The best indicator for Rio Tinto
We backtested 382 indicators across daily, weekly and hourly charts on real Rio Tinto history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Rio Tinto 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.
LSMA 10/30 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for Rio Tinto over ~36.1 years — beating buy-and-hold by 0.6% CAGR.
Rio Tinto 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 | LSMA 10/30 Cross ✓ | Weekly | 12.3% | 0.59 | -50.0% | 57.3% | 75 | 0.6% |
| 2 | Parabolic SAR ✓ | Weekly | 10.7% | 0.52 | -42.6% | 56.5% | 85 | -1.0% |
| 3 | Hull MA 10/40 Cross ✓ | Weekly | 9.6% | 0.49 | -50.3% | 52.6% | 76 | -2.1% |
| 4 | McGinley Dynamic ✓ | Weekly | 11.1% | 0.48 | -62.4% | 52.3% | 65 | -0.6% |
| 5 | Zero-Lag EMA Cross ✓ | Weekly | 9.5% | 0.48 | -47.3% | 50.0% | 88 | -2.3% |
| 6 | ZLEMA 10/30 Cross ✓ | Weekly | 9.5% | 0.48 | -47.3% | 50.0% | 88 | -2.3% |
| 7 | Markov Regime ✓ | Daily | 10.8% | 0.46 | -89.0% | 75.9% | 29 | -1.0% |
| 8 | Intraday Momentum Index ✓ | Weekly | 7.2% | 0.46 | -56.6% | 90.0% | 20 | -4.6% |
| 9 | Williams %R ✓ | Daily | 8.4% | 0.45 | -66.1% | 70.2% | 258 | -3.4% |
| 10 | Connors RSI ✓ | Daily | 7.4% | 0.45 | -41.7% | 61.9% | 441 | -4.4% |
| 11 | MACD ✓ | Weekly | 8.8% | 0.45 | -51.8% | 54.2% | 72 | -2.9% |
| 12 | SMA 5/20 Cross ✓ | Weekly | 8.7% | 0.45 | -53.3% | 53.6% | 56 | -3.1% |
| 13 | T3 10/40 Cross ✓ | Weekly | 8.4% | 0.45 | -57.4% | 47.6% | 21 | -3.4% |
| 14 | Stochastic ✓ | Daily | 8.3% | 0.44 | -74.2% | 72.3% | 188 | -3.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Rio Tinto
0 of 691 tested setups beat buy-and-hold on Rio Tinto outright. Another 198 could get there with leverage they would survive — but 429 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| QQE | — | 1.41× | 2.4× |
| Chandelier Exit | — | 1.7× | 2.34× |
| Bandpass Oscillator | — | 1.74× | 3.37× |
| Zero-Lag LSMA | — | 1.76× | 2.65× |
| DEMA 20/50 Cross | — | 1.8× | 2.69× |
| Momentum (50) | — | 1.81× | 2.33× |
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 Rio Tinto, LSMA 10/30 Cross 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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