The best indicator for Retail
We backtested 382 indicators across daily, weekly and hourly charts on real Retail history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Retail 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.
Inside-Bar Breakout
On the weekly chart, this is the strongest risk-adjusted edge we found for Retail over ~20.4 years — trailing buy-and-hold by 3.5% CAGR.
Retail 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 | Inside-Bar Breakout ✓ | Weekly | 5.4% | 0.66 | -16.4% | 61.9% | 21 | -3.5% |
| 2 | Connors RSI ✓ | Daily | 8.5% | 0.58 | -39.9% | 64.7% | 252 | -0.6% |
| 3 | SMC: Break of Structure ✓ | Daily | 8.4% | 0.55 | -40.0% | 49.2% | 59 | -0.7% |
| 4 | ZLEMA 100 Trend ✓ | Weekly | 7.0% | 0.55 | -21.4% | 51.3% | 39 | -2.0% |
| 5 | LSMA 100 Trend ✓ | Weekly | 7.0% | 0.55 | -27.8% | 50.0% | 38 | -2.0% |
| 6 | FRAMA 10/30 Cross ✓ | Daily | 8.3% | 0.54 | -39.5% | 48.7% | 388 | -0.8% |
| 7 | KAMA 10/30 Cross ✓ | Weekly | 7.4% | 0.54 | -35.2% | 40.0% | 15 | -1.6% |
| 8 | McGinley 200 Trend ✓ | Daily | 10.1% | 0.53 | -47.0% | 35.3% | 17 | 1.0% |
| 9 | ADXR ✓ | Weekly | 6.6% | 0.53 | -27.5% | 46.4% | 28 | -2.4% |
| 10 | Donchian 20 Break ✓ | Daily | 7.7% | 0.52 | -32.7% | 41.8% | 55 | -1.3% |
| 11 | Accumulation/Distribution ✓ | Weekly | 7.9% | 0.52 | -46.6% | 47.5% | 61 | -1.0% |
| 12 | Pivot Point SuperTrend ✓ | Daily | 7.4% | 0.51 | -36.4% | 33.3% | 39 | -1.6% |
| 13 | RSI (30) ✓ | Weekly | 7.5% | 0.51 | -38.2% | 33.3% | 33 | -1.5% |
| 14 | SMC: Order Block ✓ | Daily | 7.7% | 0.5 | -51.4% | 36.0% | 136 | -1.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Retail
4 of 589 tested setups beat buy-and-hold on Retail outright. Another 250 could get there with leverage they would survive — but 210 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| TEMA 100 Trend | 1 | 2.09× | 4.42× |
| Accumulation/Distribution | 1 | none needed | 4.19× |
| Twiggs Money Flow | 1 | none needed | 3.79× |
| LSMA 100 Trend | 1 | none needed | 3.12× |
| Williams Alligator | — | 1.14× | 4.28× |
| DeMarker (21) | — | 1.34× | 3.37× |
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 Retail, Inside-Bar Breakout 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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