The best indicator for Mitsubishi UFJ
We backtested 382 indicators across daily, weekly and hourly charts on real Mitsubishi UFJ history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Random Walk Index
On the weekly chart, this is the strongest risk-adjusted edge we found for Mitsubishi UFJ over ~25.3 years — beating buy-and-hold by 4.2% CAGR.
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 | Random Walk Index ✓ | Weekly | 7.5% | 0.43 | -45.0% | 40.0% | 65 | 4.2% |
| 2 | Random Walk Index ✓ | Weekly | 7.5% | 0.43 | -45.0% | 40.0% | 65 | 4.2% |
| 3 | Hammer ✓ | Weekly | 5.2% | 0.42 | -25.7% | 59.4% | 32 | 1.9% |
| 4 | G-Channel ✓ | Weekly | 6.4% | 0.4 | -61.5% | 43.8% | 32 | 3.2% |
| 5 | TEMA 200 Trend ✓ | Weekly | 5.2% | 0.4 | -26.2% | 55.6% | 18 | 1.9% |
| 6 | KAMA 100 Trend ✓ | Weekly | 6.2% | 0.4 | -39.2% | 58.3% | 24 | 2.9% |
| 7 | Connors RSI-2 ✓ | Daily | 6.0% | 0.39 | -59.8% | 62.3% | 302 | 2.4% |
| 8 | EMA 8/21 Cross ✓ | Weekly | 6.5% | 0.39 | -65.9% | 40.9% | 22 | 3.2% |
| 9 | Center of Gravity ✓ | Weekly | 6.7% | 0.39 | -56.9% | 44.8% | 165 | 3.4% |
| 10 | Fisher Center-of-Gravity ✓ | Weekly | 5.5% | 0.39 | -35.0% | 48.2% | 137 | 2.2% |
| 11 | DeMarker (21) ✓ | Weekly | 6.5% | 0.39 | -65.7% | 54.2% | 48 | 3.2% |
| 12 | CMO (21) ✓ | Weekly | 6.5% | 0.38 | -58.2% | 42.9% | 56 | 3.2% |
| 13 | WMA 100 Trend ✓ | Weekly | 5.9% | 0.38 | -45.6% | 47.8% | 23 | 2.6% |
| 14 | Awesome Oscillator ✓ | Weekly | 6.0% | 0.37 | -66.8% | 34.8% | 23 | 2.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Mitsubishi UFJ, Random Walk Index 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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