The best indicator for Essex Property Trust (ESS)
We backtested 20 indicators across daily, weekly and hourly charts on real Essex Property Trust (ESS) 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 Essex Property Trust (ESS) over ~32.1 years — trailing buy-and-hold by 4.8% 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 | 8.4% | 0.63 | -40.2% | 69.6% | 23 | -4.8% |
| 2 | SMA 50/200 Cross ✓ | Daily | 10.0% | 0.6 | -42.4% | 56.0% | 25 | -3.3% |
| 3 | Bollinger Breakout ✓ | Weekly | 6.9% | 0.6 | -27.8% | 64.3% | 28 | -6.3% |
| 4 | RSI Trend (>50) ✓ | Weekly | 8.7% | 0.58 | -41.2% | 50.0% | 80 | -4.5% |
| 5 | Donchian Midline ✓ | Weekly | 8.9% | 0.57 | -46.0% | 42.5% | 80 | -4.4% |
| 6 | ADX / DMI ✓ | Weekly | 6.7% | 0.54 | -41.1% | 55.3% | 47 | -6.6% |
| 7 | EMA 50/200 Cross ✓ | Daily | 8.6% | 0.52 | -41.2% | 45.8% | 24 | -4.7% |
| 8 | Bollinger Mean-Reversion ✓ | Daily | 5.8% | 0.46 | -40.5% | 70.9% | 127 | -7.5% |
| 9 | Heikin-Ashi Trend | Weekly | 6.2% | 0.45 | -45.4% | 47.1% | 289 | -7.1% |
| 10 | Rate of Change ✓ | Weekly | 6.2% | 0.44 | -47.2% | 53.3% | 105 | -7.1% |
| 11 | EMA 20/50 Cross ✓ | Daily | 6.3% | 0.43 | -41.3% | 38.2% | 76 | -7.0% |
| 12 | MACD ✓ | Weekly | 6.0% | 0.43 | -39.6% | 50.7% | 67 | -7.3% |
| 13 | EMA 20/50 Cross ✓ | Weekly | 10.7% | 0.64 | -49.6% | 70.0% | 10 | -2.5% |
| 14 | Williams %R ✓ | Daily | 6.1% | 0.42 | -48.8% | 70.5% | 210 | -7.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Essex Property Trust (ESS), 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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