The best indicator for AutoZone (AZO)
We backtested 20 indicators across daily, weekly and hourly charts on real AutoZone (AZO) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Holy Grail Confluence
On the daily chart, this is the strongest risk-adjusted edge we found for AutoZone (AZO) over ~35.2 years — trailing buy-and-hold by 9.4% 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 | Holy Grail Confluence ✓ | Daily | 9.4% | 0.65 | -33.9% | 78.6% | 56 | -9.4% |
| 2 | EMA-10 Trend ✓ | Weekly | 9.5% | 0.55 | -60.0% | 50.9% | 165 | -9.2% |
| 3 | WaveTrend (8/6/4) ✓ | Daily | 9.6% | 0.54 | -51.0% | 74.4% | 129 | -9.2% |
| 4 | Rate of Change ✓ | Weekly | 9.2% | 0.52 | -49.0% | 51.8% | 112 | -9.6% |
| 5 | Donchian Midline ✓ | Weekly | 9.1% | 0.52 | -53.1% | 42.2% | 90 | -9.7% |
| 6 | RSI Trend (>50) ✓ | Daily | 8.7% | 0.5 | -39.9% | 37.7% | 446 | -10.0% |
| 7 | Bollinger Mean-Reversion ✓ | Weekly | 6.0% | 0.49 | -36.0% | 63.6% | 22 | -12.8% |
| 8 | EMA 20/50 Cross ✓ | Daily | 8.3% | 0.48 | -59.3% | 45.6% | 90 | -10.5% |
| 9 | EMA 50/200 Cross ✓ | Daily | 8.5% | 0.47 | -65.6% | 37.5% | 24 | -10.3% |
| 10 | ADX / DMI | Weekly | 6.9% | 0.47 | -47.2% | 44.9% | 49 | -11.9% |
| 11 | Stochastic ✓ | Daily | 6.9% | 0.46 | -50.2% | 73.5% | 162 | -11.9% |
| 12 | Williams %R ✓ | Daily | 7.2% | 0.46 | -47.8% | 73.4% | 218 | -11.6% |
| 13 | CCI ✓ | Daily | 7.1% | 0.46 | -42.1% | 70.9% | 165 | -11.7% |
| 14 | SMA 50/200 Cross ✓ | Daily | 7.9% | 0.45 | -66.2% | 52.0% | 25 | -10.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For AutoZone (AZO), Holy Grail Confluence 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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