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The best indicator for UBS

We backtested 382 indicators across daily, weekly and hourly charts on real UBS history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Oscillator · Weekly

Center of Gravity

On the weekly chart, this is the strongest risk-adjusted edge we found for UBS over ~26.2 years — beating buy-and-hold by 6.1% CAGR.

10.8%
CAGR
0.59
Sharpe
-45.1%
Max DD
50.3%
Win rate
1.4
Profit factor
+6.1%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Center of Gravity
+6.1% · Sharpe 0.59
Daily
Price Momentum Oscillator
+3.3% · Sharpe 0.43
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Center of Gravity Weekly10.8%0.59-45.1%50.3%1536.1%
2Detrended Price Osc. Weekly9.2%0.47-47.4%53.5%1424.5%
3Bollinger 10 (x1.5) Break Weekly4.1%0.46-17.1%48.3%89-0.7%
4Price Momentum Oscillator Daily8.0%0.43-67.8%46.4%1793.3%
5Zero-Lag MACD Weekly7.8%0.43-54.5%52.7%1103.0%
6Hull Suite Daily7.3%0.42-61.5%37.8%1432.6%
7Trade Volume Index Daily7.5%0.42-68.9%42.4%992.8%
8Chande Forecast Osc. Weekly6.8%0.41-56.8%47.7%1512.1%
9Bollinger 30 (x2.0) Break Weekly2.3%0.41-11.0%52.8%36-2.5%
10TEMA 20/50 Cross Daily7.0%0.4-70.2%49.3%1362.3%
11Guppy Multiple MA Weekly6.1%0.4-50.0%53.3%151.4%
12Stoch RSI (fast) Weekly6.6%0.4-68.4%49.0%1431.9%
13Price Volume Trend Daily6.9%0.39-69.7%38.2%2752.2%
14Projection Bands Weekly6.6%0.39-55.0%67.3%521.9%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For UBS, Center of Gravity 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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