The best indicator for Peloton
We backtested 382 indicators across daily, weekly and hourly charts on real Peloton history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Peloton 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.
Bollinger Mean-Reversion
On the daily chart, this is the strongest risk-adjusted edge we found for Peloton over ~6.7 years — beating buy-and-hold by 36.7% CAGR.
Peloton 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 | Bollinger Mean-Reversion ✓ | Daily | 16.7% | 0.59 | -57.0% | 80.8% | 26 | 36.7% |
| 2 | Volume Zone Oscillator ✓ | Daily | 19.6% | 0.59 | -66.5% | 46.6% | 161 | 39.6% |
| 3 | Fibonacci Bands ✓ | Daily | 16.7% | 0.59 | -57.0% | 80.8% | 26 | 36.7% |
| 4 | Three White Soldiers ✓ | Weekly | 20.7% | 0.68 | -59.7% | 61.5% | 13 | 40.4% |
| 5 | Williams Alligator ✓ | Weekly | 21.9% | 0.7 | -44.5% | 41.7% | 12 | 41.5% |
| 6 | Volume-Weighted EMA ✓ | Weekly | 18.2% | 0.6 | -59.7% | 35.7% | 14 | 37.9% |
| 7 | Balance of Power ✓ | Weekly | 15.5% | 0.54 | -60.8% | 46.7% | 15 | 35.1% |
| 8 | Range Filter ✓ | Weekly | 11.6% | 0.54 | -39.2% | 41.2% | 17 | 31.2% |
| 9 | Volume Oscillator ✓ | Weekly | 15.1% | 0.62 | -45.1% | 76.9% | 13 | 34.8% |
| 10 | Bollinger Squeeze ✓ | Daily | 12.3% | 0.53 | -40.8% | 44.4% | 18 | 32.3% |
| 11 | SMA 100 Trend ✓ | Daily | 14.4% | 0.53 | -58.8% | 25.0% | 24 | 34.5% |
| 12 | ALMA 30 Trend ✓ | Weekly | 15.2% | 0.54 | -54.4% | 35.7% | 14 | 34.9% |
| 13 | HLC Trend ✓ | Weekly | 15.0% | 0.54 | -58.2% | 35.7% | 14 | 34.7% |
| 14 | On-Balance Volume ✓ | Daily | 13.2% | 0.5 | -71.6% | 43.8% | 105 | 33.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Peloton
24 of 339 tested setups beat buy-and-hold on Peloton outright. Another 47 could get there with leverage they would survive — but 74 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Volume Zone Oscillator | 1 | 1.34× | 1.72× |
| Pivot Points (Standard) | 1 | 1.73× | 2.6× |
| Fibonacci Pivots | 1 | 1.89× | 2.54× |
| Stochastic | 1 | none needed | 2.13× |
| Williams %R | 1 | none needed | 2.32× |
| Connors RSI-2 | 1 | none needed | 2.76× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Peloton, Bollinger Mean-Reversion 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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