The best indicator for Wingstop
We backtested 382 indicators across daily, weekly and hourly charts on real Wingstop history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Wingstop 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.
Net Volume
On the weekly chart, this is the strongest risk-adjusted edge we found for Wingstop over ~11.4 years — beating buy-and-hold by 7.5% CAGR.
Wingstop 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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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 | Net Volume ✓ | Weekly | 22.1% | 0.8 | -40.5% | 57.9% | 19 | 7.5% |
| 2 | Liquidity Flow Oscillator ✓ | Weekly | 22.1% | 0.8 | -40.5% | 57.9% | 19 | 7.5% |
| 3 | T3 10/40 Cross ✓ | Daily | 21.0% | 0.79 | -48.7% | 57.1% | 28 | 5.9% |
| 4 | Price Volume Trend ✓ | Weekly | 22.4% | 0.76 | -53.2% | 52.6% | 19 | 7.9% |
| 5 | DMI Direction ✓ | Weekly | 22.2% | 0.76 | -51.3% | 62.5% | 16 | 7.6% |
| 6 | EMA 30 Trend ✓ | Weekly | 20.8% | 0.76 | -33.5% | 40.0% | 20 | 6.2% |
| 7 | True Strength Index ✓ | Weekly | 19.6% | 0.75 | -47.1% | 60.0% | 20 | 5.0% |
| 8 | ADX / DMI ✓ | Weekly | 24.1% | 0.86 | -29.0% | 69.2% | 13 | 9.5% |
| 9 | RSI Trend (>50) ✓ | Weekly | 20.1% | 0.74 | -37.7% | 45.8% | 24 | 5.6% |
| 10 | ADXR ✓ | Weekly | 19.9% | 0.74 | -40.7% | 68.8% | 16 | 5.3% |
| 11 | Hull MA 200 Trend ✓ | Daily | 16.4% | 0.73 | -44.6% | 38.2% | 55 | 1.3% |
| 12 | Disparity (20) ✓ | Weekly | 20.1% | 0.73 | -33.9% | 50.0% | 32 | 5.5% |
| 13 | CCI (50) ✓ | Daily | 18.7% | 0.72 | -57.0% | 34.8% | 66 | 3.6% |
| 14 | Vegas Tunnel ✓ | Daily | 17.6% | 0.71 | -42.6% | 39.5% | 43 | 2.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Wingstop lost money across the out-of-sample window in 445 of 445 tests, so there is no positive benchmark to lever toward — clearing a negative bar is a much weaker claim than beating a real one, and we keep the two apart rather than counting it as a win. How we compute that
For Wingstop, Net Volume 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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