The best indicator for Atlassian
We backtested 382 indicators across daily, weekly and hourly charts on real Atlassian history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Atlassian 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.
Delta Volume (CVD proxy)
On the weekly chart, this is the strongest risk-adjusted edge we found for Atlassian over ~10.9 years — beating buy-and-hold by 11.5% CAGR.
Atlassian 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 | Delta Volume (CVD proxy) ✓ | Weekly | 30.3% | 0.85 | -46.0% | 56.5% | 23 | 11.5% |
| 2 | Advance Trend Pressure ✓ | Weekly | 28.3% | 0.83 | -47.5% | 52.0% | 25 | 9.5% |
| 3 | Chaikin Oscillator ✓ | Weekly | 27.8% | 0.81 | -47.1% | 58.3% | 24 | 9.0% |
| 4 | A/D Oscillator ✓ | Weekly | 27.8% | 0.81 | -47.1% | 58.3% | 24 | 9.0% |
| 5 | Ehlers Stochastic ✓ | Daily | 26.6% | 0.8 | -51.3% | 47.6% | 63 | 4.7% |
| 6 | Momentum (50) ✓ | Daily | 25.7% | 0.8 | -43.0% | 40.3% | 77 | 3.9% |
| 7 | Chandelier Exit ✓ | Weekly | 26.6% | 0.8 | -56.9% | 60.0% | 15 | 7.8% |
| 8 | Twiggs Money Flow ✓ | Weekly | 28.5% | 0.8 | -50.8% | 52.2% | 23 | 9.7% |
| 9 | Trend Regularity Adaptive MA ✓ | Daily | 23.9% | 0.79 | -42.1% | 39.3% | 56 | 2.1% |
| 10 | Stochastic RSI ✓ | Weekly | 18.4% | 0.79 | -42.0% | 76.5% | 17 | -0.4% |
| 11 | KAMA 30 Trend ✓ | Weekly | 23.2% | 0.79 | -47.3% | 40.0% | 20 | 4.4% |
| 12 | Ichimoku (fast) ✓ | Weekly | 21.8% | 0.78 | -33.3% | 65.0% | 20 | 3.0% |
| 13 | EMA 13/48 Cross ✓ | Daily | 24.5% | 0.77 | -47.2% | 56.0% | 25 | 2.7% |
| 14 | Stochastic Fast (5,3) ✓ | Weekly | 24.2% | 0.77 | -50.4% | 53.5% | 71 | 5.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Atlassian lost money across the out-of-sample window in 430 of 430 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 Atlassian, Delta Volume (CVD proxy) 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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