The best indicator for Burlington
We backtested 382 indicators across daily, weekly and hourly charts on real Burlington history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
TRIX
On the weekly chart, this is the strongest risk-adjusted edge we found for Burlington over ~12.8 years — trailing buy-and-hold by 5.2% CAGR.
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 | TRIX ✓ | Weekly | 16.7% | 0.82 | -28.3% | 92.9% | 14 | -5.2% |
| 2 | ROC (20) ✓ | Weekly | 17.5% | 0.76 | -41.8% | 65.4% | 26 | -4.3% |
| 3 | Momentum (20) ✓ | Weekly | 17.5% | 0.76 | -41.8% | 65.4% | 26 | -4.3% |
| 4 | Detrended Price Osc. ✓ | Daily | 19.8% | 0.75 | -49.4% | 47.6% | 361 | -2.5% |
| 5 | CCI (30) ✓ | Weekly | 16.8% | 0.72 | -35.8% | 52.6% | 19 | -5.0% |
| 6 | Know Sure Thing ✓ | Weekly | 15.8% | 0.77 | -48.0% | 64.3% | 14 | -6.0% |
| 7 | DeMarker (21) ✓ | Weekly | 15.6% | 0.71 | -29.2% | 65.0% | 20 | -6.2% |
| 8 | SMC: Fair Value Gap ✓ | Weekly | 16.3% | 0.71 | -39.4% | 59.1% | 22 | -5.6% |
| 9 | Supertrend Fast (10,2) ✓ | Weekly | 17.3% | 0.76 | -33.0% | 64.3% | 14 | -4.6% |
| 10 | Supertrend (10,2) ✓ | Weekly | 17.3% | 0.76 | -33.0% | 64.3% | 14 | -4.6% |
| 11 | Price Volume Trend ✓ | Weekly | 16.9% | 0.7 | -38.2% | 64.3% | 28 | -4.9% |
| 12 | SMA 100 Trend ✓ | Daily | 14.9% | 0.69 | -42.0% | 39.3% | 61 | -7.4% |
| 13 | Fisher Center-of-Gravity ✓ | Weekly | 15.1% | 0.69 | -33.3% | 51.6% | 64 | -6.8% |
| 14 | Supertrend (7,2) ✓ | Weekly | 15.1% | 0.69 | -37.0% | 66.7% | 15 | -6.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Burlington, TRIX 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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