The best indicator for AutoZone (AZO)
We backtested 382 indicators across daily, weekly and hourly charts on real AutoZone (AZO) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Markov Regime
On the daily chart, this is the strongest risk-adjusted edge we found for AutoZone (AZO) over ~35.2 years — trailing buy-and-hold by 3.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for AutoZone (AZO) — trailing buy-and-hold by 12.0% 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 | Markov Regime ✓ | Daily | 15.6% | 0.66 | -66.3% | 63.6% | 99 | -3.2% |
| 2 | Holy Grail Confluence ✓ | Daily | 9.4% | 0.65 | -33.9% | 78.6% | 56 | -9.4% |
| 3 | McGinley 100 Trend ✓ | Daily | 15.4% | 0.65 | -69.8% | 39.5% | 43 | -3.4% |
| 4 | QQE ✓ | Daily | 15.2% | 0.64 | -57.2% | 43.0% | 519 | -3.6% |
| 5 | Williams %R (7) ✓ | Weekly | 11.6% | 0.63 | -45.4% | 54.1% | 159 | -7.2% |
| 6 | MBFX Timing ✓ | Weekly | 11.6% | 0.63 | -45.4% | 54.1% | 159 | -7.2% |
| 7 | QQE ✓ | Weekly | 13.9% | 0.62 | -53.7% | 61.5% | 109 | -4.9% |
| 8 | Adaptive Supertrend ✓ | Weekly | 11.1% | 0.6 | -61.5% | 51.9% | 52 | -7.7% |
| 9 | Williams Fractals ✓ | Weekly | 11.3% | 0.6 | -48.7% | 56.8% | 37 | -7.5% |
| 10 | Delta Volume Rising (CVD proxy) ✓ | Weekly | 11.0% | 0.6 | -54.6% | 48.8% | 170 | -7.8% |
| 11 | Murrey Math Lines ✓ | Daily | 9.7% | 0.59 | -34.3% | 79.4% | 97 | -9.0% |
| 12 | SMC: Break of Structure ✓ | Weekly | 10.7% | 0.58 | -54.1% | 64.7% | 17 | -8.1% |
| 13 | Ehlers Roofing Filter ✓ | Daily | 10.1% | 0.57 | -46.3% | 55.3% | 170 | -8.7% |
| 14 | DMI Direction ✓ | Weekly | 10.5% | 0.57 | -61.4% | 47.3% | 74 | -8.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For AutoZone (AZO), Markov Regime 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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