The best indicator for JD.com
We backtested 382 indicators across daily, weekly and hourly charts on real JD.com history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where JD.com 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.
Intraday Momentum Index
On the daily chart, this is the strongest risk-adjusted edge we found for JD.com over ~12.1 years — beating buy-and-hold by 10.6% CAGR.
JD.com 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 | Intraday Momentum Index ✓ | Daily | 13.2% | 0.53 | -51.2% | 67.6% | 34 | 10.6% |
| 2 | Historical Volatility Regime ✓ | Daily | 9.0% | 0.52 | -54.1% | 48.2% | 83 | 6.3% |
| 3 | Schaff Trend Cycle | Daily | 5.1% | 0.51 | -21.4% | 47.5% | 99 | 2.4% |
| 4 | Connors RSI-2 ✓ | Daily | 10.1% | 0.48 | -51.3% | 60.9% | 151 | 7.4% |
| 5 | Stochastic Momentum Index ✓ | Weekly | 10.5% | 0.47 | -59.2% | 73.3% | 15 | 7.5% |
| 6 | Volatility Regime (VIX-style) ✓ | Daily | 7.7% | 0.46 | -49.9% | 42.4% | 92 | 5.0% |
| 7 | Pivot Points (Standard) ✓ | Weekly | 9.8% | 0.46 | -41.3% | 53.8% | 93 | 6.8% |
| 8 | Laguerre RSI ✓ | Weekly | 9.0% | 0.45 | -40.6% | 68.4% | 19 | 6.1% |
| 9 | Camarilla Pivots ✓ | Weekly | 9.8% | 0.45 | -41.0% | 56.1% | 132 | 6.8% |
| 10 | Historical Volatility Regime | Weekly | 7.1% | 0.42 | -38.4% | 47.1% | 17 | 4.1% |
| 11 | SMA 200 Trend | Daily | 7.8% | 0.41 | -43.5% | 31.0% | 29 | 5.1% |
| 12 | Stochastic RSI ✓ | Weekly | 8.0% | 0.4 | -55.8% | 61.1% | 18 | 5.1% |
| 13 | Fisher Transform ✓ | Weekly | 8.3% | 0.4 | -65.5% | 50.9% | 57 | 5.3% |
| 14 | Fibonacci Pivots ✓ | Weekly | 8.0% | 0.4 | -41.1% | 55.4% | 101 | 5.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on JD.com lost money across the out-of-sample window in 502 of 502 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 JD.com, Intraday Momentum Index 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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