The best indicator for AvalonBay Communities (AVB)
We backtested 20 indicators across daily, weekly and hourly charts on real AvalonBay Communities (AVB) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 50/200 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for AvalonBay Communities (AVB) over ~32.2 years — trailing 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 | EMA 50/200 Cross ✓ | Daily | 10.7% | 0.68 | -36.1% | 57.1% | 14 | -0.3% |
| 2 | Donchian Breakout ✓ | Weekly | 8.7% | 0.63 | -33.3% | 55.0% | 20 | -2.2% |
| 3 | SMA 50/200 Cross | Daily | 8.6% | 0.54 | -53.9% | 52.6% | 19 | -2.4% |
| 4 | Stochastic ✓ | Daily | 8.1% | 0.52 | -50.8% | 74.3% | 175 | -2.8% |
| 5 | EMA 20/50 Cross ✓ | Weekly | 9.1% | 0.58 | -42.3% | 53.8% | 13 | -1.8% |
| 6 | Williams %R ✓ | Daily | 7.0% | 0.45 | -58.4% | 72.5% | 211 | -4.0% |
| 7 | RSI Trend (>50) ✓ | Weekly | 6.2% | 0.44 | -68.1% | 45.1% | 82 | -4.8% |
| 8 | Donchian Midline ✓ | Weekly | 6.1% | 0.43 | -46.3% | 43.0% | 86 | -4.8% |
| 9 | Bollinger Breakout ✓ | Weekly | 4.5% | 0.41 | -52.3% | 53.6% | 28 | -6.4% |
| 10 | ADX / DMI ✓ | Weekly | 4.9% | 0.41 | -33.2% | 55.3% | 47 | -6.0% |
| 11 | EMA 20/50 Cross ✓ | Daily | 5.6% | 0.4 | -48.6% | 31.1% | 74 | -5.4% |
| 12 | Bollinger Mean-Reversion ✓ | Daily | 5.4% | 0.4 | -44.4% | 68.6% | 137 | -5.6% |
| 13 | Rate of Change | Weekly | 5.2% | 0.38 | -43.5% | 44.7% | 103 | -5.7% |
| 14 | WaveTrend (8/6/4) ✓ | Daily | 5.7% | 0.37 | -67.4% | 71.5% | 123 | -5.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For AvalonBay Communities (AVB), EMA 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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