The best indicator for Equifax (EFX)
We backtested 366 indicators across daily, weekly and hourly charts on real Equifax (EFX) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 9/26 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Equifax (EFX) over ~46.2 years — trailing buy-and-hold by 1.8% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Equifax (EFX) — trailing buy-and-hold by 6.6% 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 | EMA 9/26 Cross ✓ | Daily | 13.4% | 0.69 | -49.4% | 43.3% | 194 | -1.8% |
| 2 | TRIX (9) ✓ | Daily | 12.2% | 0.65 | -45.9% | 50.2% | 221 | -3.0% |
| 3 | WMA 10/40 Cross ✓ | Daily | 12.2% | 0.65 | -50.8% | 46.7% | 214 | -3.1% |
| 4 | TRIX (15) ✓ | Daily | 12.3% | 0.65 | -44.2% | 49.2% | 120 | -2.9% |
| 5 | Stochastic Slow (21,5) ✓ | Weekly | 11.3% | 0.65 | -51.6% | 51.5% | 171 | -4.0% |
| 6 | T3 10/40 Cross ✓ | Daily | 12.0% | 0.64 | -46.7% | 49.2% | 132 | -3.2% |
| 7 | Parabolic SAR (fast) ✓ | Weekly | 11.2% | 0.64 | -46.7% | 55.3% | 170 | -4.0% |
| 8 | Stochastic (20,5) ✓ | Weekly | 10.9% | 0.63 | -51.2% | 50.9% | 165 | -4.4% |
| 9 | Money Flow Index ✓ | Daily | 11.2% | 0.62 | -49.2% | 81.1% | 53 | -4.0% |
| 10 | SMA 10/40 Cross ✓ | Daily | 11.6% | 0.62 | -41.0% | 46.1% | 167 | -3.7% |
| 11 | Zero-Lag LSMA ✓ | Weekly | 11.1% | 0.62 | -52.5% | 53.2% | 158 | -4.2% |
| 12 | WMA 20/50 Cross ✓ | Daily | 11.3% | 0.61 | -45.8% | 48.9% | 139 | -3.9% |
| 13 | SMA 20/50 Cross ✓ | Daily | 11.1% | 0.6 | -50.2% | 54.8% | 115 | -4.1% |
| 14 | DeMarker (21) ✓ | Daily | 10.8% | 0.6 | -47.6% | 44.7% | 436 | -4.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Equifax (EFX), EMA 9/26 Cross on the daily 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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