The best indicator for Erie Indemnity (ERIE)
We backtested 20 indicators across daily, weekly and hourly charts on real Erie Indemnity (ERIE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Donchian Breakout
On the weekly chart, this is the strongest risk-adjusted edge we found for Erie Indemnity (ERIE) over ~30.8 years — trailing buy-and-hold by 3.4% 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 Breakout ✓ | Weekly | 8.1% | 0.55 | -53.9% | 65.0% | 20 | -3.4% |
| 2 | Heikin-Ashi Trend ✓ | Weekly | 7.9% | 0.51 | -49.9% | 50.2% | 291 | -3.6% |
| 3 | Donchian Breakout ✓ | Daily | 8.5% | 0.49 | -50.3% | 53.8% | 93 | -3.3% |
| 4 | Bollinger Breakout ✓ | Weekly | 6.2% | 0.47 | -56.4% | 54.8% | 31 | -5.4% |
| 5 | EMA-10 Trend ✓ | Weekly | 7.1% | 0.47 | -54.7% | 44.0% | 134 | -4.4% |
| 6 | Bollinger Mean-Reversion ✓ | Daily | 6.4% | 0.46 | -25.1% | 61.4% | 140 | -5.4% |
| 7 | EMA 20/50 Cross ✓ | Daily | 7.5% | 0.45 | -64.2% | 39.2% | 74 | -4.3% |
| 8 | Bollinger Breakout ✓ | Daily | 6.2% | 0.45 | -47.1% | 44.4% | 135 | -5.6% |
| 9 | ADX / DMI ✓ | Daily | 6.6% | 0.43 | -42.5% | 50.8% | 193 | -5.2% |
| 10 | SMA 50/200 Cross ✓ | Daily | 5.9% | 0.39 | -68.1% | 57.9% | 19 | -5.9% |
| 11 | RSI Trend (>50) ✓ | Weekly | 5.7% | 0.39 | -68.6% | 49.5% | 91 | -5.9% |
| 12 | Rate of Change ✓ | Weekly | 5.8% | 0.39 | -51.4% | 41.8% | 98 | -5.8% |
| 13 | RSI Mean-Reversion ✓ | Daily | 3.4% | 0.37 | -32.0% | 81.1% | 37 | -8.4% |
| 14 | ADX / DMI ✓ | Weekly | 4.6% | 0.36 | -64.7% | 42.3% | 52 | -7.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Erie Indemnity (ERIE), 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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