The best indicator for Vulcan Materials Company (VMC)
We backtested 366 indicators across daily, weekly and hourly charts on real Vulcan Materials Company (VMC) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
WaveTrend (8/6/4)
On the daily chart, this is the strongest risk-adjusted edge we found for Vulcan Materials Company (VMC) over ~53.3 years — trailing buy-and-hold by 2.0% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Vulcan Materials Company (VMC) — trailing buy-and-hold by 5.1% 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 | WaveTrend (8/6/4) ✓ | Daily | 10.4% | 0.61 | -43.1% | 73.1% | 212 | -2.0% |
| 2 | Parabolic SAR ✓ | Daily | 10.5% | 0.61 | -49.1% | 46.0% | 585 | -1.9% |
| 3 | Ultimate Oscillator ✓ | Daily | 9.9% | 0.61 | -48.2% | 78.4% | 88 | -2.5% |
| 4 | Parabolic SAR (fast) ✓ | Daily | 10.4% | 0.61 | -44.7% | 46.2% | 910 | -2.0% |
| 5 | TEMA 10/30 Cross ✓ | Daily | 10.1% | 0.6 | -37.9% | 45.0% | 524 | -2.3% |
| 6 | Bullish Marubozu ✓ | Daily | 6.8% | 0.6 | -35.0% | 49.3% | 611 | -5.6% |
| 7 | Chande-Kroll Stop (fast) ✓ | Daily | 12.0% | 0.6 | -69.4% | 40.3% | 1014 | -0.4% |
| 8 | Chande Kroll Stop ✓ | Daily | 11.5% | 0.57 | -65.6% | 40.5% | 805 | -0.9% |
| 9 | Hull MA 10/40 Cross ✓ | Daily | 9.6% | 0.57 | -53.4% | 44.0% | 575 | -2.8% |
| 10 | T3 (Tillson) ✓ | Daily | 9.2% | 0.55 | -48.6% | 41.1% | 989 | -3.2% |
| 11 | Derivative Oscillator | Daily | 7.2% | 0.55 | -62.9% | 46.6% | 890 | -5.2% |
| 12 | LSMA 10/30 Cross ✓ | Daily | 9.2% | 0.55 | -40.7% | 46.6% | 541 | -3.2% |
| 13 | Force Index ✓ | Daily | 9.1% | 0.54 | -63.7% | 41.4% | 754 | -3.3% |
| 14 | Zero-Lag EMA Cross ✓ | Daily | 9.0% | 0.54 | -46.7% | 45.2% | 630 | -3.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Vulcan Materials Company (VMC), WaveTrend (8/6/4) 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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