The best indicator for Ameren (AEE)
We backtested 20 indicators across daily, weekly and hourly charts on real Ameren (AEE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Bollinger Mean-Reversion
On the weekly chart, this is the strongest risk-adjusted edge we found for Ameren (AEE) over ~28.5 years — trailing buy-and-hold by 4.2% CAGR.
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 | Bollinger Mean-Reversion ✓ | Weekly | 4.1% | 0.48 | -25.8% | 87.0% | 23 | -4.2% |
| 2 | RSI Mean-Reversion ✓ | Daily | 4.1% | 0.46 | -22.4% | 84.6% | 39 | -4.1% |
| 3 | CCI ✓ | Daily | 5.5% | 0.45 | -48.2% | 70.8% | 137 | -2.7% |
| 4 | Williams %R ✓ | Weekly | 4.2% | 0.45 | -34.5% | 81.6% | 38 | -4.1% |
| 5 | WaveTrend (8/6/4) ✓ | Daily | 5.1% | 0.41 | -50.6% | 68.6% | 105 | -3.1% |
| 6 | Holy Grail Confluence ✓ | Daily | 3.8% | 0.38 | -25.4% | 71.9% | 32 | -4.4% |
| 7 | EMA 20/50 Cross ✓ | Weekly | 6.2% | 0.46 | -35.8% | 50.0% | 12 | -2.0% |
| 8 | Stochastic ✓ | Daily | 3.4% | 0.33 | -43.7% | 65.1% | 126 | -4.8% |
| 9 | EMA 50/200 Cross ✓ | Daily | 4.0% | 0.32 | -39.9% | 40.0% | 20 | -4.2% |
| 10 | MACD ✓ | Daily | 3.5% | 0.32 | -31.8% | 42.7% | 279 | -4.7% |
| 11 | Stochastic ✓ | Weekly | 2.4% | 0.31 | -33.6% | 85.0% | 20 | -5.9% |
| 12 | SMA 50/200 Cross ✓ | Daily | 3.7% | 0.3 | -40.0% | 52.4% | 21 | -4.5% |
| 13 | Williams %R ✓ | Daily | 3.2% | 0.29 | -55.4% | 70.2% | 181 | -5.0% |
| 14 | Money Flow Index ✓ | Daily | 2.8% | 0.29 | -51.4% | 85.0% | 20 | -5.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Ameren (AEE), Bollinger Mean-Reversion 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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