The best indicator for Public Service Enterprise Group (PEG)
We backtested 20 indicators across daily, weekly and hourly charts on real Public Service Enterprise Group (PEG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Williams %R
On the daily chart, this is the strongest risk-adjusted edge we found for Public Service Enterprise Group (PEG) over ~46.4 years — trailing buy-and-hold by 5.5% 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 | Williams %R ✓ | Daily | 6.6% | 0.52 | -52.3% | 71.3% | 307 | -5.5% |
| 2 | Stochastic ✓ | Daily | 6.2% | 0.5 | -54.2% | 72.8% | 232 | -5.9% |
| 3 | WaveTrend (8/6/4) ✓ | Daily | 6.9% | 0.5 | -49.4% | 74.6% | 177 | -5.2% |
| 4 | SMA 50/200 Cross ✓ | Daily | 6.6% | 0.47 | -47.6% | 48.6% | 35 | -5.5% |
| 5 | Holy Grail Confluence ✓ | Daily | 5.0% | 0.44 | -48.7% | 83.1% | 59 | -7.1% |
| 6 | EMA 20/50 Cross ✓ | Weekly | 6.6% | 0.43 | -46.2% | 63.2% | 19 | -5.5% |
| 7 | EMA 50/200 Cross ✓ | Daily | 5.8% | 0.42 | -49.8% | 48.6% | 37 | -6.3% |
| 8 | RSI Mean-Reversion ✓ | Daily | 4.0% | 0.42 | -33.5% | 81.0% | 58 | -8.1% |
| 9 | Donchian Breakout ✓ | Daily | 4.5% | 0.4 | -42.6% | 43.7% | 174 | -7.6% |
| 10 | CCI ✓ | Weekly | 4.2% | 0.4 | -33.6% | 88.0% | 50 | -7.9% |
| 11 | Money Flow Index ✓ | Daily | 4.7% | 0.39 | -43.4% | 77.8% | 45 | -7.4% |
| 12 | Bollinger Mean-Reversion ✓ | Daily | 3.7% | 0.37 | -44.6% | 73.9% | 176 | -8.4% |
| 13 | EMA 20/50 Cross | Daily | 4.6% | 0.36 | -57.3% | 44.3% | 115 | -7.6% |
| 14 | CCI ✓ | Daily | 4.3% | 0.36 | -46.6% | 69.8% | 215 | -7.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Public Service Enterprise Group (PEG), Williams %R 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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