The best indicator for Lennox International (LII)
We backtested 382 indicators across daily, weekly and hourly charts on real Lennox International (LII) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Ehlers Reflex
On the weekly chart, this is the strongest risk-adjusted edge we found for Lennox International (LII) over ~27.0 years — trailing buy-and-hold by 2.1% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Lennox International (LII) — trailing buy-and-hold by 6.4% 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 Reflex ✓ | Weekly | 12.7% | 0.67 | -42.8% | 63.8% | 47 | -2.1% |
| 2 | ROC (60) ✓ | Weekly | 13.7% | 0.66 | -36.7% | 42.1% | 19 | -1.2% |
| 3 | ALMA 10/30 Cross ✓ | Weekly | 12.4% | 0.65 | -37.5% | 51.0% | 49 | -2.4% |
| 4 | T3 8/21 Cross ✓ | Weekly | 12.2% | 0.65 | -41.6% | 71.4% | 21 | -2.7% |
| 5 | Markov Regime ✓ | Weekly | 15.7% | 0.65 | -51.4% | 60.0% | 30 | 0.8% |
| 6 | T3 20/80 Cross ✓ | Daily | 11.3% | 0.61 | -48.0% | 59.5% | 37 | -3.8% |
| 7 | Hull Suite ✓ | Weekly | 11.5% | 0.6 | -44.8% | 61.5% | 26 | -3.3% |
| 8 | Historical Volatility Regime ✓ | Weekly | 9.3% | 0.6 | -45.1% | 52.5% | 40 | -5.5% |
| 9 | Three White Soldiers ✓ | Weekly | 9.1% | 0.6 | -38.2% | 64.1% | 64 | -5.8% |
| 10 | Volatility Regime (VIX-style) ✓ | Weekly | 9.2% | 0.6 | -39.7% | 56.4% | 39 | -5.6% |
| 11 | Williams %R ✓ | Daily | 11.3% | 0.59 | -53.7% | 73.0% | 178 | -3.7% |
| 12 | DEMA 20/50 Cross ✓ | Weekly | 10.5% | 0.59 | -56.4% | 57.1% | 21 | -4.4% |
| 13 | T3 30 Trend ✓ | Weekly | 9.6% | 0.59 | -43.2% | 60.6% | 33 | -5.3% |
| 14 | Coppock (fast) ✓ | Weekly | 11.0% | 0.58 | -47.4% | 52.3% | 44 | -3.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Lennox International (LII), Ehlers Reflex 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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