The best indicator for Arthur J. Gallagher & Co. (AJG)
We backtested 20 indicators across daily, weekly and hourly charts on real Arthur J. Gallagher & Co. (AJG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
SMA 50/200 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Arthur J. Gallagher & Co. (AJG) over ~42.0 years — trailing buy-and-hold by 4.8% 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 | SMA 50/200 Cross ✓ | Daily | 10.2% | 0.58 | -40.6% | 52.0% | 25 | -4.8% |
| 2 | Bollinger Breakout ✓ | Daily | 7.0% | 0.58 | -33.6% | 46.7% | 184 | -8.0% |
| 3 | Donchian Breakout ✓ | Daily | 8.2% | 0.58 | -44.8% | 51.5% | 165 | -6.8% |
| 4 | ADX / DMI ✓ | Daily | 7.3% | 0.56 | -51.1% | 46.7% | 272 | -7.6% |
| 5 | MACD ✓ | Daily | 8.3% | 0.55 | -59.8% | 47.5% | 419 | -6.6% |
| 6 | Rate of Change ✓ | Daily | 8.3% | 0.54 | -46.7% | 45.2% | 664 | -6.7% |
| 7 | EMA 20/50 Cross ✓ | Weekly | 10.0% | 0.55 | -38.3% | 64.3% | 14 | -4.9% |
| 8 | EMA 50/200 Cross ✓ | Daily | 8.9% | 0.51 | -55.4% | 45.8% | 24 | -6.0% |
| 9 | Heikin-Ashi Trend ✓ | Weekly | 7.5% | 0.51 | -55.4% | 51.9% | 385 | -7.5% |
| 10 | EMA 20/50 Cross ✓ | Daily | 7.4% | 0.49 | -47.0% | 45.6% | 90 | -7.5% |
| 11 | Donchian Midline ✓ | Daily | 7.0% | 0.47 | -68.4% | 39.5% | 570 | -7.9% |
| 12 | Donchian Midline ✓ | Weekly | 7.2% | 0.47 | -54.8% | 45.4% | 108 | -7.8% |
| 13 | Rate of Change ✓ | Weekly | 6.6% | 0.44 | -64.7% | 49.3% | 134 | -8.4% |
| 14 | RSI Trend (>50) ✓ | Daily | 6.1% | 0.42 | -76.2% | 39.7% | 564 | -8.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Arthur J. Gallagher & Co. (AJG), SMA 50/200 Cross on the daily 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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