The best indicator for MongoDB
We backtested 382 indicators across daily, weekly and hourly charts on real MongoDB history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where MongoDB 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.
Volatility Regime (VIX-style)
On the daily chart, this is the strongest risk-adjusted edge we found for MongoDB over ~8.9 years — beating buy-and-hold by 1.9% CAGR.
MongoDB 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 | Volatility Regime (VIX-style) ✓ | Daily | 32.1% | 1.0 | -30.0% | 45.7% | 81 | 1.9% |
| 2 | T3 (Tillson) ✓ | Daily | 32.8% | 0.85 | -47.3% | 42.3% | 149 | 2.6% |
| 3 | Stoch RSI (fast) ✓ | Daily | 32.4% | 0.84 | -65.7% | 42.8% | 222 | 2.2% |
| 4 | Fractal Adaptive MA ✓ | Weekly | 32.0% | 0.84 | -50.4% | 44.0% | 50 | 1.0% |
| 5 | Stochastic ✓ | Daily | 32.3% | 0.83 | -69.7% | 78.0% | 50 | 2.1% |
| 6 | QQE ✓ | Daily | 38.4% | 0.83 | -66.5% | 45.5% | 132 | 8.2% |
| 7 | WaveTrend (8/6/4) ✓ | Daily | 31.4% | 0.82 | -60.5% | 82.5% | 40 | 1.2% |
| 8 | Williams %R ✓ | Daily | 30.8% | 0.81 | -59.0% | 72.3% | 65 | 0.7% |
| 9 | DeMarker ✓ | Daily | 28.7% | 0.81 | -59.6% | 77.1% | 35 | -1.5% |
| 10 | Zero-Lag LSMA ✓ | Daily | 31.3% | 0.81 | -52.2% | 49.6% | 137 | 1.1% |
| 11 | Exponential Hull MA ✓ | Daily | 28.1% | 0.81 | -51.9% | 48.8% | 168 | -2.1% |
| 12 | Holt Double-Exp MA ✓ | Daily | 26.7% | 0.81 | -47.8% | 47.2% | 199 | -3.5% |
| 13 | Zero-Lag EMA Cross ✓ | Daily | 30.2% | 0.8 | -55.1% | 48.4% | 95 | 0.0% |
| 14 | ZLEMA 10/30 Cross ✓ | Daily | 30.2% | 0.8 | -55.1% | 48.4% | 95 | 0.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on MongoDB lost money across the out-of-sample window in 409 of 409 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 MongoDB, Volatility Regime (VIX-style) 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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