The best indicator for Builders FirstSource (BLDR)
We backtested 382 indicators across daily, weekly and hourly charts on real Builders FirstSource (BLDR) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Historical Volatility Regime
On the daily chart, this is the strongest risk-adjusted edge we found for Builders FirstSource (BLDR) over ~20.9 years — beating buy-and-hold by 14.7% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Builders FirstSource (BLDR) — beating buy-and-hold by 0.7% 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 | Historical Volatility Regime ✓ | Daily | 23.1% | 0.76 | -51.1% | 52.4% | 145 | 14.7% |
| 2 | TRIX (21) ✓ | Daily | 22.0% | 0.65 | -72.2% | 50.0% | 34 | 13.5% |
| 3 | Volatility Regime (VIX-style) ✓ | Daily | 18.5% | 0.65 | -52.2% | 50.9% | 159 | 10.0% |
| 4 | T3 15/60 Cross ✓ | Daily | 21.2% | 0.64 | -78.1% | 63.3% | 30 | 12.7% |
| 5 | Adaptive Supertrend ✓ | Weekly | 20.9% | 0.64 | -59.3% | 65.4% | 26 | 12.5% |
| 6 | SMA 5/20 Cross ✓ | Weekly | 20.4% | 0.62 | -63.2% | 55.6% | 27 | 12.0% |
| 7 | SMA 15/60 Cross ✓ | Daily | 19.8% | 0.61 | -73.3% | 48.9% | 45 | 11.3% |
| 8 | WMA 20/80 Cross ✓ | Daily | 19.3% | 0.61 | -80.8% | 47.5% | 40 | 10.8% |
| 9 | True Strength Index ✓ | Weekly | 19.8% | 0.61 | -68.9% | 62.9% | 35 | 11.5% |
| 10 | ALMA 10/30 Cross ✓ | Weekly | 20.0% | 0.61 | -71.4% | 50.0% | 38 | 11.7% |
| 11 | Trend Intensity Index ✓ | Daily | 19.2% | 0.6 | -79.1% | 51.7% | 29 | 10.7% |
| 12 | McGinley 200 Trend ✓ | Daily | 20.6% | 0.6 | -85.3% | 37.5% | 16 | 12.2% |
| 13 | SMA 20/80 Cross ✓ | Daily | 18.7% | 0.6 | -78.4% | 54.5% | 33 | 10.3% |
| 14 | TEMA 10/30 Cross ✓ | Weekly | 19.9% | 0.6 | -65.3% | 61.8% | 34 | 11.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Builders FirstSource (BLDR), Historical Volatility Regime 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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