The best indicator for Jabil (JBL)
We backtested 382 indicators across daily, weekly and hourly charts on real Jabil (JBL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
TRIMA 30 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for Jabil (JBL) over ~33.2 years — trailing buy-and-hold by 2.0% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Jabil (JBL) — trailing buy-and-hold by 3.2% 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 | TRIMA 30 Trend ✓ | Weekly | 18.1% | 0.66 | -63.8% | 50.0% | 52 | -2.0% |
| 2 | Supertrend (20,3) ✓ | Weekly | 18.2% | 0.65 | -55.1% | 58.3% | 24 | -1.8% |
| 3 | Volatility Stop (ATR) ✓ | Weekly | 17.8% | 0.65 | -73.3% | 56.8% | 44 | -2.2% |
| 4 | TRIMA 200 Trend ✓ | Daily | 16.7% | 0.64 | -58.4% | 41.5% | 65 | -3.8% |
| 5 | Supertrend (10,3) ✓ | Weekly | 18.4% | 0.64 | -63.6% | 54.2% | 24 | -1.7% |
| 6 | On-Balance Volume ✓ | Weekly | 18.1% | 0.64 | -72.4% | 51.9% | 106 | -1.9% |
| 7 | ALMA 100 Trend ✓ | Weekly | 17.4% | 0.64 | -59.1% | 45.2% | 42 | -2.7% |
| 8 | Donchian Breakout ✓ | Weekly | 16.9% | 0.63 | -63.7% | 68.0% | 25 | -3.1% |
| 9 | QQE ✓ | Weekly | 21.0% | 0.63 | -90.2% | 50.5% | 95 | 1.0% |
| 10 | Volume Zone Oscillator ✓ | Weekly | 16.5% | 0.62 | -81.8% | 54.7% | 159 | -3.5% |
| 11 | SMA 30 Trend ✓ | Weekly | 16.6% | 0.62 | -53.7% | 48.5% | 68 | -3.4% |
| 12 | TEMA 20/50 Cross ✓ | Daily | 17.1% | 0.61 | -67.7% | 47.8% | 178 | -3.5% |
| 13 | T3 20/80 Cross ✓ | Daily | 16.7% | 0.61 | -82.4% | 50.0% | 48 | -3.8% |
| 14 | Aroon ✓ | Weekly | 17.1% | 0.61 | -63.9% | 51.0% | 51 | -2.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Jabil (JBL), TRIMA 30 Trend on the weekly 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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