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 over the full backtest, with costs, and checked out-of-sample.
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 ~12.3 years — beating buy-and-hold by 12.0% 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 | 15.0% | 0.58 | -51.2% | 68.6% | 35 | 12.0% |
| 2 | Historical Volatility Regime ✓ | Daily | 8.8% | 0.51 | -54.1% | 47.6% | 84 | 5.8% |
| 3 | Connors RSI-2 ✓ | Daily | 10.3% | 0.49 | -51.3% | 60.6% | 155 | 7.3% |
| 4 | Schaff Trend Cycle | Daily | 4.7% | 0.47 | -21.4% | 46.5% | 101 | 1.7% |
| 5 | Volatility Regime (VIX-style) ✓ | Daily | 7.8% | 0.47 | -49.9% | 43.0% | 93 | 4.9% |
| 6 | Stochastic Momentum Index ✓ | Weekly | 10.3% | 0.47 | -59.2% | 62.5% | 16 | 6.9% |
| 7 | Camarilla Pivots | Weekly | 9.8% | 0.45 | -42.7% | 56.3% | 135 | 6.4% |
| 8 | Stochastic RSI ✓ | Weekly | 8.5% | 0.42 | -55.8% | 57.9% | 19 | 5.1% |
| 9 | Laguerre RSI ✓ | Weekly | 8.1% | 0.42 | -40.6% | 65.0% | 20 | 4.8% |
| 10 | Historical Volatility Regime | Weekly | 7.0% | 0.42 | -37.8% | 47.1% | 17 | 3.6% |
| 11 | Parabolic SAR (fast) ✓ | Weekly | 8.7% | 0.41 | -48.2% | 45.5% | 44 | 5.3% |
| 12 | SMA 200 Trend | Daily | 7.4% | 0.4 | -44.8% | 30.0% | 30 | 4.4% |
| 13 | Pivot Points (Standard) | Weekly | 7.3% | 0.39 | -42.4% | 53.3% | 92 | 4.0% |
| 14 | Fisher Transform ✓ | Weekly | 7.5% | 0.38 | -62.6% | 50.0% | 60 | 4.2% |
✓ = 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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