The best indicator for Invesco (IVZ)
We backtested 366 indicators across daily, weekly and hourly charts on real Invesco (IVZ) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 13/48 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Invesco (IVZ) over ~30.7 years — beating buy-and-hold by 3.4% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Invesco (IVZ) — trailing buy-and-hold by 2.6% 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 | EMA 13/48 Cross ✓ | Daily | 11.1% | 0.53 | -49.7% | 39.3% | 84 | 3.4% |
| 2 | Smoothed Heikin-Ashi ✓ | Weekly | 9.5% | 0.49 | -46.2% | 45.6% | 103 | 1.8% |
| 3 | STARC Bands ✓ | Weekly | 6.6% | 0.48 | -37.3% | 54.2% | 24 | -1.1% |
| 4 | SMC: Fair Value Gap ✓ | Weekly | 9.3% | 0.48 | -53.0% | 43.8% | 80 | 1.6% |
| 5 | McGinley 100 Trend ✓ | Daily | 10.8% | 0.47 | -64.2% | 38.7% | 75 | 3.1% |
| 6 | Supertrend (7,3) ✓ | Daily | 9.5% | 0.47 | -55.7% | 48.1% | 133 | 1.7% |
| 7 | T3 (Tillson) ✓ | Weekly | 9.3% | 0.47 | -54.2% | 42.5% | 106 | 1.6% |
| 8 | Ichimoku (fast) ✓ | Weekly | 9.0% | 0.47 | -59.1% | 52.3% | 65 | 1.3% |
| 9 | J_TPO ✓ | Weekly | 8.2% | 0.47 | -53.6% | 37.0% | 92 | 0.5% |
| 10 | WMA 20/50 Cross ✓ | Daily | 9.2% | 0.46 | -60.4% | 49.0% | 98 | 1.5% |
| 11 | Supertrend (14,4) ✓ | Daily | 9.4% | 0.46 | -60.8% | 51.7% | 89 | 1.6% |
| 12 | EMA 15/60 Cross ✓ | Daily | 9.1% | 0.46 | -60.2% | 34.8% | 69 | 1.3% |
| 13 | Bollinger Breakout ✓ | Weekly | 7.1% | 0.46 | -53.2% | 48.0% | 25 | -0.6% |
| 14 | Arnaud Legoux MA ✓ | Weekly | 9.0% | 0.46 | -48.5% | 47.8% | 138 | 1.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Invesco (IVZ), EMA 13/48 Cross 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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