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The best indicator for Exelon (EXC)

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

Trend · Daily

SMA 50/200 Cross

On the daily chart, this is the strongest risk-adjusted edge we found for Exelon (EXC) over ~53.1 years — trailing buy-and-hold by 2.1% CAGR.

8.2%
CAGR
0.55
Sharpe
-52.5%
Max DD
42.4%
Win rate
5.88
Profit factor
-2.1%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
SMA 50/200 Cross
-2.1% · Sharpe 0.55
Weekly
EMA 20/50 Cross
-2.6% · Sharpe 0.51
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1SMA 50/200 Cross Daily8.2%0.55-52.5%42.4%33-2.1%
2EMA 50/200 Cross Daily7.7%0.52-43.4%34.3%35-2.6%
3EMA 20/50 Cross Weekly7.7%0.51-51.1%56.5%23-2.6%
4EMA 20/50 Cross Daily6.6%0.48-56.1%40.7%108-3.7%
5RSI Trend (>50) Weekly6.6%0.47-48.1%43.6%140-3.7%
6ADX / DMI Weekly5.6%0.46-34.3%52.3%86-4.7%
7Donchian BreakoutDaily4.8%0.41-65.8%45.3%190-5.5%
8Stochastic Daily4.9%0.39-50.1%71.0%252-5.5%
9Rate of Change Weekly5.2%0.39-48.6%45.5%167-5.1%
10MACD Weekly4.9%0.37-52.5%48.7%115-5.4%
11Bollinger Breakout Weekly4.1%0.37-40.3%54.0%50-6.2%
12Donchian Midline Weekly4.9%0.37-55.1%46.7%152-5.4%
13Donchian BreakoutWeekly4.3%0.36-56.6%47.6%42-6.0%
14EMA-10 Trend Weekly3.9%0.32-67.5%50.6%257-6.4%

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

What this means

For Exelon (EXC), SMA 50/200 Cross on the daily 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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