The best indicator for CF Industries (CF)
We backtested 382 indicators across daily, weekly and hourly charts on real CF Industries (CF) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Trend Intensity Index
On the daily chart, this is the strongest risk-adjusted edge we found for CF Industries (CF) over ~20.8 years — beating buy-and-hold by 2.3% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for CF Industries (CF) — trailing buy-and-hold by 7.0% 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 | Trend Intensity Index ✓ | Daily | 23.2% | 0.82 | -37.1% | 63.3% | 30 | 2.3% |
| 2 | SMC: Change of Character ✓ | Daily | 22.7% | 0.82 | -36.3% | 56.9% | 51 | 1.8% |
| 3 | Aroon ✓ | Weekly | 21.7% | 0.8 | -43.8% | 48.4% | 31 | 1.5% |
| 4 | Aroon Oscillator ✓ | Weekly | 21.7% | 0.8 | -43.8% | 48.4% | 31 | 1.5% |
| 5 | VWAP Trend ✓ | Weekly | 21.3% | 0.79 | -39.4% | 54.4% | 57 | 1.2% |
| 6 | Disparity (20) ✓ | Weekly | 21.1% | 0.79 | -43.4% | 47.4% | 57 | 1.0% |
| 7 | SMA 20/80 Cross ✓ | Daily | 22.1% | 0.78 | -52.2% | 56.2% | 32 | 1.2% |
| 8 | ROC (60) ✓ | Daily | 21.9% | 0.78 | -45.9% | 42.2% | 128 | 1.1% |
| 9 | Momentum ✓ | Weekly | 20.9% | 0.78 | -49.2% | 44.2% | 77 | 0.8% |
| 10 | CCI Trend ✓ | Weekly | 20.9% | 0.78 | -40.6% | 52.2% | 46 | 0.8% |
| 11 | Inverse Fisher RSI ✓ | Weekly | 20.9% | 0.78 | -49.0% | 56.7% | 30 | 0.7% |
| 12 | Premier Stochastic ✓ | Weekly | 20.8% | 0.78 | -49.4% | 61.8% | 34 | 0.7% |
| 13 | Williams %R (50) ✓ | Weekly | 20.8% | 0.78 | -45.7% | 41.4% | 29 | 0.6% |
| 14 | ROC (10) ✓ | Weekly | 20.9% | 0.78 | -49.2% | 44.2% | 77 | 0.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For CF Industries (CF), Trend Intensity Index 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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