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, out-of-sample, with costs.
Trend Regularity Adaptive MA
On the weekly chart, this is the strongest risk-adjusted edge we found for Consumer Disc. (XLY) over ~27.6 years — trailing buy-and-hold by 1.1% CAGR.
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 | 8.3% | 0.65 | -27.7% | 69.0% | 29 | -1.1% |
| 2 | KDJ ✓ | Weekly | 6.8% | 0.6 | -23.2% | 53.7% | 134 | -2.6% |
| 3 | ROC (60) ✓ | Weekly | 7.7% | 0.58 | -27.0% | 73.9% | 23 | -1.8% |
| 4 | Markov Regime ✓ | Weekly | 9.5% | 0.57 | -44.5% | 62.7% | 59 | 0.1% |
| 5 | ALMA 100 Trend ✓ | Weekly | 6.4% | 0.55 | -20.6% | 52.6% | 38 | -3.0% |
| 6 | CCI (100) ✓ | Weekly | 7.3% | 0.55 | -29.5% | 46.7% | 15 | -2.1% |
| 7 | Connors RSI-2 ✓ | Daily | 6.6% | 0.54 | -28.1% | 69.8% | 331 | -3.0% |
| 8 | DEMA 100 Trend ✓ | Weekly | 5.7% | 0.54 | -21.1% | 50.0% | 48 | -3.7% |
| 9 | EMA 20/80 Cross ✓ | Daily | 6.8% | 0.53 | -29.0% | 47.6% | 42 | -2.8% |
| 10 | Relative Momentum Index ✓ | Weekly | 7.0% | 0.53 | -41.1% | 65.0% | 20 | -2.4% |
| 11 | McGinley 200 Trend ✓ | Daily | 8.2% | 0.52 | -58.5% | 25.6% | 39 | -1.4% |
| 12 | Zero-Lag MACD ✓ | Weekly | 6.6% | 0.52 | -42.3% | 62.8% | 121 | -2.8% |
| 13 | Elastic VW MA ✓ | Weekly | 6.6% | 0.52 | -35.1% | 53.6% | 56 | -2.8% |
| 14 | EMA 200 Trend ✓ | Weekly | 6.9% | 0.52 | -50.8% | 66.7% | 15 | -2.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
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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