALL), Supertrend (7,3) on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — 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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