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The best indicator for Paychex (PAYX)

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

Trend · Weekly

EMA 20/50 Cross

On the weekly chart, this is the strongest risk-adjusted edge we found for Paychex (PAYX) over ~42.9 years — trailing buy-and-hold by 3.3% CAGR.

14.4%
CAGR
0.65
Sharpe
-56.7%
Max DD
64.3%
Win rate
32.27
Profit factor
-3.3%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
EMA 20/50 Cross
-3.3% · Sharpe 0.65
Daily
EMA 50/200 Cross
-4.9% · Sharpe 0.59
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1EMA 20/50 Cross Weekly14.4%0.65-56.7%64.3%14-3.3%
2EMA 50/200 Cross Daily13.0%0.59-51.2%52.0%25-4.9%
3RSI Trend (>50) Weekly11.2%0.58-64.1%45.6%114-6.6%
4Rate of Change Weekly10.7%0.57-62.9%53.9%115-7.0%
5SMA 50/200 Cross Daily11.5%0.54-66.2%54.5%33-6.4%
6Donchian Midline Weekly10.1%0.53-67.5%43.7%119-7.7%
7EMA 20/50 Cross Daily9.9%0.5-53.2%47.3%93-8.0%
8Donchian Breakout Weekly8.6%0.5-60.6%61.1%36-9.1%
9Donchian Breakout Daily7.6%0.45-42.6%50.6%160-10.2%
10Bollinger Breakout Weekly6.6%0.44-45.8%50.0%44-11.2%
11Williams %R Daily7.0%0.43-44.6%65.4%272-10.8%
12EMA-10 Trend Weekly7.4%0.43-70.6%52.6%209-10.4%
13Money Flow Index Daily7.1%0.42-49.5%69.2%52-10.8%
14Holy Grail Confluence Daily6.3%0.42-54.4%79.1%67-11.6%

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

What this means

For Paychex (PAYX), EMA 20/50 Cross 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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