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The best indicator for Roper Technologies (ROP)

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

Momentum · Weekly

MACD

On the weekly chart, this is the strongest risk-adjusted edge we found for Roper Technologies (ROP) over ~34.4 years — trailing buy-and-hold by 5.9% CAGR.

10.5%
CAGR
0.58
Sharpe
-38.3%
Max DD
49.3%
Win rate
4.31
Profit factor
-5.9%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
MACD
-5.9% · Sharpe 0.58
Daily
Stochastic
-6.9% · Sharpe 0.56
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1MACD Weekly10.5%0.58-38.3%49.3%71-5.9%
2Stochastic Daily9.8%0.56-54.0%76.0%167-6.9%
3SMA 50/200 Cross Daily11.1%0.54-48.2%54.5%22-5.6%
4Rate of Change Weekly9.4%0.51-54.0%49.1%106-7.0%
5Bollinger Breakout Weekly6.9%0.5-34.0%54.8%31-9.5%
6RSI Trend (>50) Weekly9.1%0.49-58.9%48.4%95-7.3%
7EMA 50/200 Cross Daily9.6%0.48-53.3%52.0%25-7.2%
8Donchian Breakout Weekly7.7%0.47-44.9%60.0%30-8.7%
9EMA 20/50 Cross Daily8.6%0.46-59.2%39.5%86-8.1%
10Donchian MidlineWeekly8.1%0.45-56.1%50.9%110-8.2%
11Williams %R Daily6.7%0.41-54.5%72.9%229-10.0%
12WaveTrend (8/6/4) Daily6.8%0.4-53.7%77.6%125-10.0%
13EMA 20/50 Cross Weekly13.0%0.6-50.1%80.0%10-3.4%
14Stochastic Weekly5.6%0.39-48.4%86.2%29-10.8%

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

What this means

For Roper Technologies (ROP), MACD 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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