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The best indicator for Dollar General (DG)

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

Momentum · Weekly

Rate of Change

On the weekly chart, this is the strongest risk-adjusted edge we found for Dollar General (DG) over ~16.6 years — trailing buy-and-hold by 2.8% CAGR.

7.7%
CAGR
0.46
Sharpe
-46.7%
Max DD
53.1%
Win rate
2.54
Profit factor
-2.8%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Rate of Change
-2.8% · Sharpe 0.46
Daily
EMA 20/50 Cross
-4.7% · Sharpe 0.38
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Money Flow IndexDaily9.0%0.58-42.1%88.9%18-1.6%
2Rate of Change Weekly7.7%0.46-46.7%53.1%49-2.8%
3Donchian Midline Weekly7.0%0.43-37.7%60.5%38-3.6%
4RSI Trend (>50) Weekly6.6%0.41-41.7%53.5%43-3.9%
5EMA-10 Trend Weekly6.3%0.4-41.1%50.0%76-4.2%
6EMA 20/50 Cross Daily5.9%0.38-39.2%47.2%36-4.7%
7SMA 50/200 CrossDaily8.0%0.45-44.5%50.0%12-2.6%
8Bollinger Mean-ReversionDaily4.4%0.36-49.8%71.6%74-6.2%
9MACDWeekly4.3%0.33-51.8%55.9%34-6.2%
10Heikin-Ashi TrendWeekly4.8%0.33-52.8%51.0%155-5.8%
11EMA 50/200 Cross Daily10.3%0.54-34.6%87.5%8-0.3%
12StochasticDaily3.2%0.27-54.9%62.0%79-7.4%
13Donchian BreakoutWeekly2.4%0.22-53.2%66.7%15-8.2%
14MACDDaily2.1%0.21-60.9%45.1%162-8.5%

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

What this means

For Dollar General (DG), Rate of Change on the weekly 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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