The best indicator for Travelers Companies (The) (TRV)
We backtested 20 indicators across daily, weekly and hourly charts on real Travelers Companies (The) (TRV) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Stochastic
On the weekly chart, this is the strongest risk-adjusted edge we found for Travelers Companies (The) (TRV) over ~50.7 years — trailing buy-and-hold by 2.3% 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 | Stochastic ✓ | Weekly | 7.4% | 0.55 | -39.9% | 82.2% | 45 | -2.3% |
| 2 | Bollinger Mean-Reversion ✓ | Weekly | 7.0% | 0.54 | -33.7% | 86.4% | 44 | -2.6% |
| 3 | WaveTrend (8/6/4) ✓ | Weekly | 7.8% | 0.49 | -42.6% | 86.8% | 38 | -1.8% |
| 4 | Holy Grail Confluence ✓ | Weekly | 6.8% | 0.49 | -36.0% | 87.5% | 16 | -2.9% |
| 5 | MACD ✓ | Daily | 7.1% | 0.48 | -43.9% | 43.5% | 487 | -2.5% |
| 6 | Money Flow Index ✓ | Daily | 6.4% | 0.44 | -57.8% | 80.0% | 60 | -3.2% |
| 7 | WaveTrend (8/6/4) ✓ | Daily | 6.4% | 0.43 | -57.2% | 72.1% | 204 | -3.1% |
| 8 | Stochastic ✓ | Daily | 5.5% | 0.41 | -60.7% | 68.8% | 263 | -4.1% |
| 9 | Holy Grail Confluence ✓ | Daily | 5.4% | 0.4 | -44.5% | 79.8% | 84 | -4.2% |
| 10 | CCI ✓ | Weekly | 5.3% | 0.39 | -36.0% | 86.0% | 50 | -4.4% |
| 11 | Williams %R ✓ | Weekly | 4.8% | 0.35 | -63.6% | 83.3% | 66 | -4.8% |
| 12 | RSI Mean-Reversion ✓ | Daily | 3.4% | 0.33 | -44.6% | 83.8% | 74 | -6.2% |
| 13 | Heikin-Ashi Trend | Daily | 4.6% | 0.33 | -96.5% | 45.0% | 2395 | -5.0% |
| 14 | Williams %R ✓ | Daily | 4.1% | 0.32 | -61.8% | 69.9% | 336 | -5.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Travelers Companies (The) (TRV), Stochastic 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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