The best indicator for Henry Schein (HSIC)
We backtested 382 indicators across daily, weekly and hourly charts on real Henry Schein (HSIC) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Camarilla Pivots
On the weekly chart, this is the strongest risk-adjusted edge we found for Henry Schein (HSIC) over ~30.7 years — trailing buy-and-hold by 0.1% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Henry Schein (HSIC) — trailing buy-and-hold by 2.5% 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 | Camarilla Pivots ✓ | Weekly | 9.6% | 0.51 | -69.8% | 55.5% | 335 | -0.1% |
| 2 | DeMarker ✓ | Daily | 9.2% | 0.5 | -73.3% | 73.2% | 112 | -0.6% |
| 3 | SMC: Liquidity Sweep ✓ | Daily | 9.1% | 0.5 | -46.8% | 74.8% | 107 | -0.7% |
| 4 | Markov Regime ✓ | Daily | 9.7% | 0.47 | -47.8% | 51.6% | 62 | -0.1% |
| 5 | Markov Regime ✓ | Weekly | 8.3% | 0.47 | -38.5% | 63.2% | 19 | -1.4% |
| 6 | McGinley 100 Trend ✓ | Daily | 9.7% | 0.46 | -59.2% | 37.5% | 24 | -0.1% |
| 7 | Laguerre RSI ✓ | Weekly | 4.9% | 0.46 | -32.9% | 53.3% | 45 | -4.9% |
| 8 | Williams %R ✓ | Weekly | 6.8% | 0.45 | -39.7% | 75.0% | 40 | -3.0% |
| 9 | Ultimate Oscillator ✓ | Daily | 7.5% | 0.44 | -53.0% | 78.6% | 28 | -2.3% |
| 10 | CCI ✓ | Weekly | 6.6% | 0.43 | -34.4% | 84.8% | 33 | -3.1% |
| 11 | QQE ✓ | Weekly | 8.8% | 0.43 | -51.6% | 53.8% | 93 | -1.0% |
| 12 | VWAP Bands ✓ | Weekly | 5.5% | 0.43 | -30.4% | 87.0% | 23 | -4.3% |
| 13 | SMC: Change of Character ✓ | Weekly | 7.6% | 0.42 | -54.8% | 60.0% | 15 | -2.2% |
| 14 | Stochastic ✓ | Daily | 7.3% | 0.41 | -81.4% | 72.1% | 147 | -2.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Henry Schein (HSIC), Camarilla Pivots 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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