The best indicator for Simon Property Group (SPG)
We backtested 366 indicators across daily, weekly and hourly charts on real Simon Property Group (SPG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
TRIX (9)
On the weekly chart, this is the strongest risk-adjusted edge we found for Simon Property Group (SPG) over ~32.6 years — beating buy-and-hold by 0.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Simon Property Group (SPG) — trailing buy-and-hold by 1.5% 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 | TRIX (9) ✓ | Weekly | 13.2% | 0.75 | -44.4% | 53.8% | 26 | 0.2% |
| 2 | WMA 10/40 Cross ✓ | Weekly | 13.2% | 0.74 | -45.3% | 53.8% | 26 | 0.2% |
| 3 | MAMA / FAMA ✓ | Weekly | 13.2% | 0.73 | -32.8% | 53.8% | 26 | 0.2% |
| 4 | Momentum (50) ✓ | Weekly | 12.3% | 0.73 | -36.3% | 47.2% | 36 | -0.7% |
| 5 | Awesome Oscillator ✓ | Weekly | 12.8% | 0.72 | -40.6% | 43.3% | 30 | -0.2% |
| 6 | WMA 20/50 Cross ✓ | Weekly | 12.5% | 0.71 | -38.3% | 56.2% | 16 | -0.5% |
| 7 | SMA 10/30 Cross ✓ | Weekly | 12.4% | 0.7 | -53.1% | 53.8% | 26 | -0.6% |
| 8 | Ehlers TrendFlex ✓ | Weekly | 12.1% | 0.69 | -46.5% | 60.0% | 30 | -0.9% |
| 9 | EMA 8/21 Cross ✓ | Weekly | 11.6% | 0.68 | -49.2% | 51.6% | 31 | -1.4% |
| 10 | Coral Trend ✓ | Weekly | 12.1% | 0.68 | -53.4% | 62.5% | 32 | -0.9% |
| 11 | EMA 9/26 Cross ✓ | Weekly | 11.8% | 0.68 | -56.4% | 41.7% | 24 | -1.2% |
| 12 | SMA 10/40 Cross ✓ | Weekly | 11.8% | 0.68 | -52.2% | 57.9% | 19 | -1.2% |
| 13 | Predictive Ranges ✓ | Weekly | 12.2% | 0.68 | -50.0% | 48.0% | 75 | -0.7% |
| 14 | WMA 10/30 Cross ✓ | Weekly | 11.7% | 0.67 | -48.9% | 59.4% | 32 | -1.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Simon Property Group (SPG), TRIX (9) 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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