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The best indicator for Invitation Homes (INVH)

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

Volatility · Daily

Bollinger Mean-Reversion

On the daily chart, this is the strongest risk-adjusted edge we found for Invitation Homes (INVH) over ~9.3 years — beating buy-and-hold by 0.4% CAGR.

7.5%
CAGR
0.52
Sharpe
-47.5%
Max DD
79.1%
Win rate
2.91
Profit factor
+0.4%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
Bollinger Mean-Reversion
+0.4% · Sharpe 0.52
Weekly
Williams %R
-0.0% · Sharpe 0.49
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Bollinger Mean-Reversion Daily7.5%0.52-47.5%79.1%430.4%
2CCI Daily6.2%0.42-47.5%68.8%48-0.9%
3Williams %R Daily5.5%0.39-47.5%71.0%62-1.6%
4Stochastic Daily5.3%0.38-47.5%69.8%43-1.9%
5Williams %R Weekly6.7%0.49-20.4%90.9%11-0.0%
6Holy Grail Confluence Daily5.4%0.41-47.5%83.3%12-1.7%
7RSI Trend (>50)Weekly2.9%0.27-38.4%50.0%24-3.9%
8EMA 20/50 Cross Daily2.6%0.24-33.1%37.5%24-4.5%
9RSI Mean-Reversion Daily2.2%0.22-47.5%64.7%17-4.9%
10ADX / DMIWeekly3.4%0.36-27.0%55.6%9-3.3%
11WaveTrend (8/6/4) Weekly3.8%0.34-24.3%62.5%8-3.0%
12CCI Weekly3.4%0.31-29.9%50.0%8-3.4%
13Donchian MidlineWeekly1.3%0.16-44.9%44.8%29-5.4%
14MACDWeekly0.9%0.14-34.7%57.1%21-5.8%

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

What this means

For Invitation Homes (INVH), Bollinger Mean-Reversion on the daily timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — 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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