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The best indicator for Sherwin-Williams (SHW)

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

Volatility · Daily

Bollinger Mean-Reversion

On the daily chart, this is the strongest risk-adjusted edge we found for Sherwin-Williams (SHW) over ~46.2 years — trailing buy-and-hold by 9.0% CAGR.

9.0%
CAGR
0.66
Sharpe
-49.1%
Max DD
71.7%
Win rate
2.45
Profit factor
-9.0%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
Bollinger Mean-Reversion
-9.0% · Sharpe 0.66
Weekly
WaveTrend (8/6/4)
-8.6% · Sharpe 0.62
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Bollinger Mean-Reversion Daily9.0%0.66-49.1%71.7%198-9.0%
2WaveTrend (8/6/4) Weekly9.4%0.62-41.2%82.1%39-8.6%
3Stochastic Daily9.4%0.59-45.7%72.5%236-8.6%
4Holy Grail Confluence Daily7.8%0.56-31.0%82.0%61-10.1%
5Stochastic Weekly7.2%0.56-32.2%81.0%42-10.8%
6EMA 20/50 Cross Weekly10.5%0.55-61.5%43.5%23-7.5%
7WaveTrend (8/6/4) Daily9.1%0.53-50.2%73.8%172-8.9%
8SMA 50/200 Cross Daily9.7%0.52-66.3%54.5%33-8.3%
9Rate of Change Weekly8.7%0.52-48.8%52.9%157-9.3%
10Williams %R Daily7.9%0.51-48.7%70.9%299-10.1%
11CCI Weekly6.7%0.51-39.4%81.2%48-11.3%
12EMA 50/200 Cross Daily8.5%0.47-68.8%41.7%36-9.5%
13Money Flow Index Daily6.8%0.45-51.5%86.5%37-11.2%
14Williams %R Weekly6.2%0.45-42.5%73.8%61-11.8%

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

What this means

For Sherwin-Williams (SHW), Bollinger Mean-Reversion 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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