The best indicator for W. R. Berkley Corporation (WRB)
We backtested 20 indicators across daily, weekly and hourly charts on real W. R. Berkley Corporation (WRB) 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 W. R. Berkley Corporation (WRB) over ~52.8 years — trailing buy-and-hold by 2.5% 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 | 11.3% | 0.58 | -63.7% | 55.0% | 20 | -2.5% |
| 2 | Williams %R ✓ | Weekly | 10.0% | 0.56 | -46.4% | 75.0% | 64 | -3.7% |
| 3 | Heikin-Ashi Trend ✓ | Weekly | 11.3% | 0.56 | -62.0% | 46.7% | 458 | -2.4% |
| 4 | EMA 50/200 Cross ✓ | Daily | 9.8% | 0.53 | -67.7% | 51.7% | 29 | -3.7% |
| 5 | SMA 50/200 Cross ✓ | Daily | 9.2% | 0.51 | -56.1% | 56.7% | 30 | -4.3% |
| 6 | Stochastic ✓ | Weekly | 9.1% | 0.51 | -53.5% | 74.0% | 50 | -4.7% |
| 7 | MACD ✓ | Daily | 8.8% | 0.49 | -70.9% | 46.0% | 493 | -4.8% |
| 8 | Money Flow Index ✓ | Daily | 7.8% | 0.49 | -65.0% | 66.0% | 100 | -5.8% |
| 9 | RSI Trend (>50) ✓ | Daily | 8.6% | 0.48 | -79.0% | 38.2% | 683 | -4.9% |
| 10 | Rate of Change ✓ | Daily | 8.3% | 0.47 | -70.0% | 43.0% | 838 | -5.2% |
| 11 | RSI Trend (>50) ✓ | Weekly | 8.1% | 0.46 | -63.3% | 45.1% | 144 | -5.7% |
| 12 | Bollinger Breakout | Daily | 6.7% | 0.45 | -45.4% | 42.2% | 251 | -6.9% |
| 13 | WaveTrend (8/6/4) ✓ | Daily | 7.2% | 0.43 | -66.1% | 67.6% | 185 | -6.3% |
| 14 | Donchian Midline ✓ | Daily | 7.2% | 0.43 | -70.2% | 39.9% | 667 | -6.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For W. R. Berkley Corporation (WRB), 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.
More stock
Get the weekly edge report
The best-performing indicator per asset, what changed this week, and the honest caveats — straight to your inbox.