The best indicator for Ross Stores (ROST)
We backtested 382 indicators across daily, weekly and hourly charts on real Ross Stores (ROST) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Ross Stores (ROST) 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.
UT Bot (ATR Trailing)
On the weekly chart, this is the strongest risk-adjusted edge we found for Ross Stores (ROST) over ~41.3 years — beating buy-and-hold by 0.1% CAGR.
Ross Stores (ROST) 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 Ross Stores (ROST) — trailing buy-and-hold by 2.6% 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 | UT Bot (ATR Trailing) ✓ | Weekly | 16.8% | 0.69 | -40.1% | 46.6% | 118 | 0.1% |
| 2 | TRIX (15) ✓ | Daily | 16.8% | 0.68 | -42.4% | 52.9% | 104 | 0.1% |
| 3 | QQE ✓ | Weekly | 20.7% | 0.68 | -82.7% | 48.4% | 124 | 4.0% |
| 4 | Hull MA 15/60 Cross ✓ | Weekly | 16.4% | 0.68 | -66.9% | 57.8% | 64 | -0.3% |
| 5 | SMC: Change of Character ✓ | Daily | 16.7% | 0.67 | -56.0% | 57.0% | 100 | -0.0% |
| 6 | McGinley 10/30 Cross ✓ | Daily | 16.8% | 0.66 | -68.0% | 44.6% | 65 | 0.1% |
| 7 | Supertrend (14,4) ✓ | Daily | 15.9% | 0.66 | -52.0% | 50.0% | 84 | -0.8% |
| 8 | Markov Regime ✓ | Weekly | 17.4% | 0.66 | -66.2% | 62.5% | 32 | 0.7% |
| 9 | TRIMA 100 Trend ✓ | Daily | 14.0% | 0.65 | -58.0% | 37.0% | 127 | -2.7% |
| 10 | SMC: Order Block ✓ | Weekly | 15.3% | 0.65 | -56.1% | 52.0% | 50 | -1.3% |
| 11 | SMA 20/50 Cross ✓ | Daily | 15.6% | 0.64 | -53.3% | 52.5% | 99 | -1.1% |
| 12 | WMA 20/80 Cross ✓ | Daily | 15.2% | 0.64 | -53.3% | 47.7% | 88 | -1.5% |
| 13 | T3 15/60 Cross ✓ | Daily | 15.3% | 0.64 | -56.8% | 49.4% | 77 | -1.4% |
| 14 | Trendlines with Breaks ✓ | Daily | 15.3% | 0.64 | -60.4% | 49.4% | 87 | -1.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Ross Stores (ROST)
1 of 691 tested setups beat buy-and-hold on Ross Stores (ROST) outright. Another 227 could get there with leverage they would survive — but 330 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Center of Gravity | 1 | none needed | 3.19× |
| Zero-Lag MACD | — | 1.19× | 3.18× |
| Even Better Sinewave | — | 1.34× | 2.43× |
| T3 100 Trend | — | 1.54× | 3.34× |
| TRIX (9) | — | 1.55× | 2.84× |
| Ichimoku TK Cross | — | 1.57× | 2.59× |
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 Ross Stores (ROST), UT Bot (ATR Trailing) on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — 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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