The best indicator for Cummins (CMI)
We backtested 366 indicators across daily, weekly and hourly charts on real Cummins (CMI) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 100 Trend
On the daily chart, this is the strongest risk-adjusted edge we found for Cummins (CMI) over ~53.3 years — beating buy-and-hold by 2.0% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Cummins (CMI) — trailing buy-and-hold by 0.2% 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 | EMA 100 Trend ✓ | Daily | 13.5% | 0.66 | -49.4% | 35.4% | 291 | 2.0% |
| 2 | Disparity (100) ✓ | Daily | 13.6% | 0.66 | -49.4% | 35.4% | 291 | 2.1% |
| 3 | WMA 200 Trend ✓ | Daily | 12.8% | 0.65 | -45.2% | 34.6% | 205 | 1.3% |
| 4 | ALMA 200 Trend ✓ | Daily | 12.4% | 0.64 | -44.0% | 39.4% | 246 | 0.9% |
| 5 | RSI (50) ✓ | Daily | 13.2% | 0.64 | -50.1% | 35.5% | 296 | 1.6% |
| 6 | Williams %R (21) ✓ | Weekly | 13.2% | 0.64 | -45.9% | 43.8% | 130 | 1.7% |
| 7 | VIDYA 30 Trend ✓ | Daily | 12.7% | 0.63 | -49.2% | 37.9% | 277 | 1.2% |
| 8 | Donchian Midline ✓ | Weekly | 13.0% | 0.63 | -44.6% | 44.1% | 136 | 1.5% |
| 9 | Coppock Curve ✓ | Weekly | 13.5% | 0.63 | -54.2% | 56.4% | 55 | 1.9% |
| 10 | Price Volume Trend ✓ | Daily | 13.0% | 0.62 | -65.8% | 42.5% | 522 | 1.5% |
| 11 | Trend Intensity Index ✓ | Daily | 12.6% | 0.62 | -48.4% | 51.2% | 80 | 1.1% |
| 12 | McGinley 30 Trend ✓ | Daily | 13.6% | 0.62 | -58.1% | 34.6% | 376 | 2.1% |
| 13 | SMA 20/80 Cross ✓ | Daily | 12.6% | 0.62 | -44.5% | 49.5% | 99 | 1.1% |
| 14 | Aroon ✓ | Weekly | 13.0% | 0.62 | -48.8% | 53.1% | 81 | 1.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Cummins (CMI), EMA 100 Trend 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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