The best indicator for Realty Income (O)
We backtested 20 indicators across daily, weekly and hourly charts on real Realty Income (O) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
CCI
On the weekly chart, this is the strongest risk-adjusted edge we found for Realty Income (O) over ~31.8 years — trailing buy-and-hold by 6.5% 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 | CCI ✓ | Weekly | 6.6% | 0.58 | -37.5% | 87.1% | 31 | -6.5% |
| 2 | Bollinger Mean-Reversion ✓ | Weekly | 6.3% | 0.54 | -23.4% | 90.0% | 20 | -6.8% |
| 3 | Heikin-Ashi Trend ✓ | Weekly | 6.5% | 0.47 | -30.5% | 53.3% | 287 | -6.6% |
| 4 | Donchian Midline | Weekly | 6.5% | 0.47 | -42.4% | 43.3% | 90 | -6.6% |
| 5 | Money Flow Index ✓ | Daily | 6.7% | 0.45 | -41.9% | 80.0% | 30 | -6.7% |
| 6 | Stochastic ✓ | Weekly | 4.7% | 0.45 | -37.5% | 88.0% | 25 | -8.4% |
| 7 | Bollinger Mean-Reversion ✓ | Daily | 5.8% | 0.44 | -45.6% | 65.3% | 124 | -7.7% |
| 8 | Williams %R ✓ | Daily | 6.1% | 0.43 | -46.3% | 68.4% | 193 | -7.4% |
| 9 | RSI Trend (>50) | Weekly | 5.9% | 0.43 | -42.5% | 45.2% | 93 | -7.2% |
| 10 | SMA 50/200 Cross ✓ | Daily | 6.7% | 0.42 | -48.3% | 55.0% | 20 | -6.8% |
| 11 | WaveTrend (8/6/4) ✓ | Daily | 6.4% | 0.42 | -49.6% | 76.7% | 120 | -7.0% |
| 12 | Holy Grail Confluence ✓ | Weekly | 7.5% | 0.56 | -37.5% | 100.0% | 11 | -5.6% |
| 13 | EMA 20/50 Cross | Weekly | 6.3% | 0.42 | -56.0% | 50.0% | 14 | -6.8% |
| 14 | Stochastic ✓ | Daily | 5.1% | 0.38 | -45.6% | 66.0% | 141 | -8.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Realty Income (O), CCI 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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