The best indicator for Royal Bank Canada
We backtested 382 indicators across daily, weekly and hourly charts on real Royal Bank Canada history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
LSMA 100 Trend
On the daily chart, this is the strongest risk-adjusted edge we found for Royal Bank Canada over ~30.6 years — trailing buy-and-hold by 3.7% CAGR.
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 100 Trend ✓ | Daily | 13.0% | 1.02 | -30.8% | 53.7% | 216 | -3.7% |
| 2 | RSI (25) ✓ | Daily | 15.4% | 1.0 | -34.5% | 38.2% | 246 | -1.2% |
| 3 | Ulcer Index ✓ | Daily | 12.3% | 0.99 | -24.6% | 45.8% | 190 | -4.3% |
| 4 | Disparity (50) ✓ | Daily | 15.3% | 0.99 | -34.5% | 37.9% | 240 | -1.3% |
| 5 | RSI (30) ✓ | Daily | 14.7% | 0.95 | -30.0% | 39.0% | 213 | -1.9% |
| 6 | Volume-Weighted EMA ✓ | Weekly | 15.2% | 0.95 | -26.9% | 46.2% | 78 | -1.4% |
| 7 | ZLEMA 100 Trend ✓ | Daily | 12.4% | 0.94 | -29.8% | 43.8% | 260 | -4.2% |
| 8 | EMA 30 Trend ✓ | Weekly | 15.3% | 0.94 | -30.3% | 42.1% | 57 | -1.4% |
| 9 | Disparity (20) ✓ | Weekly | 14.6% | 0.93 | -28.8% | 47.4% | 78 | -2.0% |
| 10 | RSI Trend (>50) ✓ | Weekly | 14.5% | 0.92 | -24.4% | 46.3% | 67 | -2.1% |
| 11 | Bollinger %B ✓ | Weekly | 14.4% | 0.92 | -24.5% | 46.4% | 69 | -2.3% |
| 12 | Trend Magic ✓ | Weekly | 14.3% | 0.92 | -29.0% | 50.0% | 76 | -2.3% |
| 13 | Smoothed MA (Wilder) ✓ | Daily | 13.9% | 0.91 | -36.1% | 41.7% | 302 | -2.7% |
| 14 | EMA-10 Trend ✓ | Weekly | 14.3% | 0.91 | -24.8% | 50.4% | 119 | -2.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Royal Bank Canada, LSMA 100 Trend on the daily timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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