The best indicator for Lilly (Eli) (LLY)
We backtested 366 indicators across daily, weekly and hourly charts on real Lilly (Eli) (LLY) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Volume Flow Indicator
On the weekly chart, this is the strongest risk-adjusted edge we found for Lilly (Eli) (LLY) over ~54.2 years — beating buy-and-hold by 0.9% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Lilly (Eli) (LLY) — trailing buy-and-hold by 7.5% 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 | Volume Flow Indicator ✓ | Weekly | 14.9% | 0.73 | -54.0% | 50.0% | 14 | 0.9% |
| 2 | TRIMA 200 Trend ✓ | Weekly | 12.9% | 0.65 | -42.0% | 46.7% | 15 | -1.2% |
| 3 | SMA 200 Trend ✓ | Weekly | 12.5% | 0.63 | -55.1% | 29.2% | 24 | -1.6% |
| 4 | CCI (200) ✓ | Weekly | 12.6% | 0.63 | -64.3% | 45.5% | 22 | -1.5% |
| 5 | Markov Regime ✓ | Weekly | 13.2% | 0.63 | -63.5% | 44.2% | 43 | -0.9% |
| 6 | Ultimate Oscillator ✓ | Daily | 9.5% | 0.62 | -47.1% | 83.6% | 55 | -4.6% |
| 7 | Positive Volume Index ✓ | Daily | 10.9% | 0.61 | -48.4% | 34.9% | 109 | -3.2% |
| 8 | McGinley 200 Trend ✓ | Daily | 13.4% | 0.61 | -68.3% | 30.8% | 39 | -0.7% |
| 9 | EMA 200 Trend ✓ | Weekly | 12.1% | 0.61 | -65.2% | 37.9% | 29 | -1.9% |
| 10 | Vegas Tunnel ✓ | Weekly | 11.2% | 0.59 | -53.4% | 53.1% | 32 | -2.9% |
| 11 | Markov Regime ✓ | Daily | 12.5% | 0.59 | -68.3% | 69.9% | 249 | -1.6% |
| 12 | T3 20/80 Cross ✓ | Weekly | 12.5% | 0.68 | -39.8% | 61.5% | 13 | -1.5% |
| 13 | Positive Volume Index ✓ | Weekly | 10.6% | 0.58 | -56.3% | 50.0% | 24 | -3.5% |
| 14 | McGinley 30 Trend ✓ | Weekly | 12.6% | 0.58 | -67.3% | 36.7% | 30 | -1.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Lilly (Eli) (LLY), Volume Flow Indicator on the weekly 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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