The best indicator for Hartford (The) (HIG)
We backtested 382 indicators across daily, weekly and hourly charts on real Hartford (The) (HIG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
TRIX (9)
On the weekly chart, this is the strongest risk-adjusted edge we found for Hartford (The) (HIG) over ~30.6 years — beating buy-and-hold by 2.6% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Hartford (The) (HIG) — trailing buy-and-hold by 0.0% 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 | TRIX (9) ✓ | Weekly | 10.5% | 0.58 | -41.9% | 54.5% | 22 | 2.6% |
| 2 | Supertrend (10,3) ✓ | Weekly | 10.4% | 0.57 | -39.8% | 68.8% | 16 | 2.6% |
| 3 | Coral Trend ✓ | Weekly | 10.3% | 0.57 | -44.6% | 54.8% | 31 | 2.4% |
| 4 | Supertrend (7,3) ✓ | Weekly | 10.2% | 0.57 | -44.2% | 75.0% | 16 | 2.4% |
| 5 | G-Channel ✓ | Weekly | 9.9% | 0.57 | -47.0% | 53.3% | 30 | 2.0% |
| 6 | EMA 8/21 Cross ✓ | Weekly | 9.7% | 0.56 | -38.0% | 53.6% | 28 | 1.8% |
| 7 | Awesome Oscillator ✓ | Weekly | 10.0% | 0.56 | -51.5% | 63.6% | 22 | 2.2% |
| 8 | Ease of Movement ✓ | Weekly | 12.7% | 0.56 | -45.2% | 51.4% | 70 | 4.9% |
| 9 | Ehlers Stochastic ✓ | Weekly | 10.2% | 0.56 | -44.6% | 64.7% | 34 | 2.4% |
| 10 | EMA 9/26 Cross ✓ | Weekly | 9.7% | 0.56 | -43.2% | 59.1% | 22 | 1.9% |
| 11 | SMA 10/40 Cross ✓ | Weekly | 10.1% | 0.56 | -48.9% | 55.6% | 18 | 2.3% |
| 12 | WMA 10/30 Cross ✓ | Weekly | 9.7% | 0.54 | -52.7% | 56.2% | 32 | 1.9% |
| 13 | WMA 10/40 Cross ✓ | Weekly | 9.6% | 0.54 | -43.7% | 61.9% | 21 | 1.8% |
| 14 | EMA 20/80 Cross ✓ | Daily | 9.7% | 0.53 | -53.2% | 50.0% | 48 | 1.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Hartford (The) (HIG), TRIX (9) on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — 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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