The best indicator for Consumer Disc. (XLY)
We backtested 382 indicators across daily, weekly and hourly charts on real Consumer Disc. (XLY) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Consumer Disc. (XLY) 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.
Trend Regularity Adaptive MA
On the weekly chart, this is the strongest risk-adjusted edge we found for Consumer Disc. (XLY) over ~27.9 years — trailing buy-and-hold by 1.9% CAGR.
Consumer Disc. (XLY) 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 Consumer Disc. (XLY) — trailing buy-and-hold by 7.7% 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 | Trend Regularity Adaptive MA ✓ | Weekly | 7.3% | 0.58 | -27.8% | 62.5% | 32 | -1.9% |
| 2 | Connors RSI-2 ✓ | Daily | 6.7% | 0.55 | -28.1% | 69.9% | 336 | -2.5% |
| 3 | KDJ ✓ | Weekly | 6.1% | 0.55 | -23.3% | 54.3% | 138 | -3.0% |
| 4 | Markov Regime ✓ | Weekly | 9.1% | 0.55 | -44.8% | 63.3% | 60 | -0.1% |
| 5 | DEMA 100 Trend ✓ | Weekly | 5.6% | 0.54 | -21.4% | 52.1% | 48 | -3.5% |
| 6 | ROC (60) ✓ | Weekly | 7.0% | 0.54 | -27.1% | 66.7% | 27 | -2.1% |
| 7 | CCI (100) ✓ | Weekly | 7.1% | 0.54 | -29.5% | 46.7% | 15 | -2.0% |
| 8 | Williams %R ✓ | Weekly | 6.4% | 0.52 | -34.3% | 83.8% | 37 | -2.7% |
| 9 | Zero-Lag MACD ✓ | Weekly | 6.7% | 0.52 | -41.4% | 63.6% | 121 | -2.4% |
| 10 | ALMA 100 Trend ✓ | Weekly | 6.0% | 0.52 | -22.3% | 51.2% | 41 | -3.1% |
| 11 | ALMA 200 Trend ✓ | Weekly | 6.1% | 0.51 | -31.8% | 52.0% | 25 | -3.0% |
| 12 | Connors RSI ✓ | Daily | 6.2% | 0.5 | -38.5% | 67.6% | 339 | -3.0% |
| 13 | McGinley 200 Trend ✓ | Daily | 7.9% | 0.5 | -58.5% | 25.6% | 39 | -1.3% |
| 14 | EMA 20/80 Cross ✓ | Daily | 6.4% | 0.5 | -29.0% | 45.5% | 44 | -2.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Consumer Disc. (XLY)
22 of 648 tested setups beat buy-and-hold on Consumer Disc. (XLY) outright. Another 428 could get there with leverage they would survive — but 123 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Zero-Lag MACD | 2 | none needed | 3.69× |
| Parabolic SAR | 1 | 1.39× | 4.13× |
| Chaikin Oscillator | 1 | 1.98× | 4.48× |
| A/D Oscillator | 1 | 1.98× | 4.48× |
| Hull MA Trend | 1 | 2.2× | 3.86× |
| Markov Regime (Confirmed) | 1 | 2.27× | 3.14× |
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 Consumer Disc. (XLY), Trend Regularity Adaptive MA 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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