The best indicator for Federal Realty Investment Trust (FRT)
We backtested 20 indicators across daily, weekly and hourly charts on real Federal Realty Investment Trust (FRT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
SMA 50/200 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Federal Realty Investment Trust (FRT) over ~53.1 years — trailing buy-and-hold by 2.5% 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 | SMA 50/200 Cross ✓ | Daily | 8.5% | 0.54 | -58.8% | 62.5% | 32 | -2.5% |
| 2 | EMA 50/200 Cross ✓ | Daily | 8.1% | 0.51 | -57.5% | 41.7% | 36 | -2.9% |
| 3 | Holy Grail Confluence ✓ | Daily | 6.2% | 0.48 | -37.7% | 77.0% | 74 | -4.8% |
| 4 | EMA 20/50 Cross ✓ | Weekly | 7.2% | 0.48 | -51.5% | 45.0% | 20 | -3.8% |
| 5 | WaveTrend (8/6/4) ✓ | Daily | 6.9% | 0.45 | -51.0% | 73.3% | 195 | -4.1% |
| 6 | Money Flow Index ✓ | Daily | 6.7% | 0.43 | -55.6% | 73.6% | 72 | -4.3% |
| 7 | Stochastic ✓ | Daily | 5.6% | 0.41 | -45.5% | 70.4% | 240 | -5.4% |
| 8 | CCI ✓ | Daily | 5.5% | 0.4 | -48.5% | 72.8% | 268 | -5.5% |
| 9 | Williams %R ✓ | Daily | 5.3% | 0.39 | -46.1% | 71.0% | 362 | -5.7% |
| 10 | RSI Trend (>50) ✓ | Weekly | 5.4% | 0.39 | -62.8% | 44.6% | 139 | -5.6% |
| 11 | Donchian Breakout ✓ | Weekly | 4.3% | 0.35 | -62.2% | 56.4% | 39 | -6.6% |
| 12 | Donchian Midline ✓ | Weekly | 4.6% | 0.35 | -60.4% | 46.2% | 156 | -6.4% |
| 13 | Bollinger Mean-Reversion ✓ | Daily | 3.9% | 0.34 | -45.5% | 65.3% | 213 | -7.1% |
| 14 | Williams %R ✓ | Weekly | 3.6% | 0.3 | -48.8% | 67.2% | 58 | -7.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Federal Realty Investment Trust (FRT), 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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