The best indicator for Alibaba
We backtested 382 indicators across daily, weekly and hourly charts on real Alibaba history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Geometric MA
On the daily chart, this is the strongest risk-adjusted edge we found for Alibaba over ~11.7 years — beating buy-and-hold by 13.9% 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 | Geometric MA ✓ | Daily | 14.5% | 0.66 | -45.0% | 41.2% | 114 | 13.9% |
| 2 | Median MA ✓ | Daily | 12.8% | 0.64 | -39.5% | 51.9% | 154 | 12.2% |
| 3 | Perfect Trend Line ✓ | Weekly | 15.6% | 0.64 | -38.2% | 45.0% | 60 | 15.0% |
| 4 | Zero-Lag LSMA ✓ | Weekly | 14.8% | 0.63 | -51.1% | 51.5% | 33 | 14.2% |
| 5 | Ehlers SuperSmoother ✓ | Weekly | 14.4% | 0.6 | -50.2% | 40.3% | 77 | 13.8% |
| 6 | TSI (13,7) ✓ | Daily | 13.5% | 0.59 | -45.9% | 34.6% | 81 | 12.9% |
| 7 | Williams Fractals ✓ | Daily | 13.1% | 0.58 | -43.1% | 50.0% | 66 | 12.5% |
| 8 | Disparity (5) ✓ | Weekly | 13.5% | 0.58 | -41.2% | 43.9% | 66 | 12.9% |
| 9 | Hammer ✓ | Weekly | 9.9% | 0.76 | -15.8% | 81.8% | 11 | 9.3% |
| 10 | Andean Oscillator ✓ | Daily | 11.1% | 0.55 | -59.5% | 40.0% | 50 | 10.4% |
| 11 | Range Filter ✓ | Weekly | 8.9% | 0.55 | -32.2% | 53.8% | 39 | 8.3% |
| 12 | Nadaraya-Watson Envelope ✓ | Daily | 7.5% | 0.54 | -21.3% | 75.0% | 16 | 6.9% |
| 13 | Impulse MACD ✓ | Weekly | 9.4% | 0.54 | -41.8% | 52.0% | 25 | 8.8% |
| 14 | ROC (20) ✓ | Daily | 11.3% | 0.53 | -63.0% | 35.8% | 123 | 10.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Alibaba, Geometric MA on the daily timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — 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.