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The best indicator for Chubb Limited (CB)

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

Oscillator · Daily

WaveTrend (8/6/4)

On the daily chart, this is the strongest risk-adjusted edge we found for Chubb Limited (CB) over ~33.2 years — trailing buy-and-hold by 2.1% CAGR.

11.2%
CAGR
0.58
Sharpe
-49.4%
Max DD
76.6%
Win rate
2.65
Profit factor
-2.1%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
WaveTrend (8/6/4)
-2.1% · Sharpe 0.58
Weekly
Bollinger Mean-Reversion
-5.1% · Sharpe 0.54
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1WaveTrend (8/6/4) Daily11.2%0.58-49.4%76.6%137-2.1%
2Bollinger Mean-Reversion Weekly8.2%0.54-34.7%84.0%25-5.1%
3EMA 50/200 Cross Daily8.3%0.49-40.1%55.0%20-5.1%
4SMA 50/200 Cross Daily7.9%0.49-44.2%57.9%19-5.4%
5Stochastic Daily8.1%0.49-47.2%68.7%179-5.3%
6Bollinger Mean-Reversion Daily6.7%0.47-37.7%73.4%139-6.6%
7CCI Daily7.8%0.47-50.8%70.3%172-5.6%
8Williams %R Daily7.1%0.44-55.0%70.6%238-6.3%
9Stochastic Weekly6.3%0.43-46.0%85.2%27-7.0%
10CCI Weekly6.4%0.42-43.0%87.1%31-6.9%
11Money Flow Index Daily6.6%0.41-68.4%82.4%34-6.8%
12Williams %R Weekly6.6%0.4-49.7%77.5%40-6.7%
13RSI Mean-Reversion Daily4.5%0.37-38.6%75.6%41-8.9%
14Holy Grail Confluence Daily5.5%0.37-44.2%78.7%47-7.8%

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

What this means

For Chubb Limited (CB), WaveTrend (8/6/4) 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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