The best indicator for Brown–Forman (BF-B)
We backtested 20 indicators across daily, weekly and hourly charts on real Brown–Forman (BF-B) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Bollinger Mean-Reversion
On the weekly chart, this is the strongest risk-adjusted edge we found for Brown–Forman (BF-B) over ~46.4 years — trailing buy-and-hold by 5.3% 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 | Bollinger Mean-Reversion ✓ | Weekly | 6.0% | 0.55 | -31.5% | 80.0% | 35 | -5.3% |
| 2 | EMA 20/50 Cross ✓ | Weekly | 7.7% | 0.48 | -46.2% | 52.6% | 19 | -3.7% |
| 3 | Williams %R ✓ | Weekly | 6.2% | 0.46 | -42.1% | 75.8% | 62 | -5.2% |
| 4 | WaveTrend (8/6/4) ✓ | Weekly | 6.0% | 0.44 | -41.8% | 78.8% | 33 | -5.3% |
| 5 | Stochastic ✓ | Weekly | 5.5% | 0.43 | -43.2% | 74.5% | 47 | -5.8% |
| 6 | EMA 50/200 Cross ✓ | Daily | 6.3% | 0.41 | -49.9% | 45.5% | 33 | -5.0% |
| 7 | SMA 50/200 Cross ✓ | Daily | 6.2% | 0.41 | -50.1% | 52.9% | 34 | -5.2% |
| 8 | CCI ✓ | Weekly | 4.5% | 0.37 | -49.2% | 82.2% | 45 | -6.8% |
| 9 | Heikin-Ashi Trend ✓ | Weekly | 5.0% | 0.37 | -37.6% | 50.2% | 416 | -6.3% |
| 10 | MACD ✓ | Daily | 4.9% | 0.36 | -50.8% | 48.3% | 451 | -6.5% |
| 11 | Stochastic ✓ | Daily | 4.3% | 0.35 | -54.7% | 69.8% | 222 | -7.1% |
| 12 | Money Flow Index ✓ | Daily | 4.6% | 0.35 | -64.6% | 79.7% | 64 | -6.8% |
| 13 | Holy Grail Confluence ✓ | Daily | 4.1% | 0.35 | -45.1% | 75.4% | 65 | -7.3% |
| 14 | RSI Mean-Reversion ✓ | Daily | 3.4% | 0.34 | -31.2% | 75.8% | 62 | -8.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Brown–Forman (BF-B), 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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