The best indicator for Constellation Brands (STZ)
We backtested 20 indicators across daily, weekly and hourly charts on real Constellation Brands (STZ) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 20/50 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for Constellation Brands (STZ) over ~34.3 years — trailing buy-and-hold by 3.0% 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 ✓ | Weekly | 11.4% | 0.56 | -44.9% | 56.2% | 16 | -3.0% |
| 2 | CCI ✓ | Weekly | 7.2% | 0.47 | -49.1% | 83.8% | 37 | -7.1% |
| 3 | Money Flow Index ✓ | Daily | 7.1% | 0.45 | -39.2% | 65.8% | 38 | -7.5% |
| 4 | SMA 50/200 Cross ✓ | Daily | 8.0% | 0.44 | -70.8% | 45.8% | 24 | -6.6% |
| 5 | EMA 50/200 Cross | Daily | 8.0% | 0.43 | -56.6% | 33.3% | 30 | -6.7% |
| 6 | Holy Grail Confluence ✓ | Daily | 6.9% | 0.43 | -43.2% | 67.9% | 53 | -7.8% |
| 7 | Bollinger Mean-Reversion ✓ | Weekly | 5.9% | 0.39 | -46.0% | 76.7% | 30 | -8.5% |
| 8 | Stochastic | Daily | 5.9% | 0.38 | -51.7% | 68.7% | 166 | -8.8% |
| 9 | Bollinger Mean-Reversion ✓ | Daily | 5.2% | 0.36 | -47.5% | 63.2% | 144 | -9.4% |
| 10 | WaveTrend (8/6/4) ✓ | Daily | 6.0% | 0.36 | -53.5% | 69.4% | 124 | -8.7% |
| 11 | MACD ✓ | Weekly | 5.1% | 0.35 | -52.5% | 50.7% | 71 | -9.3% |
| 12 | ADX / DMI ✓ | Weekly | 4.9% | 0.35 | -44.1% | 43.4% | 53 | -9.5% |
| 13 | Donchian Midline ✓ | Weekly | 5.4% | 0.35 | -53.3% | 46.7% | 90 | -8.9% |
| 14 | Williams %R | Daily | 4.6% | 0.33 | -56.3% | 62.9% | 221 | -10.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Constellation Brands (STZ), EMA 20/50 Cross 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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