The best indicator for IQVIA (IQV)
We backtested 382 indicators across daily, weekly and hourly charts on real IQVIA (IQV) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where IQVIA (IQV) 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.
Ehlers Cyber Cycle
On the daily chart, this is the strongest risk-adjusted edge we found for IQVIA (IQV) over ~13.1 years — trailing buy-and-hold by 0.1% CAGR.
IQVIA (IQV) 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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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for IQVIA (IQV) — trailing buy-and-hold by 1.0% 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 | Ehlers Cyber Cycle ✓ | Daily | 11.8% | 0.66 | -30.4% | 43.1% | 325 | -0.1% |
| 2 | Stochastic Fast (5,3) ✓ | Daily | 12.0% | 0.66 | -30.5% | 46.7% | 411 | 0.1% |
| 3 | Stochastic ✓ | Weekly | 10.3% | 0.62 | -34.2% | 78.6% | 14 | -1.5% |
| 4 | Demand Index ✓ | Weekly | 10.8% | 0.56 | -38.6% | 63.9% | 36 | -1.0% |
| 5 | Historical Volatility Regime ✓ | Daily | 7.3% | 0.55 | -28.5% | 41.1% | 90 | -4.7% |
| 6 | Chande Forecast Osc. | Daily | 9.3% | 0.54 | -47.6% | 45.6% | 355 | -2.7% |
| 7 | KAMA 10/30 Cross ✓ | Daily | 9.1% | 0.54 | -26.2% | 52.8% | 36 | -2.8% |
| 8 | Center of Gravity ✓ | Weekly | 9.0% | 0.54 | -26.6% | 51.9% | 81 | -2.8% |
| 9 | Klinger Oscillator ✓ | Daily | 8.9% | 0.51 | -32.8% | 46.0% | 328 | -3.0% |
| 10 | Fisher Center-of-Gravity ✓ | Daily | 7.2% | 0.51 | -33.9% | 45.9% | 327 | -4.7% |
| 11 | SMC: Liquidity Sweep ✓ | Daily | 9.0% | 0.51 | -39.9% | 80.4% | 46 | -3.0% |
| 12 | Bullish Harami ✓ | Daily | 4.4% | 0.51 | -24.4% | 42.3% | 123 | -7.6% |
| 13 | Volatility Regime (VIX-style) | Daily | 6.5% | 0.5 | -34.6% | 44.9% | 107 | -5.4% |
| 14 | Chandelier Exit ✓ | Daily | 8.9% | 0.49 | -33.3% | 42.5% | 127 | -3.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on IQVIA (IQV) lost money across the out-of-sample window in 542 of 542 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 IQVIA (IQV), Ehlers Cyber Cycle on the daily timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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