The best indicator for Lennar (LEN)
We backtested 20 indicators across daily, weekly and hourly charts on real Lennar (LEN) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Stochastic
On the daily chart, this is the strongest risk-adjusted edge we found for Lennar (LEN) over ~46.2 years — trailing buy-and-hold by 1.9% 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 | Stochastic ✓ | Daily | 11.4% | 0.52 | -74.7% | 69.9% | 249 | -1.9% |
| 2 | SMA 50/200 Cross ✓ | Daily | 11.0% | 0.5 | -58.8% | 57.1% | 35 | -2.2% |
| 3 | Williams %R ✓ | Daily | 7.9% | 0.4 | -80.6% | 66.9% | 311 | -5.3% |
| 4 | EMA 50/200 Cross ✓ | Daily | 7.4% | 0.39 | -65.3% | 51.4% | 37 | -5.8% |
| 5 | WaveTrend (8/6/4) ✓ | Daily | 7.5% | 0.39 | -86.3% | 67.2% | 174 | -5.7% |
| 6 | CCI ✓ | Daily | 7.0% | 0.38 | -82.5% | 68.6% | 223 | -6.3% |
| 7 | EMA 20/50 Cross ✓ | Weekly | 7.6% | 0.35 | -62.8% | 52.6% | 19 | -5.5% |
| 8 | ADX / DMI ✓ | Weekly | 5.4% | 0.34 | -69.6% | 49.2% | 63 | -7.8% |
| 9 | Bollinger Mean-Reversion ✓ | Daily | 5.2% | 0.33 | -61.7% | 65.2% | 184 | -8.1% |
| 10 | Heikin-Ashi Trend | Daily | 5.6% | 0.33 | -88.5% | 42.6% | 2205 | -7.6% |
| 11 | Donchian Midline ✓ | Weekly | 5.3% | 0.33 | -72.8% | 48.9% | 141 | -7.8% |
| 12 | Holy Grail Confluence ✓ | Daily | 5.1% | 0.32 | -66.6% | 71.6% | 67 | -8.1% |
| 13 | EMA 20/50 Cross ✓ | Daily | 4.7% | 0.3 | -85.8% | 35.7% | 126 | -8.5% |
| 14 | RSI Trend (>50) ✓ | Daily | 4.6% | 0.3 | -81.2% | 35.0% | 654 | -8.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Lennar (LEN), 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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