The best indicator for Qorvo
We backtested 382 indicators across daily, weekly and hourly charts on real Qorvo history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Qorvo 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.
Fibonacci Pivots
On the daily chart, this is the strongest risk-adjusted edge we found for Qorvo over ~11.5 years — beating buy-and-hold by 13.9% CAGR.
Qorvo 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 | Fibonacci Pivots ✓ | Daily | 16.6% | 0.69 | -44.9% | 52.4% | 471 | 13.9% |
| 2 | Pivot Points (Standard) ✓ | Daily | 14.7% | 0.65 | -42.2% | 50.9% | 430 | 12.0% |
| 3 | Stochastic RSI ✓ | Weekly | 10.9% | 0.59 | -51.7% | 82.4% | 17 | 7.8% |
| 4 | Order-Flow Reversion ✓ | Daily | 10.4% | 0.55 | -39.6% | 67.3% | 52 | 7.7% |
| 5 | Schaff Trend Cycle ✓ | Weekly | 3.4% | 0.55 | -7.2% | 70.6% | 17 | 0.3% |
| 6 | Camarilla Pivots ✓ | Daily | 11.4% | 0.52 | -40.3% | 51.2% | 613 | 8.8% |
| 7 | Morning Star ✓ | Weekly | 7.7% | 0.49 | -30.3% | 57.1% | 21 | 4.6% |
| 8 | Markov Regime (Confirmed) ✓ | Weekly | 6.9% | 0.48 | -28.7% | 52.6% | 19 | 3.7% |
| 9 | Bullish Harami | Weekly | 7.7% | 0.48 | -31.6% | 44.1% | 34 | 4.6% |
| 10 | WMA 20/50 Cross ✓ | Daily | 8.4% | 0.43 | -32.0% | 51.4% | 37 | 5.7% |
| 11 | Connors RSI ✓ | Daily | 8.0% | 0.43 | -53.2% | 55.7% | 140 | 5.3% |
| 12 | VWAP Bands ✓ | Daily | 7.7% | 0.43 | -51.5% | 65.3% | 49 | 5.0% |
| 13 | Fisher Center-of-Gravity ✓ | Daily | 8.2% | 0.43 | -48.6% | 53.9% | 293 | 5.5% |
| 14 | Jurik MA (approx.) ✓ | Weekly | 7.6% | 0.43 | -43.0% | 46.2% | 52 | 4.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Qorvo lost money across the out-of-sample window in 521 of 521 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 Qorvo, Fibonacci Pivots 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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