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The best indicator for Albemarle Corporation (ALB)

We backtested 20 indicators across daily, weekly and hourly charts on real Albemarle Corporation (ALB) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Volatility · Weekly

Bollinger Mean-Reversion

On the weekly chart, this is the strongest risk-adjusted edge we found for Albemarle Corporation (ALB) over ~32.4 years — trailing buy-and-hold by 4.1% CAGR.

8.1%
CAGR
0.49
Sharpe
-36.8%
Max DD
80.0%
Win rate
4.6
Profit factor
-4.1%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Bollinger Mean-Reversion
-4.1% · Sharpe 0.49
Daily
EMA 50/200 Cross
-2.4% · Sharpe 0.46
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Bollinger Mean-Reversion Weekly8.1%0.49-36.8%80.0%30-4.1%
2Donchian Breakout Weekly8.7%0.47-48.5%47.8%23-3.4%
3EMA 50/200 Cross Daily9.4%0.46-52.6%50.0%22-2.4%
4SMA 50/200 Cross Daily9.0%0.45-58.9%46.2%26-2.8%
5WaveTrend (8/6/4) Weekly6.7%0.38-72.3%78.3%23-5.5%
6Heikin-Ashi Trend Weekly6.4%0.37-66.3%47.6%292-5.7%
7Donchian Midline Weekly6.5%0.37-68.5%38.1%97-5.7%
8Holy Grail Confluence Daily5.8%0.36-58.9%72.5%51-6.0%
9EMA 20/50 Cross Daily6.2%0.35-68.9%37.4%91-5.7%
10EMA 20/50 Cross Weekly6.7%0.37-61.4%42.9%14-5.5%
11MACD Weekly5.3%0.33-74.6%43.5%62-6.8%
12Rate of Change Weekly5.1%0.32-63.7%48.3%116-7.1%
13RSI Mean-Reversion Daily4.1%0.3-54.5%75.0%48-7.7%
14Money Flow Index Daily4.6%0.3-65.2%62.9%35-7.2%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Albemarle Corporation (ALB), 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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