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The best indicator for FirstEnergy (FE)

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

Oscillator · Daily

WaveTrend (8/6/4)

On the daily chart, this is the strongest risk-adjusted edge we found for FirstEnergy (FE) over ~28.5 years — trailing buy-and-hold by 1.3% CAGR.

5.5%
CAGR
0.39
Sharpe
-39.5%
Max DD
76.6%
Win rate
2.02
Profit factor
-1.3%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
WaveTrend (8/6/4)
-1.3% · Sharpe 0.39
Weekly
Donchian Breakout
-2.7% · Sharpe 0.35
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1WaveTrend (8/6/4) Daily5.5%0.39-39.5%76.6%107-1.3%
2RSI Mean-Reversion Daily3.9%0.37-31.6%80.0%40-2.9%
3CCI Daily4.6%0.35-37.1%77.2%136-2.3%
4Donchian Breakout Weekly4.0%0.35-35.8%52.4%21-2.7%
5SMA 50/200 Cross Daily4.5%0.34-36.5%50.0%20-2.4%
6Williams %R Daily4.4%0.34-40.5%68.2%179-2.4%
7Holy Grail Confluence Daily3.9%0.31-39.0%78.0%41-3.0%
8Money Flow Index Daily3.0%0.28-38.2%74.1%27-3.9%
9Bollinger Mean-Reversion Weekly2.8%0.28-27.5%75.0%20-3.9%
10MACD Daily3.2%0.27-54.5%44.0%291-3.7%
11Williams %R Weekly3.1%0.27-50.4%71.1%38-3.6%
12Stochastic Weekly2.6%0.24-50.4%69.2%26-4.1%
13EMA 20/50 Cross Weekly3.0%0.25-59.3%46.2%13-3.7%
14Stochastic Daily2.2%0.21-43.1%68.2%129-4.6%

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

What this means

For FirstEnergy (FE), WaveTrend (8/6/4) 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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