The best indicator for Coffee (KC)
We backtested 382 indicators across daily, weekly and hourly charts on real Coffee (KC) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Coffee (KC) 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.
Keltner Mean-Reversion
On the daily chart, this is the strongest risk-adjusted edge we found for Coffee (KC) over ~26.6 years — beating buy-and-hold by 2.6% CAGR.
Coffee (KC) 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 Coffee (KC) — trailing buy-and-hold by 0.6% 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 | Keltner Mean-Reversion ✓ | Daily | 6.1% | 0.48 | -25.3% | 64.0% | 100 | 2.6% |
| 2 | Standard Error Bands ✓ | Daily | 5.6% | 0.48 | -31.0% | 49.4% | 81 | 2.1% |
| 3 | Momentum (50) ✓ | Weekly | 9.0% | 0.48 | -38.2% | 56.5% | 23 | 5.4% |
| 4 | FRAMA 200 Trend ✓ | Weekly | 7.3% | 0.44 | -45.0% | 31.4% | 86 | 3.7% |
| 5 | Linear Regression Slope ✓ | Weekly | 7.3% | 0.43 | -51.7% | 40.0% | 30 | 3.8% |
| 6 | Correlation Trend ✓ | Weekly | 7.3% | 0.43 | -51.7% | 40.0% | 30 | 3.8% |
| 7 | LSMA 100 Trend ✓ | Weekly | 7.0% | 0.42 | -38.9% | 38.0% | 50 | 3.4% |
| 8 | WaveTrend (8/6/4) ✓ | Daily | 7.2% | 0.41 | -43.1% | 63.6% | 107 | 3.7% |
| 9 | Historical Volatility Regime ✓ | Weekly | 5.3% | 0.41 | -33.7% | 53.3% | 45 | 1.7% |
| 10 | SMA 20/50 Cross ✓ | Weekly | 7.6% | 0.43 | -52.3% | 42.9% | 14 | 4.0% |
| 11 | Pascal's Weighted MA ✓ | Weekly | 6.0% | 0.4 | -51.4% | 45.6% | 68 | 2.4% |
| 12 | Intraday Momentum Index ✓ | Daily | 6.8% | 0.39 | -55.3% | 67.5% | 80 | 3.3% |
| 13 | ZLEMA 100 Trend ✓ | Weekly | 6.2% | 0.39 | -49.8% | 27.3% | 44 | 2.6% |
| 14 | Stochastic ✓ | Daily | 6.3% | 0.38 | -43.4% | 64.9% | 134 | 2.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Coffee (KC)
63 of 655 tested setups beat buy-and-hold on Coffee (KC) outright. Another 307 could get there with leverage they would survive — but 191 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Elder Ray (Bull/Bear Power) | 3 | none needed | 4.09× |
| Balance of Power | 2 | none needed | 3.48× |
| FRAMA 100 Trend | 1 | 1.02× | 2.78× |
| Force Index | 1 | 1.05× | 2.66× |
| Price Volume Trend | 1 | 1.08× | 2.53× |
| McGinley Dynamic | 1 | 1.13× | 2.64× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Coffee (KC), Keltner Mean-Reversion 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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