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The best indicator for Humana (HUM)

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

Oscillator · Daily

Stochastic

On the daily chart, this is the strongest risk-adjusted edge we found for Humana (HUM) over ~44.4 years — trailing buy-and-hold by 0.4% CAGR.

12.0%
CAGR
0.58
Sharpe
-69.6%
Max DD
74.4%
Win rate
2.07
Profit factor
-0.4%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
Stochastic
-0.4% · Sharpe 0.58
Weekly
Donchian Breakout
-5.0% · Sharpe 0.42
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Stochastic Daily12.0%0.58-69.6%74.4%238-0.4%
2WaveTrend (8/6/4) Daily9.3%0.46-71.3%72.1%172-3.2%
3Williams %R Daily8.1%0.43-74.4%69.9%296-4.4%
4Money Flow Index Daily7.8%0.43-69.7%73.5%49-4.7%
5Donchian Breakout Weekly7.4%0.42-61.1%48.5%33-5.0%
6CCI Daily6.6%0.38-72.5%70.5%220-5.9%
7Bollinger Breakout Weekly5.2%0.36-55.8%55.8%43-7.2%
8RSI Trend (>50) Weekly5.7%0.35-80.3%46.1%128-6.7%
9SMA 50/200 Cross Daily5.3%0.32-74.3%39.4%33-7.2%
10Donchian Midline Weekly4.9%0.32-76.6%46.6%131-7.5%
11EMA 50/200 Cross Daily4.7%0.31-77.0%37.5%32-7.7%
12RSI Mean-Reversion Daily4.1%0.31-76.6%76.5%68-8.3%
13EMA-10 Trend Daily4.8%0.31-81.9%41.7%1020-7.7%
14EMA 20/50 Cross Weekly4.8%0.31-83.2%44.4%18-7.6%

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

What this means

For Humana (HUM), Stochastic 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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