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The best indicator for Globe Life (GL)

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

Trend · Weekly

Donchian Breakout

On the weekly chart, this is the strongest risk-adjusted edge we found for Globe Life (GL) over ~45.8 years — trailing buy-and-hold by 5.0% CAGR.

6.0%
CAGR
0.47
Sharpe
-49.6%
Max DD
52.8%
Win rate
4.12
Profit factor
-5.0%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Donchian Breakout
-5.0% · Sharpe 0.47
Daily
Money Flow Index
-4.9% · Sharpe 0.41
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Donchian Breakout Weekly6.0%0.47-49.6%52.8%36-5.0%
2EMA-10 Trend Weekly7.1%0.46-58.0%52.8%216-3.9%
3Heikin-Ashi Trend Weekly6.8%0.44-46.7%50.5%434-4.2%
4Donchian Midline Weekly6.7%0.44-67.9%52.3%128-4.3%
5Bollinger Breakout Weekly4.9%0.43-39.5%50.0%44-6.1%
6MACD Weekly6.3%0.42-56.5%55.9%93-4.7%
7Money Flow Index Daily6.1%0.41-70.1%81.8%44-4.9%
8EMA 20/50 Cross Daily6.2%0.4-62.7%42.7%103-4.8%
9Donchian Midline Daily5.8%0.39-70.3%40.7%644-5.2%
10RSI Mean-Reversion Weekly5.0%0.39-61.9%86.7%15-6.1%
11RSI Trend (>50) Weekly5.3%0.37-57.9%42.1%133-5.7%
12MACD Daily5.1%0.35-64.3%46.3%469-5.9%
13Donchian Breakout Daily4.4%0.34-42.1%52.1%190-6.6%
14WaveTrend (8/6/4) Daily4.9%0.34-58.2%75.8%153-6.1%

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

What this means

For Globe Life (GL), 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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