The best indicator for IDEX Corporation (IEX)
We backtested 382 indicators across daily, weekly and hourly charts on real IDEX Corporation (IEX) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
CCI
On the weekly chart, this is the strongest risk-adjusted edge we found for IDEX Corporation (IEX) over ~37.2 years — trailing buy-and-hold by 5.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for IDEX Corporation (IEX) — trailing buy-and-hold by 4.9% 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 | CCI ✓ | Weekly | 8.6% | 0.66 | -32.2% | 91.9% | 37 | -5.2% |
| 2 | WaveTrend (8/6/4) ✓ | Weekly | 9.6% | 0.63 | -32.2% | 96.4% | 28 | -4.2% |
| 3 | Relative Vigor Index ✓ | Weekly | 10.1% | 0.61 | -29.6% | 62.1% | 145 | -3.7% |
| 4 | DeMarker ✓ | Weekly | 8.7% | 0.6 | -34.8% | 86.7% | 30 | -5.1% |
| 5 | Chande Kroll Stop ✓ | Weekly | 12.0% | 0.6 | -47.8% | 56.3% | 87 | -1.8% |
| 6 | Supertrend (10,3) ✓ | Daily | 9.8% | 0.59 | -36.4% | 51.4% | 140 | -4.0% |
| 7 | Zero-Lag LSMA ✓ | Weekly | 9.3% | 0.59 | -46.3% | 57.7% | 137 | -4.5% |
| 8 | Stoch RSI (fast) ✓ | Weekly | 9.3% | 0.58 | -38.5% | 56.1% | 196 | -4.5% |
| 9 | McGinley Dynamic ✓ | Weekly | 10.5% | 0.57 | -44.5% | 41.5% | 65 | -3.2% |
| 10 | QQE ✓ | Weekly | 11.9% | 0.57 | -55.4% | 56.2% | 112 | -1.8% |
| 11 | Ehlers Relative Vigor ✓ | Weekly | 9.2% | 0.57 | -31.6% | 56.2% | 160 | -4.6% |
| 12 | Aroon ✓ | Daily | 9.4% | 0.56 | -40.6% | 49.2% | 309 | -4.5% |
| 13 | QQE ✓ | Daily | 12.0% | 0.56 | -56.7% | 44.0% | 543 | -1.8% |
| 14 | Aroon Oscillator ✓ | Daily | 9.4% | 0.56 | -40.6% | 49.2% | 309 | -4.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For IDEX Corporation (IEX), CCI 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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