The best indicator for Simon Property Group (SPG)
We backtested 20 indicators across daily, weekly and hourly charts on real Simon Property Group (SPG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
SMA 50/200 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Simon Property Group (SPG) over ~32.4 years — trailing buy-and-hold by 1.6% 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 | SMA 50/200 Cross ✓ | Daily | 11.5% | 0.63 | -53.4% | 52.6% | 19 | -1.6% |
| 2 | EMA 50/200 Cross ✓ | Daily | 10.2% | 0.59 | -63.5% | 42.1% | 19 | -2.8% |
| 3 | EMA 20/50 Cross ✓ | Weekly | 9.6% | 0.57 | -58.6% | 53.3% | 15 | -3.4% |
| 4 | Donchian Breakout ✓ | Weekly | 8.1% | 0.56 | -33.9% | 73.9% | 23 | -4.9% |
| 5 | MACD ✓ | Weekly | 7.9% | 0.49 | -60.5% | 43.3% | 67 | -5.1% |
| 6 | RSI Trend (>50) ✓ | Weekly | 7.3% | 0.47 | -57.1% | 46.7% | 90 | -5.7% |
| 7 | Rate of Change ✓ | Weekly | 7.1% | 0.46 | -46.9% | 51.0% | 102 | -5.9% |
| 8 | Donchian Midline ✓ | Weekly | 7.0% | 0.45 | -46.5% | 42.4% | 92 | -5.9% |
| 9 | CCI ✓ | Daily | 7.2% | 0.43 | -57.7% | 78.1% | 151 | -5.8% |
| 10 | EMA 20/50 Cross ✓ | Daily | 6.1% | 0.4 | -69.7% | 40.0% | 75 | -6.9% |
| 11 | EMA-10 Trend ✓ | Weekly | 5.1% | 0.36 | -71.2% | 51.9% | 160 | -7.8% |
| 12 | Bollinger Mean-Reversion | Daily | 4.4% | 0.31 | -65.6% | 71.1% | 128 | -8.6% |
| 13 | MACD ✓ | Daily | 4.3% | 0.3 | -74.2% | 41.3% | 315 | -8.8% |
| 14 | Money Flow Index ✓ | Daily | 4.0% | 0.28 | -74.8% | 76.0% | 25 | -9.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Simon Property Group (SPG), SMA 50/200 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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