The best indicator for Ross Stores (ROST)
We backtested 20 indicators across daily, weekly and hourly charts on real Ross Stores (ROST) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 20/50 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Ross Stores (ROST) over ~40.8 years — trailing buy-and-hold by 2.3% 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 | EMA 20/50 Cross ✓ | Daily | 14.4% | 0.61 | -65.0% | 48.1% | 81 | -2.3% |
| 2 | MACD ✓ | Weekly | 13.4% | 0.58 | -66.3% | 52.5% | 80 | -3.4% |
| 3 | RSI Trend (>50) ✓ | Weekly | 12.6% | 0.58 | -53.4% | 46.7% | 92 | -4.2% |
| 4 | Rate of Change ✓ | Weekly | 11.3% | 0.52 | -66.7% | 43.8% | 112 | -5.4% |
| 5 | EMA-10 Trend ✓ | Weekly | 11.0% | 0.52 | -54.8% | 45.7% | 173 | -5.7% |
| 6 | SMA 50/200 Cross ✓ | Daily | 10.8% | 0.5 | -73.0% | 50.0% | 26 | -6.0% |
| 7 | Donchian Midline ✓ | Weekly | 9.8% | 0.48 | -63.1% | 49.0% | 104 | -6.9% |
| 8 | Donchian Breakout ✓ | Daily | 9.1% | 0.47 | -55.3% | 49.4% | 156 | -7.7% |
| 9 | Donchian Breakout ✓ | Weekly | 8.8% | 0.47 | -59.2% | 58.3% | 36 | -8.0% |
| 10 | EMA 50/200 Cross ✓ | Daily | 9.3% | 0.46 | -74.3% | 48.0% | 25 | -7.5% |
| 11 | Bollinger Breakout ✓ | Weekly | 7.0% | 0.43 | -76.2% | 62.8% | 43 | -9.8% |
| 12 | RSI Trend (>50) ✓ | Daily | 8.3% | 0.42 | -60.0% | 39.5% | 537 | -8.4% |
| 13 | Rate of Change ✓ | Daily | 8.0% | 0.41 | -65.6% | 42.3% | 652 | -8.8% |
| 14 | WaveTrend (8/6/4) ✓ | Weekly | 8.1% | 0.41 | -76.0% | 80.6% | 31 | -8.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Ross Stores (ROST), EMA 20/50 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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