The best indicator for Rockwell Automation (ROK)
We backtested 382 indicators across daily, weekly and hourly charts on real Rockwell Automation (ROK) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Ichimoku TK Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for Rockwell Automation (ROK) over ~44.6 years — trailing buy-and-hold by 2.7% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Rockwell Automation (ROK) — trailing buy-and-hold by 4.3% 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 | Ichimoku TK Cross ✓ | Weekly | 12.7% | 0.65 | -39.6% | 69.2% | 39 | -2.7% |
| 2 | Vortex ✓ | Weekly | 11.4% | 0.6 | -53.1% | 53.9% | 102 | -4.0% |
| 3 | DMI Direction ✓ | Weekly | 11.0% | 0.6 | -38.1% | 54.7% | 86 | -4.5% |
| 4 | Ehlers TrendFlex ✓ | Weekly | 11.7% | 0.6 | -46.1% | 66.7% | 39 | -3.7% |
| 5 | Donchian Breakout ✓ | Weekly | 10.7% | 0.59 | -38.3% | 68.8% | 32 | -4.8% |
| 6 | Random Walk Index ✓ | Weekly | 11.1% | 0.59 | -53.1% | 52.4% | 105 | -4.4% |
| 7 | DeMarker (21) ✓ | Weekly | 10.8% | 0.59 | -47.4% | 63.0% | 73 | -4.6% |
| 8 | DeMarker (14) ✓ | Weekly | 10.8% | 0.59 | -47.2% | 54.3% | 105 | -4.7% |
| 9 | Random Walk Index ✓ | Weekly | 11.1% | 0.59 | -53.1% | 52.4% | 105 | -4.4% |
| 10 | SMA 10/30 Cross ✓ | Weekly | 11.4% | 0.58 | -49.5% | 69.2% | 39 | -4.1% |
| 11 | Supertrend Fast (10,2) ✓ | Weekly | 10.9% | 0.58 | -62.4% | 63.3% | 49 | -4.5% |
| 12 | Linear Regression Slope ✓ | Weekly | 11.0% | 0.58 | -49.0% | 61.2% | 49 | -4.4% |
| 13 | Even Better Sinewave ✓ | Weekly | 11.3% | 0.58 | -54.2% | 57.5% | 40 | -4.1% |
| 14 | Correlation Trend ✓ | Weekly | 11.0% | 0.58 | -49.0% | 61.2% | 49 | -4.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Rockwell Automation (ROK), Ichimoku TK Cross 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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