The best indicator for KKR & Co. (KKR)
We backtested 382 indicators across daily, weekly and hourly charts on real KKR & Co. (KKR) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
LSMA 100 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for KKR & Co. (KKR) over ~16.0 years — trailing buy-and-hold by 4.8% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for KKR & Co. (KKR) — trailing buy-and-hold by 3.8% 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 | LSMA 100 Trend ✓ | Weekly | 14.6% | 0.8 | -26.0% | 65.2% | 23 | -4.8% |
| 2 | Trendlines with Breaks ✓ | Daily | 17.7% | 0.8 | -52.6% | 56.2% | 32 | -1.4% |
| 3 | McGinley 30 Trend ✓ | Daily | 18.7% | 0.79 | -47.4% | 39.1% | 115 | -0.4% |
| 4 | ROC (60) ✓ | Daily | 16.7% | 0.78 | -41.9% | 46.9% | 98 | -2.4% |
| 5 | Smoothed MA (Wilder) ✓ | Daily | 16.5% | 0.77 | -38.1% | 40.0% | 165 | -2.6% |
| 6 | WMA 15/60 Cross ✓ | Daily | 16.7% | 0.77 | -38.8% | 51.1% | 47 | -2.4% |
| 7 | Supertrend (7,2) ✓ | Weekly | 17.1% | 0.76 | -49.6% | 50.0% | 16 | -2.2% |
| 8 | EMA 8/21 Cross ✓ | Daily | 15.9% | 0.75 | -38.8% | 43.8% | 80 | -3.2% |
| 9 | WMA 20/50 Cross ✓ | Daily | 16.3% | 0.75 | -40.3% | 54.9% | 51 | -2.8% |
| 10 | Elastic VW MA ✓ | Daily | 16.3% | 0.75 | -45.0% | 35.7% | 168 | -2.8% |
| 11 | CCI (30) ✓ | Daily | 15.5% | 0.73 | -38.9% | 41.6% | 149 | -3.6% |
| 12 | TRIX (15) ✓ | Daily | 15.5% | 0.73 | -37.9% | 50.0% | 42 | -3.6% |
| 13 | QQE ✓ | Weekly | 19.9% | 0.73 | -52.1% | 57.1% | 42 | 0.6% |
| 14 | SMC: Fair Value Gap ✓ | Weekly | 16.6% | 0.73 | -47.7% | 53.8% | 26 | -2.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For KKR & Co. (KKR), LSMA 100 Trend 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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