The best indicator for Sempra (SRE)
We backtested 20 indicators across daily, weekly and hourly charts on real Sempra (SRE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Holy Grail Confluence
On the daily chart, this is the strongest risk-adjusted edge we found for Sempra (SRE) over ~27.9 years — trailing buy-and-hold by 2.6% 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 | Holy Grail Confluence ✓ | Daily | 8.2% | 0.57 | -40.1% | 76.2% | 42 | -2.6% |
| 2 | Stochastic ✓ | Weekly | 5.1% | 0.57 | -24.7% | 72.7% | 22 | -5.7% |
| 3 | Bollinger Mean-Reversion ✓ | Weekly | 5.9% | 0.52 | -28.6% | 79.2% | 24 | -4.9% |
| 4 | Stochastic ✓ | Daily | 6.5% | 0.48 | -40.1% | 70.1% | 137 | -4.3% |
| 5 | CCI ✓ | Weekly | 4.9% | 0.44 | -24.4% | 79.2% | 24 | -5.9% |
| 6 | SMA 50/200 Cross ✓ | Daily | 5.7% | 0.4 | -45.0% | 42.1% | 19 | -5.0% |
| 7 | WaveTrend (8/6/4) ✓ | Weekly | 4.9% | 0.4 | -28.2% | 78.9% | 19 | -6.0% |
| 8 | Donchian Breakout ✓ | Weekly | 4.5% | 0.38 | -33.1% | 63.6% | 22 | -6.3% |
| 9 | WaveTrend (8/6/4) ✓ | Daily | 5.2% | 0.36 | -40.7% | 71.7% | 99 | -5.6% |
| 10 | EMA 20/50 Cross ✓ | Weekly | 5.2% | 0.36 | -45.2% | 46.7% | 15 | -5.7% |
| 11 | Williams %R ✓ | Daily | 4.5% | 0.35 | -44.9% | 67.9% | 187 | -6.2% |
| 12 | EMA 50/200 Cross | Daily | 4.6% | 0.34 | -49.7% | 27.3% | 22 | -6.2% |
| 13 | RSI Mean-Reversion ✓ | Daily | 3.5% | 0.32 | -40.2% | 76.3% | 38 | -7.3% |
| 14 | Bollinger Mean-Reversion ✓ | Daily | 3.6% | 0.31 | -42.6% | 68.8% | 109 | -7.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Sempra (SRE), Holy Grail Confluence 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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