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The best indicator for British Am Tobacco

We backtested 382 indicators across daily, weekly and hourly charts on real British Am Tobacco history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Oscillator · Weekly

Connors RSI

On the weekly chart, this is the strongest risk-adjusted edge we found for British Am Tobacco over ~46.4 years — trailing buy-and-hold by 4.2% CAGR.

11.2%
CAGR
0.78
Sharpe
-34.2%
Max DD
69.2%
Win rate
4.0
Profit factor
-4.2%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Connors RSI
-4.2% · Sharpe 0.78
Daily
Projection Bands
-4.6% · Sharpe 0.66
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Connors RSI Weekly11.2%0.78-34.2%69.2%104-4.2%
2Fibonacci Pivots Weekly10.8%0.68-36.5%57.3%377-4.6%
3Projection Bands Daily10.8%0.66-51.5%65.6%404-4.6%
4MA Envelope Daily10.8%0.65-57.0%71.4%276-4.7%
5Pivot Points (Standard) Weekly9.9%0.65-36.7%57.1%345-5.5%
6Connors RSI-2 Weekly8.3%0.64-44.9%75.5%98-7.1%
7VWAP Bands Daily8.8%0.63-44.2%71.3%171-6.7%
8Markov Regime Daily15.2%0.63-63.6%51.9%81-0.3%
9Connors RSI Daily9.3%0.59-39.7%63.1%517-6.1%
10Projection Bands Weekly8.6%0.59-53.0%75.3%81-6.8%
11WMA 20/80 Cross Weekly10.7%0.57-47.7%54.2%24-4.7%
12CCI (200) Weekly11.1%0.57-53.0%47.4%19-4.3%
13Keltner Mean-Reversion Daily7.3%0.56-59.0%76.9%156-8.2%
14EMA 20/50 Cross Weekly10.9%0.56-60.5%57.1%21-4.5%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For British Am Tobacco, Connors RSI on the weekly 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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