The best indicator for Exelon (EXC)
We backtested 382 indicators across daily, weekly and hourly charts on real Exelon (EXC) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Donchian 100 Break
On the daily chart, this is the strongest risk-adjusted edge we found for Exelon (EXC) over ~53.1 years — trailing buy-and-hold by 1.6% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Exelon (EXC) — trailing buy-and-hold by 6.7% 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 100 Break ✓ | Daily | 8.7% | 0.59 | -41.9% | 53.8% | 26 | -1.6% |
| 2 | DEMA 20/50 Cross ✓ | Weekly | 8.2% | 0.59 | -44.2% | 65.0% | 40 | -2.1% |
| 3 | Ichimoku Cloud ✓ | Weekly | 8.7% | 0.59 | -38.6% | 48.1% | 52 | -1.6% |
| 4 | Donchian 55/20 ✓ | Weekly | 7.7% | 0.59 | -39.9% | 81.2% | 16 | -2.6% |
| 5 | SMA 10/30 Cross ✓ | Weekly | 8.8% | 0.58 | -45.8% | 47.7% | 44 | -1.5% |
| 6 | DeMarker (21) ✓ | Weekly | 8.5% | 0.58 | -55.8% | 52.3% | 86 | -1.8% |
| 7 | Markov Regime ✓ | Weekly | 10.7% | 0.58 | -61.8% | 54.7% | 64 | 0.4% |
| 8 | T3 200 Trend ✓ | Daily | 7.3% | 0.57 | -33.6% | 40.2% | 82 | -3.0% |
| 9 | SMA 15/60 Cross ✓ | Weekly | 8.5% | 0.57 | -45.8% | 56.5% | 23 | -1.8% |
| 10 | WMA 10/40 Cross ✓ | Weekly | 8.7% | 0.57 | -45.7% | 44.4% | 45 | -1.6% |
| 11 | WMA 20/80 Cross ✓ | Weekly | 8.5% | 0.57 | -44.5% | 59.1% | 22 | -1.8% |
| 12 | QQE ✓ | Weekly | 10.3% | 0.56 | -49.7% | 54.7% | 161 | 0.0% |
| 13 | SMA 50/200 Cross ✓ | Daily | 8.2% | 0.55 | -52.5% | 42.4% | 33 | -2.1% |
| 14 | Volume Flow Indicator ✓ | Daily | 8.5% | 0.55 | -49.9% | 45.1% | 102 | -1.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Exelon (EXC), Donchian 100 Break 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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