The best indicator for Federal Realty Investment Trust (FRT)
We backtested 366 indicators across daily, weekly and hourly charts on real Federal Realty Investment Trust (FRT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
SMA 20/50 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for Federal Realty Investment Trust (FRT) over ~53.3 years — trailing buy-and-hold by 1.0% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Federal Realty Investment Trust (FRT) — trailing buy-and-hold by 5.4% 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 | SMA 20/50 Cross ✓ | Weekly | 10.0% | 0.65 | -38.7% | 57.9% | 19 | -1.0% |
| 2 | WMA 20/50 Cross ✓ | Weekly | 9.2% | 0.61 | -55.6% | 55.6% | 27 | -1.7% |
| 3 | SMA 15/60 Cross ✓ | Weekly | 9.1% | 0.61 | -40.0% | 68.4% | 19 | -1.8% |
| 4 | SMC: Change of Character ✓ | Weekly | 9.7% | 0.61 | -47.1% | 69.2% | 26 | -1.3% |
| 5 | WMA 15/60 Cross ✓ | Weekly | 9.1% | 0.6 | -58.0% | 44.8% | 29 | -1.8% |
| 6 | T3 10/40 Cross ✓ | Weekly | 8.3% | 0.59 | -38.2% | 53.8% | 26 | -2.6% |
| 7 | TRIX (21) ✓ | Weekly | 8.9% | 0.59 | -33.9% | 75.0% | 16 | -2.0% |
| 8 | SMA 20/80 Cross ✓ | Weekly | 8.7% | 0.58 | -36.5% | 80.0% | 15 | -2.3% |
| 9 | CCI (50) ✓ | Weekly | 8.6% | 0.57 | -51.2% | 46.2% | 65 | -2.3% |
| 10 | TRIX (15) ✓ | Weekly | 8.7% | 0.57 | -62.9% | 44.0% | 25 | -2.2% |
| 11 | SMA 10/40 Cross ✓ | Weekly | 8.4% | 0.56 | -63.9% | 60.0% | 35 | -2.6% |
| 12 | WMA 20/80 Cross ✓ | Weekly | 8.1% | 0.55 | -44.0% | 63.2% | 19 | -2.8% |
| 13 | SMA 50/200 Cross ✓ | Daily | 8.5% | 0.54 | -58.8% | 62.5% | 32 | -2.5% |
| 14 | Ichimoku Cloud ✓ | Weekly | 7.8% | 0.54 | -50.4% | 50.0% | 62 | -3.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Federal Realty Investment Trust (FRT), SMA 20/50 Cross 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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