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The best indicator for Masco (MAS)

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

Oscillator · Weekly

WaveTrend (8/6/4)

On the weekly chart, this is the strongest risk-adjusted edge we found for Masco (MAS) over ~46.4 years — trailing buy-and-hold by 1.3% CAGR.

8.4%
CAGR
0.46
Sharpe
-67.2%
Max DD
78.1%
Win rate
7.11
Profit factor
-1.3%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
WaveTrend (8/6/4)
-1.3% · Sharpe 0.46
Daily
SMA 50/200 Cross
-5.0% · Sharpe 0.31
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1WaveTrend (8/6/4) Weekly8.4%0.46-67.2%78.1%32-1.3%
2CCI Weekly5.9%0.38-74.1%72.7%44-3.8%
3Stochastic Weekly5.3%0.34-74.7%70.5%44-4.4%
4SMA 50/200 Cross Daily4.7%0.31-52.4%50.0%34-5.0%
5MACD Daily4.8%0.31-82.4%42.0%464-4.9%
6Stochastic Daily4.5%0.31-83.7%76.4%233-5.2%
7Holy Grail Confluence Daily4.5%0.31-69.5%69.4%72-5.2%
8Donchian Midline Weekly4.7%0.31-53.1%43.8%144-5.0%
9EMA 50/200 Cross Daily4.4%0.3-63.0%34.5%29-5.3%
10WaveTrend (8/6/4) Daily4.5%0.3-84.3%63.5%167-5.2%
11EMA 20/50 Cross Weekly4.6%0.3-69.1%38.1%21-5.1%
12Money Flow Index Weekly6.5%0.36-87.3%91.7%12-3.2%
13Heikin-Ashi Trend Weekly4.0%0.28-68.2%47.1%429-5.7%
14Bollinger Mean-Reversion Daily3.3%0.27-79.3%70.2%198-6.4%

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

What this means

For Masco (MAS), WaveTrend (8/6/4) 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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