The best indicator for AbbVie (ABBV)
We backtested 382 indicators across daily, weekly and hourly charts on real AbbVie (ABBV) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Projection Bands
On the weekly chart, this is the strongest risk-adjusted edge we found for AbbVie (ABBV) over ~13.5 years — trailing buy-and-hold by 6.9% CAGR.
Best multi-indicator combo
Going long only when all 3 agree was the strongest confluence setup we found for AbbVie (ABBV) — trailing buy-and-hold by 13.0% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
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 | Projection Bands ✓ | Weekly | 12.8% | 0.86 | -21.0% | 92.0% | 25 | -6.9% |
| 2 | Murrey Math Lines ✓ | Daily | 11.7% | 0.85 | -24.4% | 91.4% | 35 | -8.0% |
| 3 | Waddah Attar Explosion ✓ | Weekly | 6.5% | 0.83 | -10.7% | 69.0% | 29 | -13.2% |
| 4 | Stochastic (10,3) ✓ | Weekly | 13.1% | 0.81 | -35.9% | 55.8% | 86 | -6.6% |
| 5 | KDJ ✓ | Weekly | 12.4% | 0.8 | -47.1% | 57.1% | 63 | -7.3% |
| 6 | HalfTrend ✓ | Daily | 14.2% | 0.79 | -29.5% | 46.9% | 81 | -5.4% |
| 7 | Net Volume ✓ | Daily | 14.3% | 0.79 | -42.1% | 48.6% | 138 | -5.3% |
| 8 | Liquidity Flow Oscillator ✓ | Daily | 14.3% | 0.79 | -42.1% | 48.6% | 138 | -5.3% |
| 9 | Half Trend ✓ | Daily | 14.3% | 0.79 | -29.5% | 46.9% | 81 | -5.4% |
| 10 | MA Envelope ✓ | Weekly | 12.4% | 0.78 | -20.1% | 80.6% | 31 | -7.3% |
| 11 | Bollinger Breakout ✓ | Daily | 9.9% | 0.77 | -21.0% | 50.0% | 56 | -9.7% |
| 12 | Zero-Lag MACD ✓ | Daily | 12.8% | 0.76 | -32.3% | 56.8% | 296 | -6.9% |
| 13 | Projection Bands ✓ | Daily | 10.6% | 0.76 | -25.4% | 72.7% | 110 | -9.0% |
| 14 | Zero-Lag MACD ✓ | Daily | 12.8% | 0.76 | -32.3% | 56.8% | 296 | -6.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For AbbVie (ABBV), Projection Bands 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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