The best indicator for Unilever
We backtested 382 indicators across daily, weekly and hourly charts on real Unilever history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
QQE
On the weekly chart, this is the strongest risk-adjusted edge we found for Unilever over ~46.4 years — beating buy-and-hold by 0.2% 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 | QQE ✓ | Weekly | 12.1% | 0.64 | -49.3% | 49.3% | 138 | 0.2% |
| 2 | Demand Index ✓ | Weekly | 9.3% | 0.64 | -45.8% | 74.4% | 129 | -2.6% |
| 3 | Projection Bands ✓ | Weekly | 7.6% | 0.62 | -34.6% | 72.2% | 90 | -4.3% |
| 4 | Demand Index ✓ | Daily | 9.3% | 0.6 | -44.1% | 64.1% | 541 | -2.5% |
| 5 | CCI ✓ | Daily | 7.8% | 0.57 | -43.9% | 71.0% | 245 | -4.1% |
| 6 | Pivot Points (Standard) ✓ | Weekly | 7.2% | 0.57 | -25.4% | 58.4% | 351 | -4.7% |
| 7 | Fibonacci Pivots ✓ | Weekly | 7.3% | 0.57 | -25.4% | 56.8% | 377 | -4.6% |
| 8 | MA Envelope ✓ | Daily | 7.3% | 0.56 | -38.5% | 72.3% | 235 | -4.5% |
| 9 | VIDYA 200 Trend ✓ | Daily | 10.8% | 0.56 | -57.2% | 55.0% | 20 | -1.0% |
| 10 | SMC: Liquidity Sweep ✓ | Daily | 7.8% | 0.56 | -45.3% | 74.6% | 126 | -4.0% |
| 11 | WaveTrend (8/6/4) ✓ | Daily | 8.1% | 0.55 | -37.0% | 75.1% | 177 | -3.7% |
| 12 | SMC: Equal Highs / Lows ✓ | Daily | 9.5% | 0.55 | -52.2% | 40.7% | 27 | -2.3% |
| 13 | MA Envelope ✓ | Weekly | 6.8% | 0.55 | -41.6% | 72.2% | 97 | -5.1% |
| 14 | Connors RSI ✓ | Weekly | 6.4% | 0.53 | -24.8% | 69.5% | 105 | -5.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Unilever, QQE 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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