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The best indicator for HSBC

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

Momentum · Weekly

Ehlers Stochastic

On the weekly chart, this is the strongest risk-adjusted edge we found for HSBC over ~27.1 years — beating buy-and-hold by 2.3% CAGR.

9.0%
CAGR
0.6
Sharpe
-41.2%
Max DD
51.9%
Win rate
6.62
Profit factor
+2.3%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Ehlers Stochastic
+2.3% · Sharpe 0.6
Daily
T3 20/80 Cross
+0.6% · Sharpe 0.52
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Ehlers Stochastic Weekly9.0%0.6-41.2%51.9%272.3%
2TRIMA 100 Trend Weekly7.2%0.58-29.7%56.2%160.4%
3Hull MA 20/80 Cross Weekly8.3%0.57-41.3%51.9%271.5%
4Relative Volatility Index Weekly9.2%0.56-47.1%50.0%742.4%
5ALMA 200 Trend Weekly6.9%0.55-37.1%55.6%180.2%
6Hull MA 200 Trend Weekly6.7%0.54-34.2%55.0%20-0.0%
7WMA 10/30 Cross Weekly7.7%0.53-44.0%50.0%300.9%
8T3 20/80 Cross Daily7.4%0.52-42.3%44.7%380.6%
9SMA 10/30 Cross Weekly7.5%0.52-34.7%54.2%240.7%
10Ichimoku TK Cross Weekly7.5%0.52-35.5%56.7%300.8%
11Coral Trend Weekly7.7%0.52-44.6%44.4%271.0%
12T3 8/21 Cross Weekly7.2%0.52-43.0%60.0%250.4%
13Half Trend Weekly8.1%0.52-38.2%43.2%371.3%
14Ease of Movement Weekly7.7%0.51-37.0%46.5%711.0%

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

What this means

For HSBC, Ehlers Stochastic 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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