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.
Where Alibaba stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
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.
Alibaba on the daily chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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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.
What it would take to beat buy & hold on Alibaba
291 of 517 tested setups beat buy-and-hold on Alibaba outright. Another 33 could get there with leverage they would survive — but 17 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Rate of Change | 2 | none needed | 2.56× |
| EMA-10 Trend | 2 | none needed | 2.46× |
| Hull MA Trend | 2 | none needed | 3.02× |
| Detrended Price Osc. | 2 | none needed | 2.74× |
| Momentum | 2 | none needed | 2.37× |
| Fisher Transform | 2 | none needed | 2.32× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
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.
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