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 over the full backtest, with costs, and checked out-of-sample.
Where Rockwell Automation (ROK) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Donchian Breakout
On the weekly chart, this is the strongest risk-adjusted edge we found for Rockwell Automation (ROK) over ~44.9 years — trailing buy-and-hold by 4.4% CAGR.
Rockwell Automation (ROK) on the weekly chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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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 | Donchian Breakout ✓ | Weekly | 10.9% | 0.61 | -36.3% | 64.5% | 31 | -4.4% |
| 2 | Vortex ✓ | Weekly | 11.6% | 0.61 | -52.4% | 52.9% | 102 | -3.7% |
| 3 | Ichimoku TK Cross ✓ | Weekly | 11.3% | 0.6 | -41.1% | 61.9% | 42 | -4.0% |
| 4 | Random Walk Index ✓ | Weekly | 11.3% | 0.6 | -52.4% | 51.5% | 103 | -3.9% |
| 5 | DMI Direction ✓ | Weekly | 11.0% | 0.6 | -35.6% | 52.2% | 92 | -4.2% |
| 6 | Random Walk Index ✓ | Weekly | 11.3% | 0.6 | -52.4% | 51.5% | 103 | -3.9% |
| 7 | Aroon ✓ | Weekly | 11.2% | 0.59 | -41.1% | 60.3% | 73 | -4.1% |
| 8 | Aroon Oscillator ✓ | Weekly | 11.2% | 0.59 | -41.1% | 60.3% | 73 | -4.1% |
| 9 | Supertrend Fast (10,2) ✓ | Weekly | 11.0% | 0.58 | -62.0% | 60.4% | 48 | -4.2% |
| 10 | Cutler's RSI ✓ | Weekly | 10.9% | 0.58 | -59.1% | 54.3% | 138 | -4.4% |
| 11 | ROC (14) ✓ | Weekly | 10.9% | 0.58 | -59.1% | 54.7% | 137 | -4.3% |
| 12 | CMO (14) ✓ | Weekly | 10.9% | 0.58 | -59.1% | 54.7% | 137 | -4.3% |
| 13 | Supertrend (10,2) ✓ | Weekly | 11.0% | 0.58 | -62.0% | 60.4% | 48 | -4.2% |
| 14 | Ease of Movement ✓ | Weekly | 10.6% | 0.57 | -66.1% | 54.1% | 98 | -4.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Rockwell Automation (ROK)
0 of 712 tested setups beat buy-and-hold on Rockwell Automation (ROK) outright. Another 169 could get there with leverage they would survive — but 389 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| QQE | — | 1.47× | 2.16× |
| Zero-Lag MACD | — | 1.59× | 2.13× |
| Donchian 10 Break | — | 1.6× | 2.96× |
| Donchian Breakout | — | 1.77× | 3.17× |
| Stochastic | — | 1.8× | 2.88× |
| SMC: Liquidity Sweep | — | 1.83× | 2.69× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Rockwell Automation (ROK), Donchian Breakout 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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