The best indicator for Paccar (PCAR)
We backtested 366 indicators across daily, weekly and hourly charts on real Paccar (PCAR) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Markov Regime
On the daily chart, this is the strongest risk-adjusted edge we found for Paccar (PCAR) over ~46.2 years — trailing buy-and-hold by 0.0% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Paccar (PCAR) — trailing buy-and-hold by 11.8% 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 | Markov Regime ✓ | Daily | 14.6% | 0.59 | -66.2% | 47.1% | 85 | 0.0% |
| 2 | Connors RSI ✓ | Weekly | 9.1% | 0.56 | -31.0% | 73.9% | 115 | -5.7% |
| 3 | WaveTrend (8/6/4) ✓ | Daily | 10.1% | 0.54 | -46.2% | 72.6% | 190 | -4.5% |
| 4 | Ultimate Oscillator ✓ | Daily | 8.6% | 0.54 | -58.1% | 74.0% | 50 | -6.0% |
| 5 | QQE ✓ | Daily | 12.3% | 0.53 | -74.6% | 39.5% | 703 | -2.2% |
| 6 | McGinley 200 Trend ✓ | Daily | 12.3% | 0.53 | -66.2% | 33.3% | 30 | -2.2% |
| 7 | QQE ✓ | Weekly | 11.8% | 0.53 | -70.6% | 53.4% | 133 | -3.0% |
| 8 | SMC: Liquidity Sweep ✓ | Daily | 9.7% | 0.53 | -45.5% | 75.4% | 142 | -4.9% |
| 9 | Murrey Math Lines ✓ | Weekly | 8.0% | 0.52 | -52.2% | 83.9% | 31 | -6.8% |
| 10 | Ehlers Reflex ✓ | Weekly | 8.6% | 0.5 | -54.4% | 64.6% | 79 | -6.2% |
| 11 | McGinley 30 Trend ✓ | Weekly | 11.2% | 0.5 | -64.9% | 41.4% | 29 | -3.7% |
| 12 | MA Envelope ✓ | Daily | 8.0% | 0.48 | -62.0% | 67.0% | 318 | -6.5% |
| 13 | VIDYA 200 Trend ✓ | Daily | 10.6% | 0.48 | -79.3% | 35.7% | 28 | -4.0% |
| 14 | Volume Flow Indicator ✓ | Weekly | 10.0% | 0.48 | -64.9% | 52.9% | 17 | -4.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Paccar (PCAR), Markov Regime on the daily 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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