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The best indicator for Best Buy (BBY)

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

Trend · Daily

EMA 20/50 Cross

On the daily chart, this is the strongest risk-adjusted edge we found for Best Buy (BBY) over ~41.1 years — beating buy-and-hold by 0.3% CAGR.

17.9%
CAGR
0.65
Sharpe
-72.3%
Max DD
42.5%
Win rate
4.12
Profit factor
+0.3%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
EMA 20/50 Cross
+0.3% · Sharpe 0.65
Weekly
Rate of Change
-0.7% · Sharpe 0.61
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1EMA 20/50 Cross Daily17.9%0.65-72.3%42.5%870.3%
2Rate of Change Weekly16.8%0.61-60.8%39.5%124-0.7%
3EMA-10 Trend Weekly16.1%0.6-79.0%42.2%187-1.4%
4RSI Trend (>50)Daily15.7%0.59-69.6%34.8%517-1.9%
5Donchian Breakout Daily13.5%0.57-67.2%42.7%157-4.2%
6MACD Weekly14.5%0.56-85.2%44.4%81-3.0%
7ADX / DMIDaily12.2%0.54-63.7%42.7%267-5.5%
8Donchian Midline Weekly13.8%0.54-71.2%46.1%115-3.8%
9EMA-10 TrendDaily12.8%0.52-93.6%37.8%911-4.8%
10Donchian MidlineDaily12.7%0.52-82.1%36.2%536-4.9%
11RSI Trend (>50) Weekly11.4%0.48-77.6%40.7%123-6.1%
12Bollinger BreakoutDaily9.3%0.47-51.3%42.6%183-8.3%
13RSI Mean-Reversion Weekly8.0%0.47-36.6%93.3%15-9.5%
14Bollinger Breakout Weekly9.8%0.47-72.6%37.5%40-7.7%

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

What this means

For Best Buy (BBY), EMA 20/50 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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