The best indicator for Ralph Lauren Corporation (RL)
We backtested 382 indicators across daily, weekly and hourly charts on real Ralph Lauren Corporation (RL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Connors RSI
On the daily chart, this is the strongest risk-adjusted edge we found for Ralph Lauren Corporation (RL) over ~28.9 years — beating buy-and-hold by 1.0% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Ralph Lauren Corporation (RL) — trailing buy-and-hold by 6.6% 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 | Connors RSI ✓ | Daily | 10.9% | 0.56 | -43.3% | 65.5% | 359 | 1.0% |
| 2 | DeMarker ✓ | Daily | 11.6% | 0.54 | -51.6% | 76.0% | 104 | 1.7% |
| 3 | SMC: Liquidity Sweep ✓ | Daily | 11.6% | 0.52 | -61.5% | 72.4% | 105 | 1.6% |
| 4 | Connors RSI-2 ✓ | Daily | 9.3% | 0.51 | -59.9% | 60.0% | 335 | -0.7% |
| 5 | MA Envelope ✓ | Daily | 10.5% | 0.51 | -52.8% | 68.9% | 238 | 0.6% |
| 6 | Bollinger Mean-Reversion ✓ | Daily | 9.0% | 0.5 | -55.4% | 72.9% | 129 | -0.9% |
| 7 | Fibonacci Bands ✓ | Daily | 9.0% | 0.5 | -55.4% | 72.9% | 129 | -0.9% |
| 8 | CCI (100) ✓ | Weekly | 9.7% | 0.5 | -49.8% | 47.1% | 17 | -0.1% |
| 9 | Chandelier Exit ✓ | Weekly | 10.4% | 0.48 | -65.3% | 42.0% | 50 | 0.6% |
| 10 | Murrey Math Lines ✓ | Daily | 9.2% | 0.47 | -54.2% | 75.9% | 83 | -0.7% |
| 11 | EMA 100 Trend ✓ | Weekly | 8.8% | 0.47 | -49.0% | 35.7% | 28 | -1.0% |
| 12 | WMA 100 Trend ✓ | Weekly | 8.8% | 0.47 | -50.5% | 41.2% | 34 | -1.0% |
| 13 | RSI (50) ✓ | Weekly | 8.7% | 0.47 | -49.0% | 36.0% | 25 | -1.1% |
| 14 | Disparity (100) ✓ | Weekly | 8.8% | 0.47 | -49.0% | 35.7% | 28 | -1.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Ralph Lauren Corporation (RL), Connors RSI 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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