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The best indicator for CRH plc (CRH)

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

Oscillator · Daily

Williams %R

On the daily chart, this is the strongest risk-adjusted edge we found for CRH plc (CRH) over ~36.9 years — trailing buy-and-hold by 2.2% CAGR.

10.6%
CAGR
0.56
Sharpe
-54.7%
Max DD
67.8%
Win rate
2.36
Profit factor
-2.2%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
Williams %R
-2.2% · Sharpe 0.56
Weekly
WaveTrend (8/6/4)
-5.8% · Sharpe 0.42
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Williams %R Daily10.6%0.56-54.7%67.8%239-2.2%
2Stochastic Daily10.0%0.55-49.8%70.7%174-2.9%
3CCI Daily9.7%0.5-52.2%70.9%172-3.2%
4WaveTrend (8/6/4) Daily9.8%0.5-54.3%74.6%130-3.1%
5WaveTrend (8/6/4) Weekly6.9%0.42-45.4%61.3%31-5.8%
6Bollinger Mean-Reversion Daily5.5%0.38-51.3%69.4%124-7.3%
7Holy Grail Confluence Daily5.9%0.38-51.5%77.6%49-6.9%
8RSI Mean-Reversion Daily4.2%0.37-52.3%67.3%52-8.6%
9Stochastic Weekly5.3%0.36-42.2%71.4%28-7.5%
10Holy Grail Confluence Weekly7.3%0.53-28.3%100.0%10-5.4%
11Money Flow Index Daily5.6%0.35-60.8%65.5%58-7.2%
12EMA 50/200 Cross Daily5.5%0.34-57.7%38.1%21-7.3%
13Williams %R Weekly4.3%0.32-43.1%77.8%45-8.5%
14Money Flow Index Weekly6.7%0.47-33.7%70.0%10-6.1%

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

What this means

For CRH plc (CRH), Williams %R 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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