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.
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.
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.
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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