The best indicator for UiPath
We backtested 382 indicators across daily, weekly and hourly charts on real UiPath history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where UiPath 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.
Piercing Line
On the daily chart, this is the strongest risk-adjusted edge we found for UiPath over ~5.2 years — beating buy-and-hold by 41.2% CAGR.
UiPath 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 | Piercing Line ✓ | Daily | 9.9% | 0.56 | -14.9% | 50.0% | 14 | 41.2% |
| 2 | VWAP Bands | Daily | 11.1% | 0.49 | -41.6% | 65.4% | 26 | 42.4% |
| 3 | Hammer ✓ | Daily | 5.7% | 0.4 | -15.7% | 46.2% | 26 | 37.0% |
| 4 | FRAMA 10/30 Cross ✓ | Weekly | 7.9% | 0.37 | -43.7% | 38.1% | 21 | 40.0% |
| 5 | Volatility Regime (VIX-style) ✓ | Daily | 6.3% | 0.35 | -32.2% | 39.5% | 43 | 37.6% |
| 6 | Pring's Special K ✓ | Daily | 5.2% | 0.31 | -34.4% | 42.9% | 28 | 36.5% |
| 7 | Connors RSI-2 | Daily | 4.2% | 0.3 | -51.5% | 61.5% | 65 | 35.5% |
| 8 | Tweezer Bottom | Daily | 4.0% | 0.3 | -19.6% | 41.4% | 29 | 35.3% |
| 9 | Laguerre RSI | Daily | 3.7% | 0.27 | -41.6% | 53.8% | 39 | 35.0% |
| 10 | Money Flow Index ✓ | Daily | 10.8% | 0.46 | -44.7% | 62.5% | 8 | 42.1% |
| 11 | Historical Volatility Regime ✓ | Daily | 2.5% | 0.23 | -44.1% | 47.7% | 44 | 33.8% |
| 12 | TEMA 200 Trend ✓ | Daily | 2.3% | 0.22 | -33.3% | 30.4% | 23 | 33.6% |
| 13 | FRAMA 100 Trend ✓ | Weekly | 3.4% | 0.25 | -37.3% | 46.2% | 13 | 35.5% |
| 14 | Accumulation Swing Index ✓ | Daily | -0.2% | 0.21 | -57.4% | 41.5% | 289 | 31.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on UiPath lost money across the out-of-sample window in 297 of 297 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 UiPath, Piercing Line 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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