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The best indicator for Grab

We backtested 382 indicators across daily, weekly and hourly charts on real Grab history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Mean Reversion · Weekly

Pivot Points (Standard)

On the weekly chart, this is the strongest risk-adjusted edge we found for Grab over ~5.6 years — beating buy-and-hold by 44.6% CAGR.

24.2%
CAGR
0.83
Sharpe
-28.2%
Max DD
48.9%
Win rate
1.01
Profit factor
+44.6%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Pivot Points (Standard)
+44.6% · Sharpe 0.83
Daily
Order-Flow Reversion
+41.4% · Sharpe 0.78
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Pivot Points (Standard) Weekly24.2%0.83-28.2%48.9%4744.6%
2Order-Flow Reversion Daily21.5%0.78-46.5%70.8%2441.4%
3Bollinger Mean-Reversion Daily18.7%0.72-46.5%73.1%2638.7%
4Fibonacci Bands Daily18.7%0.72-46.5%73.1%2638.7%
5VWAP Bands Daily20.0%0.7-59.1%63.0%2740.0%
6Fibonacci Pivots Weekly14.7%0.57-51.3%50.0%5035.1%
7Connors RSI-2 Daily12.7%0.54-53.0%55.7%7032.6%
8Projection Bands Daily13.9%0.53-60.3%58.8%5133.9%
9Keltner Mean-Reversion Daily13.2%0.65-44.7%91.7%1233.2%
10Connors RSI Daily12.3%0.51-59.9%62.2%7432.3%
11Elder Impulse Weekly11.1%0.49-23.0%52.2%2331.5%
12Lorentzian Classification Weekly8.1%0.49-32.7%61.5%2628.5%
13Predictive RangesDaily10.8%0.46-40.2%38.2%3430.8%
14Jurik MA (approx.) Weekly10.0%0.44-28.2%36.8%1930.4%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Grab, Pivot Points (Standard) on the weekly 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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