The best indicator for Rockwell Automation (ROK)
We backtested 20 indicators across daily, weekly and hourly charts on real Rockwell Automation (ROK) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Donchian Breakout
On the weekly chart, this is the strongest risk-adjusted edge we found for Rockwell Automation (ROK) over ~44.6 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 | Donchian Breakout ✓ | Weekly | 10.7% | 0.59 | -38.3% | 68.8% | 32 | -4.8% |
| 2 | Donchian Midline ✓ | Weekly | 9.4% | 0.5 | -53.5% | 54.7% | 117 | -6.1% |
| 3 | Bollinger Breakout ✓ | Weekly | 6.8% | 0.49 | -31.3% | 61.9% | 42 | -8.6% |
| 4 | EMA 20/50 Cross ✓ | Daily | 8.7% | 0.48 | -48.5% | 41.8% | 110 | -6.8% |
| 5 | Rate of Change ✓ | Weekly | 8.4% | 0.47 | -55.1% | 56.7% | 150 | -7.0% |
| 6 | SMA 50/200 Cross ✓ | Daily | 8.5% | 0.46 | -53.9% | 57.6% | 33 | -7.0% |
| 7 | MACD ✓ | Weekly | 7.6% | 0.45 | -58.6% | 53.1% | 96 | -7.8% |
| 8 | ADX / DMI ✓ | Weekly | 6.6% | 0.45 | -42.0% | 51.7% | 60 | -8.9% |
| 9 | CCI ✓ | Daily | 7.2% | 0.44 | -59.2% | 70.0% | 213 | -8.3% |
| 10 | EMA 50/200 Cross ✓ | Daily | 7.6% | 0.42 | -61.0% | 48.6% | 35 | -7.9% |
| 11 | RSI Trend (>50) ✓ | Weekly | 7.0% | 0.41 | -53.8% | 48.8% | 129 | -8.4% |
| 12 | Donchian Breakout ✓ | Daily | 6.1% | 0.4 | -61.7% | 46.7% | 180 | -9.4% |
| 13 | EMA-10 Trend ✓ | Weekly | 6.5% | 0.39 | -68.2% | 55.3% | 215 | -8.9% |
| 14 | Stochastic ✓ | Daily | 5.6% | 0.37 | -67.6% | 70.9% | 206 | -9.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Rockwell Automation (ROK), Donchian Breakout 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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