The best indicator for Philip Morris International (PM)
We backtested 382 indicators across daily, weekly and hourly charts on real Philip Morris International (PM) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Projection Bands
On the weekly chart, this is the strongest risk-adjusted edge we found for Philip Morris International (PM) over ~18.3 years — trailing buy-and-hold by 1.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Philip Morris International (PM) — trailing buy-and-hold by 3.5% 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 | Projection Bands ✓ | Weekly | 11.1% | 0.96 | -23.2% | 85.3% | 34 | -1.2% |
| 2 | Detrended Price Osc. ✓ | Weekly | 14.3% | 0.85 | -27.2% | 58.1% | 105 | 2.0% |
| 3 | Williams %R ✓ | Weekly | 9.5% | 0.79 | -24.0% | 75.9% | 29 | -2.8% |
| 4 | Negative Volume Index ✓ | Daily | 13.9% | 0.73 | -37.2% | 33.3% | 15 | 1.5% |
| 5 | Bollinger Mean-Reversion ✓ | Weekly | 8.6% | 0.73 | -24.4% | 89.5% | 19 | -3.7% |
| 6 | Fibonacci Bands ✓ | Weekly | 8.6% | 0.73 | -24.4% | 89.5% | 19 | -3.7% |
| 7 | RSI Mean-Reversion ✓ | Daily | 6.0% | 0.68 | -19.6% | 89.7% | 29 | -6.4% |
| 8 | Connors RSI ✓ | Weekly | 8.3% | 0.67 | -25.5% | 78.0% | 41 | -4.1% |
| 9 | QQE ✓ | Weekly | 12.6% | 0.67 | -40.0% | 48.1% | 54 | 0.3% |
| 10 | Order-Flow Reversion ✓ | Weekly | 7.7% | 0.67 | -24.4% | 88.2% | 17 | -4.6% |
| 11 | Lorentzian Classification ✓ | Weekly | 9.1% | 0.66 | -25.4% | 57.6% | 151 | -3.2% |
| 12 | J_TPO ✓ | Daily | 8.7% | 0.65 | -24.1% | 39.3% | 244 | -3.7% |
| 13 | Bollinger Breakout ✓ | Daily | 6.5% | 0.63 | -18.0% | 45.5% | 77 | -5.8% |
| 14 | MA Envelope ✓ | Weekly | 9.0% | 0.63 | -29.3% | 80.5% | 41 | -3.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Philip Morris International (PM), Projection Bands on the weekly timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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