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.
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.
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 | WaveTrend (8/6/4) ✓ | Daily | 11.2% | 0.58 | -49.4% | 76.6% | 137 | -2.1% |
| 2 | Bollinger Mean-Reversion ✓ | Weekly | 8.2% | 0.54 | -34.7% | 84.0% | 25 | -5.1% |
| 3 | EMA 50/200 Cross ✓ | Daily | 8.3% | 0.49 | -40.1% | 55.0% | 20 | -5.1% |
| 4 | SMA 50/200 Cross ✓ | Daily | 7.9% | 0.49 | -44.2% | 57.9% | 19 | -5.4% |
| 5 | Stochastic ✓ | Daily | 8.1% | 0.49 | -47.2% | 68.7% | 179 | -5.3% |
| 6 | Bollinger Mean-Reversion ✓ | Daily | 6.7% | 0.47 | -37.7% | 73.4% | 139 | -6.6% |
| 7 | CCI ✓ | Daily | 7.8% | 0.47 | -50.8% | 70.3% | 172 | -5.6% |
| 8 | Williams %R ✓ | Daily | 7.1% | 0.44 | -55.0% | 70.6% | 238 | -6.3% |
| 9 | Stochastic ✓ | Weekly | 6.3% | 0.43 | -46.0% | 85.2% | 27 | -7.0% |
| 10 | CCI ✓ | Weekly | 6.4% | 0.42 | -43.0% | 87.1% | 31 | -6.9% |
| 11 | Money Flow Index ✓ | Daily | 6.6% | 0.41 | -68.4% | 82.4% | 34 | -6.8% |
| 12 | Williams %R ✓ | Weekly | 6.6% | 0.4 | -49.7% | 77.5% | 40 | -6.7% |
| 13 | RSI Mean-Reversion ✓ | Daily | 4.5% | 0.37 | -38.6% | 75.6% | 41 | -8.9% |
| 14 | Holy Grail Confluence ✓ | Daily | 5.5% | 0.37 | -44.2% | 78.7% | 47 | -7.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
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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