The best indicator for Bank of America (BAC)
We backtested 366 indicators across daily, weekly and hourly charts on real Bank of America (BAC) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Fisher Transform
On the daily chart, this is the strongest risk-adjusted edge we found for Bank of America (BAC) over ~53.3 years — beating buy-and-hold by 5.9% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Bank of America (BAC) — beating buy-and-hold by 3.4% 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 | Fisher Transform ✓ | Daily | 12.9% | 0.61 | -81.6% | 44.2% | 1248 | 5.9% |
| 2 | Ehlers Decycler ✓ | Daily | 11.5% | 0.57 | -72.3% | 37.7% | 810 | 4.5% |
| 3 | ALMA 30 Trend ✓ | Daily | 10.5% | 0.57 | -76.6% | 39.5% | 747 | 3.6% |
| 4 | Range Filter ✓ | Daily | 7.1% | 0.56 | -56.2% | 43.9% | 963 | 0.1% |
| 5 | HLC Trend ✓ | Daily | 10.8% | 0.56 | -75.3% | 38.1% | 724 | 3.9% |
| 6 | KDJ ✓ | Daily | 11.1% | 0.55 | -82.1% | 43.8% | 1223 | 4.2% |
| 7 | Disparity (20) ✓ | Daily | 10.6% | 0.54 | -72.9% | 37.5% | 790 | 3.7% |
| 8 | RSI (9) ✓ | Daily | 10.7% | 0.54 | -73.4% | 38.6% | 868 | 3.8% |
| 9 | Disparity (5) ✓ | Daily | 10.2% | 0.52 | -87.7% | 41.4% | 1607 | 3.2% |
| 10 | Heikin-Ashi + EMA ✓ | Daily | 10.2% | 0.52 | -68.1% | 39.0% | 661 | 3.2% |
| 11 | FRAMA 100 Trend ✓ | Daily | 9.9% | 0.52 | -83.2% | 41.2% | 1098 | 3.0% |
| 12 | J_TPO ✓ | Daily | 9.4% | 0.52 | -88.4% | 41.2% | 747 | 2.5% |
| 13 | QQE MOD ✓ | Daily | 8.7% | 0.51 | -71.7% | 41.0% | 576 | 1.7% |
| 14 | FRAMA 200 Trend ✓ | Daily | 9.4% | 0.51 | -70.6% | 42.2% | 1062 | 2.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Bank of America (BAC), Fisher Transform on the daily 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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