The best indicator for Cincinnati Financial (CINF)
We backtested 366 indicators across daily, weekly and hourly charts on real Cincinnati Financial (CINF) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Donchian 20 Break
On the weekly chart, this is the strongest risk-adjusted edge we found for Cincinnati Financial (CINF) over ~46.4 years — trailing 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 Cincinnati Financial (CINF) — trailing buy-and-hold by 6.2% 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 | Donchian 20 Break ✓ | Weekly | 11.5% | 0.73 | -32.0% | 70.0% | 20 | -2.3% |
| 2 | Net Volume ✓ | Weekly | 10.7% | 0.71 | -47.5% | 46.2% | 117 | -3.1% |
| 3 | T3 10/40 Cross ✓ | Weekly | 10.4% | 0.71 | -42.7% | 66.7% | 24 | -3.4% |
| 4 | Liquidity Flow Oscillator ✓ | Weekly | 10.7% | 0.71 | -47.5% | 46.2% | 117 | -3.1% |
| 5 | SMA 10/40 Cross ✓ | Weekly | 10.7% | 0.7 | -45.4% | 54.5% | 33 | -3.1% |
| 6 | Volume Flow Indicator ✓ | Daily | 11.1% | 0.69 | -38.2% | 52.4% | 82 | -2.7% |
| 7 | Donchian 100 Break ✓ | Daily | 10.7% | 0.69 | -36.9% | 72.0% | 25 | -3.1% |
| 8 | EMA 10/40 Cross ✓ | Weekly | 11.0% | 0.69 | -49.2% | 68.0% | 25 | -2.8% |
| 9 | SMA 50/200 Cross ✓ | Daily | 10.5% | 0.67 | -50.9% | 51.6% | 31 | -3.3% |
| 10 | KAMA 10/30 Cross ✓ | Weekly | 10.1% | 0.67 | -39.2% | 69.4% | 36 | -3.7% |
| 11 | WMA 20/50 Cross ✓ | Weekly | 10.4% | 0.66 | -40.2% | 53.6% | 28 | -3.4% |
| 12 | Williams Alligator ✓ | Weekly | 9.4% | 0.66 | -47.4% | 61.0% | 118 | -4.5% |
| 13 | Ehlers Roofing Filter ✓ | Weekly | 9.5% | 0.66 | -58.4% | 52.3% | 44 | -4.3% |
| 14 | Donchian Breakout ✓ | Weekly | 8.6% | 0.65 | -38.5% | 58.3% | 36 | -5.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Cincinnati Financial (CINF), Donchian 20 Break 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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