The best indicator for United Parcel Service (UPS)
We backtested 366 indicators across daily, weekly and hourly charts on real United Parcel Service (UPS) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Projection Bands
On the weekly chart, this is the strongest risk-adjusted edge we found for United Parcel Service (UPS) over ~26.7 years — beating buy-and-hold by 4.4% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for United Parcel Service (UPS) — beating buy-and-hold by 1.9% 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 | Projection Bands ✓ | Weekly | 9.0% | 0.7 | -20.3% | 70.6% | 51 | 4.4% |
| 2 | MA Envelope ✓ | Weekly | 7.9% | 0.58 | -29.1% | 70.0% | 60 | 3.3% |
| 3 | Keltner Mean-Reversion ✓ | Weekly | 5.5% | 0.57 | -15.4% | 100.0% | 18 | 0.9% |
| 4 | Stochastic Momentum Index ✓ | Weekly | 5.9% | 0.5 | -38.5% | 72.0% | 25 | 1.3% |
| 5 | Stochastic ✓ | Weekly | 6.7% | 0.49 | -43.8% | 82.8% | 29 | 2.1% |
| 6 | DeMarker ✓ | Daily | 6.7% | 0.48 | -34.0% | 73.3% | 90 | 2.0% |
| 7 | Murrey Math Lines ✓ | Daily | 6.6% | 0.48 | -29.7% | 73.7% | 76 | 1.9% |
| 8 | Williams %R ✓ | Weekly | 6.5% | 0.48 | -36.9% | 80.0% | 40 | 1.9% |
| 9 | Murrey Math Lines ✓ | Weekly | 6.0% | 0.48 | -42.3% | 90.5% | 21 | 1.4% |
| 10 | Connors RSI ✓ | Weekly | 5.6% | 0.46 | -28.0% | 72.6% | 62 | 1.0% |
| 11 | VWAP Bands ✓ | Weekly | 4.7% | 0.46 | -21.6% | 73.9% | 23 | 0.1% |
| 12 | Intraday Momentum Index ✓ | Weekly | 5.9% | 0.43 | -44.0% | 88.9% | 18 | 1.3% |
| 13 | Order-Flow Reversion ✓ | Weekly | 4.2% | 0.41 | -31.2% | 89.5% | 19 | -0.3% |
| 14 | TEMA 20/50 Cross ✓ | Daily | 5.3% | 0.4 | -38.9% | 50.0% | 140 | 0.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For United Parcel Service (UPS), Projection Bands 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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