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 over the full backtest, with costs, and checked out-of-sample.
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.
Three White Soldiers
On the weekly chart, this is the strongest risk-adjusted edge we found for Peloton over ~7.1 years — beating buy-and-hold by 40.4% CAGR.
Peloton on the weekly 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 | Three White Soldiers ✓ | Weekly | 19.8% | 0.67 | -59.7% | 61.5% | 13 | 40.4% |
| 2 | Volume-Weighted EMA ✓ | Weekly | 17.2% | 0.58 | -59.7% | 35.7% | 14 | 37.7% |
| 3 | Advance Trend Pressure ✓ | Weekly | 15.2% | 0.58 | -38.0% | 50.0% | 14 | 35.7% |
| 4 | Bollinger Mean-Reversion ✓ | Daily | 14.5% | 0.54 | -57.0% | 77.8% | 27 | 35.4% |
| 5 | Fibonacci Bands ✓ | Daily | 14.5% | 0.54 | -57.0% | 77.8% | 27 | 35.4% |
| 6 | Williams Alligator ✓ | Weekly | 20.0% | 0.67 | -44.5% | 33.3% | 12 | 40.5% |
| 7 | Volume Oscillator ✓ | Weekly | 14.6% | 0.61 | -45.1% | 76.9% | 13 | 35.1% |
| 8 | Balance of Power ✓ | Weekly | 14.6% | 0.52 | -60.8% | 46.7% | 15 | 35.1% |
| 9 | Volume Zone Oscillator ✓ | Daily | 12.7% | 0.49 | -66.5% | 46.2% | 173 | 33.7% |
| 10 | Range Filter ✓ | Weekly | 9.9% | 0.49 | -43.7% | 38.9% | 18 | 30.4% |
| 11 | ALMA 30 Trend ✓ | Weekly | 14.5% | 0.52 | -54.4% | 35.7% | 14 | 35.0% |
| 12 | HLC Trend ✓ | Weekly | 14.3% | 0.52 | -58.2% | 28.6% | 14 | 34.9% |
| 13 | SMA 100 Trend ✓ | Daily | 11.9% | 0.48 | -58.8% | 25.0% | 28 | 32.9% |
| 14 | ALMA 100 Trend ✓ | Daily | 12.1% | 0.48 | -69.0% | 42.9% | 35 | 33.1% |
✓ = 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, Three White Soldiers 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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