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 over the full backtest, with costs, and checked out-of-sample.
Where Burlington stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
ROC (20)
On the weekly chart, this is the strongest risk-adjusted edge we found for Burlington over ~13.1 years — trailing buy-and-hold by 2.3% CAGR.
Burlington on the weekly chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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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 | ROC (20) ✓ | Weekly | 17.2% | 0.75 | -41.8% | 61.5% | 26 | -2.3% |
| 2 | Momentum (20) ✓ | Weekly | 17.2% | 0.75 | -41.8% | 61.5% | 26 | -2.3% |
| 3 | Fisher Center-of-Gravity ✓ | Weekly | 15.3% | 0.7 | -33.3% | 52.3% | 65 | -4.3% |
| 4 | TRIX ✓ | Weekly | 13.7% | 0.69 | -31.0% | 86.7% | 15 | -5.9% |
| 5 | Price Volume Trend ✓ | Weekly | 16.6% | 0.69 | -38.2% | 60.7% | 28 | -2.9% |
| 6 | Zero-Lag EMA Cross ✓ | Daily | 16.5% | 0.68 | -54.8% | 46.9% | 145 | -3.7% |
| 7 | ZLEMA 10/30 Cross ✓ | Daily | 16.5% | 0.68 | -54.8% | 46.9% | 145 | -3.7% |
| 8 | SMC: Fair Value Gap ✓ | Weekly | 15.4% | 0.68 | -39.4% | 56.5% | 23 | -4.1% |
| 9 | SMA 100 Trend ✓ | Daily | 14.4% | 0.67 | -42.0% | 40.3% | 62 | -5.7% |
| 10 | Know Sure Thing ✓ | Weekly | 13.3% | 0.66 | -48.0% | 60.0% | 15 | -6.2% |
| 11 | CCI (30) ✓ | Weekly | 14.9% | 0.66 | -35.8% | 47.4% | 19 | -4.6% |
| 12 | FRAMA 100 Trend ✓ | Weekly | 13.5% | 0.64 | -28.1% | 60.9% | 46 | -6.1% |
| 13 | Supertrend Fast (10,2) ✓ | Weekly | 15.3% | 0.68 | -37.3% | 64.3% | 14 | -4.2% |
| 14 | Supertrend (10,2) ✓ | Weekly | 15.3% | 0.68 | -37.3% | 64.3% | 14 | -4.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Burlington
92 of 528 tested setups beat buy-and-hold on Burlington outright. Another 182 could get there with leverage they would survive — but 126 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Detrended Price Osc. | 2 | none needed | 3.27× |
| Chande-Kroll Stop (fast) | 1 | 1.03× | 3.6× |
| Fisher Center-of-Gravity | 1 | 1.74× | 4.71× |
| MACD | 1 | none needed | 3.37× |
| Donchian Breakout | 1 | none needed | 3.95× |
| EMA-10 Trend | 1 | none needed | 3.62× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Burlington, ROC (20) 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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