The best indicator for J.M. Smucker Company (The) (SJM)
We backtested 382 indicators across daily, weekly and hourly charts on real J.M. Smucker Company (The) (SJM) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
VWAP Bands
On the daily chart, this is the strongest risk-adjusted edge we found for J.M. Smucker Company (The) (SJM) over ~31.6 years — trailing buy-and-hold by 0.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for J.M. Smucker Company (The) (SJM) — trailing buy-and-hold by 3.6% 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 | VWAP Bands ✓ | Daily | 7.2% | 0.63 | -23.9% | 68.6% | 140 | -0.2% |
| 2 | Murrey Math Lines ✓ | Daily | 7.8% | 0.58 | -37.7% | 75.6% | 86 | 0.4% |
| 3 | MA Envelope ✓ | Daily | 7.4% | 0.57 | -30.0% | 69.2% | 169 | -0.0% |
| 4 | Stochastic RSI ✓ | Daily | 7.4% | 0.56 | -29.8% | 60.3% | 242 | 0.0% |
| 5 | Bollinger Mean-Reversion ✓ | Daily | 6.7% | 0.55 | -26.8% | 75.5% | 143 | -0.7% |
| 6 | Fibonacci Bands ✓ | Daily | 6.7% | 0.55 | -26.8% | 75.5% | 143 | -0.7% |
| 7 | Nadaraya-Watson Envelope ✓ | Daily | 3.8% | 0.54 | -15.4% | 72.4% | 58 | -3.6% |
| 8 | Projection Bands ✓ | Daily | 7.1% | 0.53 | -30.3% | 61.2% | 278 | -0.3% |
| 9 | Bollinger Mean-Reversion ✓ | Weekly | 5.3% | 0.51 | -28.4% | 76.7% | 30 | -2.2% |
| 10 | Fibonacci Bands ✓ | Weekly | 5.3% | 0.51 | -28.4% | 76.7% | 30 | -2.2% |
| 11 | MA Envelope ✓ | Weekly | 6.7% | 0.5 | -33.6% | 67.2% | 67 | -0.8% |
| 12 | Murrey Math Lines ✓ | Weekly | 5.6% | 0.5 | -29.7% | 84.2% | 19 | -1.8% |
| 13 | Demand Index ✓ | Weekly | 7.1% | 0.5 | -29.7% | 70.0% | 70 | -0.4% |
| 14 | Order-Flow Reversion ✓ | Daily | 5.5% | 0.5 | -26.8% | 77.0% | 122 | -1.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For J.M. Smucker Company (The) (SJM), VWAP Bands 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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