The best indicator for Allstate (ALL)
We backtested 20 indicators across daily, weekly and hourly charts on real Allstate (ALL) 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 Allstate (ALL) over ~33.0 years — beating buy-and-hold by 0.3% 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 | 11.4% | 0.65 | -41.4% | 50.0% | 18 | 0.3% |
| 2 | Donchian Breakout ✓ | Weekly | 8.8% | 0.62 | -38.6% | 68.0% | 25 | -2.3% |
| 3 | EMA 50/200 Cross ✓ | Daily | 8.6% | 0.53 | -50.4% | 41.2% | 17 | -2.5% |
| 4 | Bollinger Breakout ✓ | Weekly | 6.3% | 0.53 | -35.3% | 51.7% | 29 | -4.8% |
| 5 | EMA 20/50 Cross ✓ | Daily | 7.0% | 0.45 | -60.0% | 36.8% | 68 | -4.1% |
| 6 | ADX / DMI ✓ | Weekly | 5.7% | 0.45 | -49.9% | 56.1% | 41 | -5.5% |
| 7 | EMA 20/50 Cross ✓ | Weekly | 8.9% | 0.53 | -40.9% | 66.7% | 12 | -2.3% |
| 8 | RSI Trend (>50) ✓ | Weekly | 5.3% | 0.38 | -46.3% | 47.4% | 95 | -5.9% |
| 9 | Donchian Midline ✓ | Weekly | 5.4% | 0.38 | -47.3% | 40.5% | 84 | -5.7% |
| 10 | Heikin-Ashi Trend ✓ | Weekly | 4.6% | 0.33 | -64.6% | 49.7% | 312 | -6.5% |
| 11 | Stochastic ✓ | Daily | 4.5% | 0.32 | -57.2% | 69.6% | 158 | -6.6% |
| 12 | Rate of Change ✓ | Weekly | 4.2% | 0.32 | -58.0% | 48.2% | 114 | -7.0% |
| 13 | WaveTrend (8/6/4) ✓ | Daily | 4.0% | 0.29 | -65.5% | 66.7% | 111 | -7.2% |
| 14 | MACD ✓ | Weekly | 3.5% | 0.29 | -56.8% | 49.4% | 79 | -7.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Allstate (ALL), SMA 50/200 Cross on the daily timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — 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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