The best indicator for Ally
We backtested 382 indicators across daily, weekly and hourly charts on real Ally history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Ally 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.
DEMA 10/30 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for Ally over ~12.7 years — beating buy-and-hold by 7.5% CAGR.
Ally 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.
Chart by TradingView. Loading it contacts tradingview.com, which may set its own cookies — see our privacy policy.
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 | DEMA 10/30 Cross ✓ | Weekly | 12.9% | 0.67 | -35.9% | 57.1% | 14 | 7.5% |
| 2 | Price Momentum Oscillator ✓ | Weekly | 14.1% | 0.73 | -35.9% | 58.3% | 12 | 8.7% |
| 3 | TRIX | Weekly | 8.9% | 0.52 | -35.9% | 60.0% | 15 | 3.5% |
| 4 | Know Sure Thing ✓ | Weekly | 8.8% | 0.51 | -35.9% | 43.8% | 16 | 3.4% |
| 5 | Inside-Bar Breakout ✓ | Weekly | 6.5% | 0.48 | -28.3% | 47.1% | 17 | 1.1% |
| 6 | Volume Flow Indicator ✓ | Daily | 7.8% | 0.47 | -29.7% | 44.8% | 29 | 2.5% |
| 7 | ADX / DMI | Weekly | 6.7% | 0.47 | -31.1% | 50.0% | 18 | 1.3% |
| 8 | Hull MA 20/80 Cross ✓ | Weekly | 13.1% | 0.7 | -35.9% | 70.0% | 10 | 7.8% |
| 9 | Positive Volume Index ✓ | Daily | 7.4% | 0.46 | -39.6% | 27.0% | 37 | 2.1% |
| 10 | Stochastic Fast (5,3) ✓ | Weekly | 10.0% | 0.46 | -56.3% | 43.5% | 85 | 4.6% |
| 11 | SMC: Change of Character ✓ | Daily | 8.4% | 0.45 | -68.8% | 51.6% | 31 | 3.1% |
| 12 | Volatility Regime (VIX-style) ✓ | Daily | 6.7% | 0.45 | -30.3% | 39.0% | 105 | 1.4% |
| 13 | T3 20/80 Cross | Daily | 7.2% | 0.43 | -41.6% | 35.3% | 17 | 1.9% |
| 14 | LSMA 100 Trend ✓ | Weekly | 6.4% | 0.43 | -32.0% | 45.0% | 20 | 1.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Ally
21 of 549 tested setups beat buy-and-hold on Ally outright. Another 167 could get there with leverage they would survive — but 101 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Demand Index | 1 | 1.09× | 4.9× |
| Connors RSI | 1 | 1.27× | 4.49× |
| QQE | 1 | 1.29× | 3.04× |
| Connors RSI-2 | 1 | 1.3× | 4.9× |
| Zero-Lag LSMA | 1 | 1.59× | 3.41× |
| Heikin-Ashi Trend | 1 | 1.93× | 4.85× |
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 Ally, DEMA 10/30 Cross 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.
More stock
Get alerted when Ally’s signal flips
We track Ally daily. Its backtested best indicator, DEMA 10/30 Cross (Weekly), is flat right now — we'll email you the moment that changes. Free, no spam, unsubscribe any time.