The best indicator for FactSet (FDS)
We backtested 382 indicators across daily, weekly and hourly charts on real FactSet (FDS) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Stochastic Slow (21,5)
On the weekly chart, this is the strongest risk-adjusted edge we found for FactSet (FDS) over ~30.1 years — trailing buy-and-hold by 1.5% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for FactSet (FDS) — trailing buy-and-hold by 9.0% 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 | Stochastic Slow (21,5) ✓ | Weekly | 13.9% | 0.68 | -50.6% | 53.8% | 106 | -1.5% |
| 2 | Williams %R (28) ✓ | Daily | 13.4% | 0.65 | -53.5% | 42.1% | 299 | -2.1% |
| 3 | FRAMA 100 Trend ✓ | Daily | 13.2% | 0.65 | -46.6% | 43.3% | 623 | -2.4% |
| 4 | Gann HiLo Activator ✓ | Daily | 12.8% | 0.64 | -42.6% | 41.1% | 559 | -2.7% |
| 5 | Stochastic (20,5) ✓ | Weekly | 13.0% | 0.64 | -52.2% | 55.3% | 103 | -2.4% |
| 6 | WaveTrend (8/6/4) ✓ | Weekly | 12.3% | 0.63 | -58.4% | 88.9% | 27 | -3.2% |
| 7 | Intraday Momentum Index ✓ | Weekly | 10.6% | 0.62 | -58.4% | 95.5% | 22 | -4.8% |
| 8 | McGinley Dynamic ✓ | Daily | 13.0% | 0.61 | -38.5% | 39.8% | 357 | -2.5% |
| 9 | KDJ ✓ | Weekly | 11.7% | 0.61 | -47.6% | 54.3% | 138 | -3.7% |
| 10 | Volatility Regime (VIX-style) ✓ | Daily | 9.2% | 0.61 | -31.8% | 44.1% | 245 | -6.4% |
| 11 | Chandelier Exit ✓ | Daily | 12.7% | 0.59 | -54.6% | 43.9% | 289 | -2.8% |
| 12 | Chande-Kroll Stop (fast) ✓ | Daily | 13.4% | 0.59 | -45.7% | 40.3% | 539 | -2.2% |
| 13 | DEMA 30 Trend ✓ | Daily | 11.0% | 0.59 | -48.2% | 42.3% | 508 | -4.5% |
| 14 | FRAMA 200 Trend ✓ | Daily | 11.4% | 0.59 | -50.3% | 43.7% | 568 | -4.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For FactSet (FDS), Stochastic Slow (21,5) 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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