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The best indicator for Dividend (DVY)

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

Trend · Weekly

Donchian Breakout

On the weekly chart, this is the strongest risk-adjusted edge we found for Dividend (DVY) over ~22.7 years — trailing buy-and-hold by 2.9% CAGR.

6.0%
CAGR
0.64
Sharpe
-20.4%
Max DD
64.7%
Win rate
9.92
Profit factor
-2.9%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Donchian Breakout
-2.9% · Sharpe 0.64
Daily
EMA 50/200 Cross
-1.6% · Sharpe 0.64
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Donchian Breakout Weekly6.0%0.64-20.4%64.7%17-2.9%
2EMA 50/200 Cross Daily7.3%0.64-24.8%54.5%11-1.6%
3SMA 50/200 Cross Daily7.6%0.65-38.4%70.0%10-1.3%
4EMA 20/50 Cross Daily4.3%0.42-29.2%45.3%53-4.6%
5MACD Weekly3.7%0.39-36.0%54.3%46-5.1%
6WaveTrend (8/6/4) Daily4.1%0.36-47.2%73.1%78-4.8%
7Rate of Change Weekly3.5%0.34-38.3%51.9%77-5.4%
8RSI Trend (>50) Weekly3.3%0.33-36.6%48.3%60-5.6%
9Williams %R Weekly3.2%0.33-42.8%83.3%24-5.7%
10Donchian Midline Weekly3.4%0.33-44.4%50.0%68-5.5%
11Bollinger Breakout Weekly2.1%0.3-24.5%72.0%25-6.8%
12RSI Trend (>50) Daily2.5%0.28-42.3%43.7%323-6.4%
13Stochastic Daily2.8%0.28-42.1%79.2%96-6.1%
14Donchian Breakout Daily2.3%0.28-29.3%45.5%101-6.7%

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

What this means

For Dividend (DVY), Donchian Breakout 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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