The best indicator for Cincinnati Financial (CINF)
We backtested 20 indicators across daily, weekly and hourly charts on real Cincinnati Financial (CINF) 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 Cincinnati Financial (CINF) over ~46.2 years — trailing buy-and-hold by 3.3% 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 | SMA 50/200 Cross ✓ | Daily | 10.5% | 0.67 | -50.9% | 51.6% | 31 | -3.3% |
| 2 | Donchian Breakout ✓ | Weekly | 8.6% | 0.65 | -38.5% | 58.3% | 36 | -5.2% |
| 3 | Heikin-Ashi Trend ✓ | Weekly | 9.9% | 0.63 | -44.5% | 50.8% | 415 | -3.9% |
| 4 | EMA 50/200 Cross ✓ | Daily | 10.2% | 0.62 | -55.1% | 58.3% | 24 | -3.7% |
| 5 | EMA 20/50 Cross ✓ | Weekly | 9.7% | 0.59 | -44.1% | 62.5% | 16 | -4.1% |
| 6 | MACD ✓ | Daily | 8.1% | 0.52 | -72.0% | 46.5% | 441 | -5.7% |
| 7 | MACD ✓ | Weekly | 7.2% | 0.5 | -68.0% | 50.6% | 89 | -6.6% |
| 8 | EMA-10 Trend ✓ | Weekly | 7.0% | 0.48 | -76.0% | 50.5% | 216 | -6.8% |
| 9 | ADX / DMI | Daily | 5.9% | 0.47 | -63.1% | 45.3% | 289 | -7.9% |
| 10 | Bollinger Breakout ✓ | Weekly | 5.0% | 0.47 | -35.1% | 53.5% | 43 | -8.8% |
| 11 | EMA 20/50 Cross ✓ | Daily | 6.9% | 0.45 | -76.9% | 36.6% | 101 | -7.0% |
| 12 | Donchian Midline ✓ | Weekly | 6.4% | 0.45 | -77.3% | 46.2% | 117 | -7.4% |
| 13 | Donchian Breakout ✓ | Daily | 6.3% | 0.44 | -60.5% | 46.4% | 192 | -7.6% |
| 14 | ADX / DMI ✓ | Weekly | 5.0% | 0.41 | -65.1% | 44.6% | 74 | -8.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Cincinnati Financial (CINF), 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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