The best indicator for GitLab
We backtested 382 indicators across daily, weekly and hourly charts on real GitLab history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where GitLab 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.
Order-Flow Reversion
On the daily chart, this is the strongest risk-adjusted edge we found for GitLab over ~4.9 years — beating buy-and-hold by 40.5% CAGR.
GitLab 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 | Order-Flow Reversion ✓ | Daily | 25.7% | 0.8 | -35.5% | 65.0% | 20 | 40.5% |
| 2 | Bollinger Mean-Reversion ✓ | Daily | 18.7% | 0.63 | -48.5% | 71.4% | 21 | 33.5% |
| 3 | Fibonacci Bands ✓ | Daily | 18.7% | 0.63 | -48.5% | 71.4% | 21 | 33.5% |
| 4 | Stochastic (20,5) ✓ | Weekly | 17.5% | 0.58 | -45.2% | 35.7% | 14 | 33.8% |
| 5 | Intraday Momentum Index | Daily | 15.7% | 0.54 | -61.3% | 62.5% | 16 | 30.5% |
| 6 | Least Squares MA ✓ | Weekly | 14.3% | 0.52 | -48.8% | 46.7% | 15 | 30.6% |
| 7 | VWAP Bands ✓ | Daily | 12.8% | 0.53 | -37.3% | 63.2% | 19 | 27.6% |
| 8 | Keltner Mean-Reversion ✓ | Daily | 11.7% | 0.49 | -41.9% | 62.5% | 16 | 26.5% |
| 9 | Connors RSI-2 | Weekly | 16.0% | 0.51 | -60.3% | 64.3% | 14 | 32.3% |
| 10 | Klinger Oscillator ✓ | Weekly | 10.7% | 0.45 | -49.1% | 36.8% | 19 | 27.0% |
| 11 | Bullish Harami ✓ | Daily | 9.5% | 0.45 | -31.3% | 45.5% | 55 | 24.3% |
| 12 | Three White Soldiers ✓ | Weekly | 18.2% | 0.65 | -26.4% | 60.0% | 10 | 34.5% |
| 13 | DeMarker | Daily | 9.7% | 0.43 | -55.3% | 65.0% | 20 | 24.4% |
| 14 | Murrey Math Lines ✓ | Daily | 9.6% | 0.43 | -57.9% | 73.3% | 15 | 24.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on GitLab lost money across the out-of-sample window in 259 of 259 tests, so there is no positive benchmark to lever toward — clearing a negative bar is a much weaker claim than beating a real one, and we keep the two apart rather than counting it as a win. How we compute that
For GitLab, Order-Flow Reversion 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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