The best indicator for Lennox International (LII)
We backtested 20 indicators across daily, weekly and hourly charts on real Lennox International (LII) 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 Lennox International (LII) over ~26.8 years — trailing buy-and-hold by 3.7% 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 | 11.3% | 0.62 | -45.6% | 73.9% | 134 | -3.7% |
| 2 | Williams %R ✓ | Daily | 11.3% | 0.59 | -53.7% | 73.0% | 178 | -3.7% |
| 3 | CCI ✓ | Daily | 9.9% | 0.53 | -47.1% | 76.3% | 139 | -5.1% |
| 4 | EMA 50/200 Cross ✓ | Daily | 9.8% | 0.5 | -49.9% | 61.1% | 18 | -5.3% |
| 5 | ADX / DMI ✓ | Weekly | 7.5% | 0.49 | -40.6% | 52.8% | 36 | -7.4% |
| 6 | WaveTrend (8/6/4) ✓ | Daily | 8.9% | 0.47 | -48.6% | 79.6% | 98 | -6.1% |
| 7 | SMA 50/200 Cross ✓ | Daily | 8.5% | 0.45 | -62.4% | 58.8% | 17 | -6.6% |
| 8 | MACD ✓ | Weekly | 7.6% | 0.45 | -42.8% | 54.7% | 64 | -7.2% |
| 9 | RSI Trend (>50) ✓ | Weekly | 7.8% | 0.44 | -53.8% | 47.4% | 78 | -7.1% |
| 10 | WaveTrend (8/6/4) ✓ | Weekly | 7.5% | 0.44 | -43.4% | 85.0% | 20 | -7.3% |
| 11 | Rate of Change ✓ | Weekly | 7.8% | 0.44 | -63.8% | 47.4% | 76 | -7.0% |
| 12 | EMA 20/50 Cross ✓ | Daily | 7.7% | 0.43 | -60.4% | 35.9% | 64 | -7.4% |
| 13 | Donchian Breakout ✓ | Weekly | 7.1% | 0.43 | -52.2% | 59.1% | 22 | -7.7% |
| 14 | Williams %R ✓ | Weekly | 7.1% | 0.43 | -32.7% | 84.4% | 32 | -7.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Lennox International (LII), 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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