The best indicator for Hasbro (HAS)
We backtested 366 indicators across daily, weekly and hourly charts on real Hasbro (HAS) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Ehlers Roofing Filter
On the weekly chart, this is the strongest risk-adjusted edge we found for Hasbro (HAS) over ~46.4 years — trailing buy-and-hold by 2.7% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Hasbro (HAS) — trailing buy-and-hold by 14.3% 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 | Ehlers Roofing Filter ✓ | Weekly | 14.9% | 0.7 | -54.0% | 71.4% | 42 | -2.7% |
| 2 | T3 8/21 Cross ✓ | Weekly | 13.9% | 0.68 | -55.1% | 69.0% | 42 | -3.6% |
| 3 | Coral Trend ✓ | Weekly | 15.1% | 0.67 | -53.5% | 52.9% | 51 | -2.4% |
| 4 | Coppock Curve ✓ | Weekly | 14.7% | 0.66 | -58.5% | 58.8% | 51 | -2.8% |
| 5 | EMA 8/21 Cross ✓ | Weekly | 14.2% | 0.65 | -45.4% | 44.9% | 49 | -3.3% |
| 6 | Vortex ✓ | Weekly | 13.4% | 0.64 | -41.3% | 55.6% | 117 | -4.1% |
| 7 | WMA 10/40 Cross ✓ | Weekly | 13.9% | 0.64 | -52.1% | 58.5% | 41 | -3.6% |
| 8 | Awesome Oscillator ✓ | Weekly | 13.6% | 0.63 | -47.8% | 54.5% | 44 | -4.0% |
| 9 | Chande Kroll Stop ✓ | Weekly | 15.1% | 0.63 | -75.5% | 41.4% | 116 | -2.4% |
| 10 | HalfTrend ✓ | Weekly | 14.2% | 0.63 | -69.8% | 52.6% | 57 | -3.4% |
| 11 | MAMA / FAMA ✓ | Weekly | 13.4% | 0.63 | -48.8% | 56.5% | 46 | -4.2% |
| 12 | McGinley 30 Trend ✓ | Daily | 16.7% | 0.62 | -74.4% | 46.7% | 15 | -0.9% |
| 13 | EMA 9/26 Cross ✓ | Weekly | 13.4% | 0.62 | -52.5% | 52.4% | 42 | -4.1% |
| 14 | WMA 10/30 Cross ✓ | Weekly | 13.4% | 0.62 | -53.6% | 50.9% | 53 | -4.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Hasbro (HAS), Ehlers Roofing Filter 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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