The best indicator for Berkshire Hathaway (BRK-B)
We backtested 20 indicators across daily, weekly and hourly charts on real Berkshire Hathaway (BRK-B) 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 Berkshire Hathaway (BRK-B) over ~30.0 years — trailing buy-and-hold by 2.7% 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 | 8.0% | 0.56 | -38.4% | 61.1% | 18 | -2.7% |
| 2 | EMA 50/200 Cross ✓ | Daily | 7.6% | 0.52 | -34.6% | 55.6% | 18 | -3.1% |
| 3 | Holy Grail Confluence ✓ | Daily | 5.7% | 0.46 | -35.1% | 77.3% | 44 | -5.0% |
| 4 | Williams %R ✓ | Weekly | 5.0% | 0.42 | -40.2% | 66.7% | 39 | -5.5% |
| 5 | Bollinger Mean-Reversion ✓ | Daily | 4.8% | 0.41 | -27.0% | 72.2% | 126 | -5.9% |
| 6 | Stochastic ✓ | Daily | 5.2% | 0.41 | -36.5% | 68.2% | 148 | -5.5% |
| 7 | Williams %R ✓ | Daily | 5.2% | 0.4 | -36.5% | 67.5% | 206 | -5.4% |
| 8 | Donchian Breakout ✓ | Weekly | 4.7% | 0.38 | -46.6% | 54.2% | 24 | -5.8% |
| 9 | EMA 20/50 Cross ✓ | Weekly | 6.7% | 0.46 | -41.9% | 83.3% | 12 | -3.8% |
| 10 | Bollinger Mean-Reversion ✓ | Weekly | 3.9% | 0.36 | -33.5% | 77.3% | 22 | -6.6% |
| 11 | Donchian Midline ✓ | Weekly | 4.4% | 0.35 | -43.5% | 50.0% | 86 | -6.1% |
| 12 | MACD ✓ | Weekly | 4.0% | 0.34 | -48.2% | 54.1% | 61 | -6.5% |
| 13 | Stochastic ✓ | Weekly | 3.4% | 0.32 | -40.2% | 81.8% | 22 | -7.1% |
| 14 | CCI ✓ | Daily | 3.7% | 0.31 | -38.7% | 69.2% | 146 | -7.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Berkshire Hathaway (BRK-B), SMA 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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