The best indicator for BXP, Inc. (BXP)
We backtested 20 indicators across daily, weekly and hourly charts on real BXP, Inc. (BXP) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Donchian Breakout
On the daily chart, this is the strongest risk-adjusted edge we found for BXP, Inc. (BXP) over ~28.9 years — trailing buy-and-hold by 2.3% 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 | Donchian Breakout ✓ | Daily | 5.5% | 0.42 | -29.9% | 49.5% | 109 | -2.3% |
| 2 | Stochastic ✓ | Daily | 5.8% | 0.37 | -55.8% | 73.1% | 145 | -2.1% |
| 3 | Stochastic ✓ | Weekly | 5.2% | 0.36 | -54.7% | 73.1% | 26 | -2.7% |
| 4 | Bollinger Mean-Reversion ✓ | Daily | 5.0% | 0.35 | -45.5% | 73.6% | 121 | -2.9% |
| 5 | Williams %R ✓ | Daily | 5.4% | 0.35 | -48.5% | 71.3% | 181 | -2.5% |
| 6 | EMA 20/50 Cross ✓ | Daily | 4.6% | 0.33 | -42.1% | 41.1% | 73 | -3.3% |
| 7 | CCI ✓ | Weekly | 4.0% | 0.31 | -45.1% | 77.8% | 27 | -3.9% |
| 8 | Donchian Breakout | Weekly | 3.4% | 0.29 | -38.6% | 50.0% | 26 | -4.5% |
| 9 | ADX / DMI ✓ | Daily | 3.1% | 0.28 | -57.5% | 38.8% | 178 | -4.8% |
| 10 | MACD | Weekly | 2.8% | 0.24 | -64.1% | 52.4% | 63 | -5.1% |
| 11 | ADX / DMI | Weekly | 2.3% | 0.24 | -57.4% | 47.7% | 44 | -5.6% |
| 12 | Donchian Midline ✓ | Weekly | 2.6% | 0.23 | -58.2% | 41.9% | 86 | -5.3% |
| 13 | Money Flow Index ✓ | Daily | 2.4% | 0.22 | -69.2% | 74.1% | 27 | -5.5% |
| 14 | RSI Trend (>50) | Weekly | 2.3% | 0.22 | -64.4% | 34.1% | 88 | -5.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For BXP, Inc. (BXP), Donchian Breakout 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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