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.
Where FactSet (FDS) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
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.
FactSet (FDS) on the weekly chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
Chart by TradingView. Loading it contacts tradingview.com, which may set its own cookies — see our privacy policy.
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.
What it would take to beat buy & hold on FactSet (FDS)
38 of 680 tested setups beat buy-and-hold on FactSet (FDS) outright. Another 176 could get there with leverage they would survive — but 183 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| HMA 9/21 Cross | 2 | none needed | 3.25× |
| Accelerator Oscillator | 1 | 1.5× | 2.62× |
| LSMA 10/30 Cross | 1 | 1.78× | 2.65× |
| Least Squares MA | 1 | 1.84× | 3.0× |
| Hull MA Trend | 1 | none needed | 2.48× |
| Stochastic RSI | 1 | none needed | 3.66× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
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.
More stock
Get alerted when FactSet’s signal flips
We track FactSet daily. Its backtested best indicator, Stochastic Slow (21,5) (Weekly), is flat right now — we'll email you the moment that changes. Free, no spam, unsubscribe any time.