The best indicator for O’Reilly Automotive (ORLY)
We backtested 20 indicators across daily, weekly and hourly charts on real O’Reilly Automotive (ORLY) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
SMA 50/200 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for O’Reilly Automotive (ORLY) over ~33.1 years — trailing buy-and-hold by 4.8% 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 | SMA 50/200 Cross ✓ | Daily | 16.3% | 0.71 | -45.0% | 73.3% | 15 | -4.8% |
| 2 | EMA 50/200 Cross ✓ | Daily | 15.9% | 0.7 | -47.5% | 64.7% | 17 | -5.2% |
| 3 | Stochastic ✓ | Daily | 10.7% | 0.59 | -52.9% | 71.4% | 154 | -10.4% |
| 4 | Williams %R ✓ | Daily | 10.4% | 0.55 | -58.8% | 70.4% | 213 | -10.7% |
| 5 | RSI Trend (>50) ✓ | Weekly | 10.0% | 0.53 | -56.7% | 54.3% | 92 | -11.0% |
| 6 | Donchian Midline ✓ | Weekly | 9.2% | 0.5 | -61.4% | 42.7% | 96 | -11.8% |
| 7 | Rate of Change ✓ | Weekly | 8.2% | 0.47 | -50.7% | 54.7% | 106 | -12.8% |
| 8 | EMA 20/50 Cross ✓ | Daily | 8.4% | 0.46 | -62.1% | 42.9% | 77 | -12.7% |
| 9 | Donchian Breakout ✓ | Weekly | 7.4% | 0.46 | -46.4% | 50.0% | 28 | -13.6% |
| 10 | EMA 20/50 Cross ✓ | Weekly | 15.3% | 0.69 | -42.6% | 70.0% | 10 | -5.7% |
| 11 | Holy Grail Confluence ✓ | Daily | 6.9% | 0.44 | -58.9% | 78.3% | 46 | -14.2% |
| 12 | Bollinger Mean-Reversion ✓ | Daily | 6.4% | 0.43 | -47.1% | 75.8% | 132 | -14.7% |
| 13 | ADX / DMI ✓ | Weekly | 6.4% | 0.42 | -42.6% | 49.1% | 57 | -14.6% |
| 14 | EMA-10 Trend ✓ | Weekly | 7.2% | 0.42 | -58.6% | 53.0% | 168 | -13.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For O’Reilly Automotive (ORLY), SMA 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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