The best indicator for Capital One (COF)
We backtested 366 indicators across daily, weekly and hourly charts on real Capital One (COF) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Intraday Momentum Index
On the daily chart, this is the strongest risk-adjusted edge we found for Capital One (COF) over ~31.5 years — beating buy-and-hold by 3.4% CAGR.
Best multi-indicator combo
Going long only when all 3 agree was the strongest confluence setup we found for Capital One (COF) — trailing buy-and-hold by 5.8% 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 | Intraday Momentum Index ✓ | Daily | 16.5% | 0.65 | -61.8% | 78.9% | 90 | 3.4% |
| 2 | Stochastic (20,5) ✓ | Weekly | 15.2% | 0.58 | -50.8% | 49.1% | 114 | 2.2% |
| 3 | McGinley Dynamic ✓ | Weekly | 15.0% | 0.54 | -68.2% | 35.3% | 17 | 2.0% |
| 4 | Detrended Price Osc. ✓ | Daily | 12.4% | 0.52 | -68.1% | 52.7% | 894 | -0.8% |
| 5 | Connors RSI-2 ✓ | Daily | 10.9% | 0.52 | -58.8% | 68.2% | 371 | -2.2% |
| 6 | WaveTrend (8/6/4) ✓ | Daily | 11.8% | 0.5 | -70.2% | 74.0% | 127 | -1.4% |
| 7 | DeMarker ✓ | Daily | 10.7% | 0.5 | -60.1% | 73.9% | 111 | -2.4% |
| 8 | Stochastic Slow (21,5) ✓ | Weekly | 12.4% | 0.5 | -52.6% | 48.3% | 116 | -0.5% |
| 9 | Connors RSI ✓ | Daily | 9.8% | 0.47 | -68.4% | 65.2% | 396 | -3.4% |
| 10 | MA Envelope ✓ | Daily | 10.4% | 0.47 | -70.9% | 66.4% | 247 | -2.7% |
| 11 | Trend Intensity Index ✓ | Daily | 9.7% | 0.46 | -58.9% | 47.4% | 57 | -3.5% |
| 12 | Stochastic ✓ | Weekly | 11.0% | 0.46 | -80.5% | 76.5% | 34 | -2.0% |
| 13 | TRIX ✓ | Weekly | 8.9% | 0.46 | -75.4% | 50.0% | 44 | -4.1% |
| 14 | Camarilla Pivots ✓ | Weekly | 10.1% | 0.46 | -81.5% | 54.3% | 339 | -2.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Capital One (COF), Intraday Momentum Index 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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