The best indicator for Estée Lauder Companies (The) (EL)
We backtested 20 indicators across daily, weekly and hourly charts on real Estée Lauder Companies (The) (EL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Donchian Midline
On the weekly chart, this is the strongest risk-adjusted edge we found for Estée Lauder Companies (The) (EL) over ~30.7 years — trailing buy-and-hold by 2.3% 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 | Donchian Midline ✓ | Weekly | 6.6% | 0.4 | -53.7% | 43.2% | 81 | -2.3% |
| 2 | WaveTrend (8/6/4) ✓ | Weekly | 5.5% | 0.37 | -64.0% | 73.9% | 23 | -3.3% |
| 3 | RSI Trend (>50) ✓ | Weekly | 5.6% | 0.36 | -62.7% | 44.8% | 87 | -3.2% |
| 4 | WaveTrend (8/6/4) ✓ | Daily | 5.7% | 0.35 | -70.3% | 71.6% | 109 | -3.2% |
| 5 | Bollinger Mean-Reversion ✓ | Weekly | 4.6% | 0.35 | -60.0% | 71.4% | 28 | -4.2% |
| 6 | Bollinger Breakout ✓ | Weekly | 4.1% | 0.34 | -33.6% | 51.7% | 29 | -4.7% |
| 7 | SMA 50/200 Cross ✓ | Daily | 5.0% | 0.33 | -59.3% | 50.0% | 24 | -3.9% |
| 8 | EMA 50/200 Cross ✓ | Daily | 4.9% | 0.32 | -59.4% | 54.5% | 22 | -4.0% |
| 9 | Williams %R | Weekly | 4.0% | 0.3 | -69.1% | 64.9% | 37 | -4.8% |
| 10 | Stochastic ✓ | Daily | 4.1% | 0.29 | -73.6% | 72.7% | 154 | -4.8% |
| 11 | Donchian Midline ✓ | Daily | 4.1% | 0.29 | -46.4% | 33.3% | 417 | -4.8% |
| 12 | ADX / DMI ✓ | Weekly | 3.6% | 0.29 | -54.9% | 50.0% | 48 | -5.3% |
| 13 | Donchian Breakout ✓ | Weekly | 3.8% | 0.29 | -63.9% | 50.0% | 26 | -5.1% |
| 14 | Rate of Change ✓ | Weekly | 4.0% | 0.29 | -65.9% | 42.9% | 98 | -4.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Estée Lauder Companies (The) (EL), Donchian Midline 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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