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The best indicator for Sysco (SYY)

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

Oscillator · Weekly

CCI

On the weekly chart, this is the strongest risk-adjusted edge we found for Sysco (SYY) over ~53.3 years — trailing buy-and-hold by 5.7% CAGR.

8.1%
CAGR
0.56
Sharpe
-59.9%
Max DD
90.7%
Win rate
7.65
Profit factor
-5.7%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
CCI
-5.7% · Sharpe 0.56
Daily
WaveTrend (8/6/4)
-5.3% · Sharpe 0.49
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1CCI Weekly8.1%0.56-59.9%90.7%54-5.7%
2WaveTrend (8/6/4) Daily8.7%0.49-65.3%72.9%192-5.3%
3EMA 20/50 Cross Weekly9.0%0.49-61.7%60.0%20-4.7%
4Money Flow Index Daily7.6%0.48-48.8%71.6%67-6.5%
5Williams %R Weekly7.0%0.48-54.6%73.0%74-6.7%
6Heikin-Ashi Trend Weekly7.6%0.47-44.2%46.6%479-6.1%
7EMA 50/200 Cross Daily8.1%0.44-58.1%42.9%35-6.0%
8Bollinger Mean-Reversion Daily6.2%0.44-62.6%69.0%213-7.8%
9Bollinger Mean-Reversion Weekly6.0%0.44-50.0%88.6%44-7.7%
10Holy Grail Confluence Daily6.3%0.42-66.8%70.2%84-7.8%
11Stochastic Weekly5.6%0.41-50.4%82.2%45-8.2%
12EMA-10 Trend Weekly6.0%0.39-58.6%48.2%247-7.8%
13SMA 50/200 CrossDaily6.4%0.38-68.3%55.0%40-7.7%
14WaveTrend (8/6/4) Weekly5.3%0.38-59.9%78.9%38-8.5%

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

What this means

For Sysco (SYY), CCI 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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