The best indicator for Vulcan Materials Company (VMC)
We backtested 20 indicators across daily, weekly and hourly charts on real Vulcan Materials Company (VMC) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
WaveTrend (8/6/4)
On the daily chart, this is the strongest risk-adjusted edge we found for Vulcan Materials Company (VMC) over ~53.3 years — trailing buy-and-hold by 2.0% 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 | WaveTrend (8/6/4) ✓ | Daily | 10.4% | 0.61 | -43.1% | 73.1% | 212 | -2.0% |
| 2 | Stochastic ✓ | Weekly | 8.3% | 0.55 | -42.0% | 85.0% | 60 | -4.2% |
| 3 | Bollinger Mean-Reversion ✓ | Weekly | 6.4% | 0.51 | -38.3% | 81.0% | 42 | -6.0% |
| 4 | MACD ✓ | Daily | 7.9% | 0.49 | -46.1% | 43.0% | 519 | -4.5% |
| 5 | CCI ✓ | Daily | 7.0% | 0.47 | -43.1% | 67.6% | 262 | -5.4% |
| 6 | EMA 20/50 Cross ✓ | Weekly | 8.1% | 0.47 | -62.9% | 55.0% | 20 | -4.3% |
| 7 | RSI Mean-Reversion ✓ | Daily | 5.2% | 0.45 | -43.1% | 89.7% | 87 | -7.2% |
| 8 | Williams %R ✓ | Weekly | 7.4% | 0.45 | -48.0% | 76.2% | 80 | -5.0% |
| 9 | Money Flow Index ✓ | Daily | 7.1% | 0.43 | -57.4% | 72.0% | 82 | -5.3% |
| 10 | Money Flow Index ✓ | Weekly | 5.5% | 0.45 | -50.0% | 85.7% | 14 | -6.9% |
| 11 | EMA-10 Trend ✓ | Daily | 6.4% | 0.42 | -74.0% | 39.4% | 1162 | -6.0% |
| 12 | CCI ✓ | Weekly | 6.0% | 0.41 | -48.0% | 81.7% | 60 | -6.4% |
| 13 | WaveTrend (8/6/4) ✓ | Weekly | 6.7% | 0.41 | -62.9% | 81.4% | 43 | -5.7% |
| 14 | Donchian Midline ✓ | Daily | 6.1% | 0.4 | -55.0% | 39.1% | 729 | -6.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Vulcan Materials Company (VMC), WaveTrend (8/6/4) 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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