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The best indicator for Altria (MO)

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

Trend · Daily

EMA 50/200 Cross

On the daily chart, this is the strongest risk-adjusted edge we found for Altria (MO) over ~64.3 years — trailing buy-and-hold by 3.9% CAGR.

13.5%
CAGR
0.73
Sharpe
-57.8%
Max DD
51.4%
Win rate
12.64
Profit factor
-3.9%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
EMA 50/200 Cross
-3.9% · Sharpe 0.73
Weekly
MACD
-6.6% · Sharpe 0.66
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1EMA 50/200 Cross Daily13.5%0.73-57.8%51.4%37-3.9%
2MACD Weekly10.7%0.66-36.4%60.6%127-6.6%
3EMA 20/50 Cross Daily10.9%0.65-41.5%48.9%139-6.5%
4SMA 50/200 Cross Daily11.4%0.64-65.1%55.3%47-6.0%
5EMA 20/50 Cross Weekly12.5%0.64-77.6%63.6%22-4.8%
6RSI Trend (>50) Daily10.0%0.62-50.9%38.2%819-7.4%
7ADX / DMI Daily8.1%0.6-51.4%41.6%392-9.2%
8Donchian Breakout Weekly9.6%0.59-50.3%65.4%52-7.7%
9Rate of Change Weekly9.8%0.58-36.1%50.3%189-7.5%
10Donchian Breakout Daily8.0%0.56-40.5%49.8%257-9.4%
11Heikin-Ashi TrendDaily7.9%0.52-71.0%45.6%2983-9.4%
12Donchian Midline Daily8.1%0.52-57.6%38.3%857-9.3%
13EMA-10 Trend Daily7.6%0.49-66.0%42.1%1422-9.8%
14Bollinger Breakout Daily5.7%0.48-42.0%46.8%293-11.6%

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

What this means

For Altria (MO), EMA 50/200 Cross 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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