The best indicator for Walmart (WMT)
We backtested 366 indicators across daily, weekly and hourly charts on real Walmart (WMT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
McGinley 200 Trend
On the daily chart, this is the strongest risk-adjusted edge we found for Walmart (WMT) over ~53.8 years — beating buy-and-hold by 1.1% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Walmart (WMT) — trailing buy-and-hold by 8.5% 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 | McGinley 200 Trend ✓ | Daily | 19.9% | 0.8 | -50.6% | 6.7% | 15 | 1.1% |
| 2 | McGinley 100 Trend ✓ | Daily | 20.0% | 0.79 | -50.6% | 16.7% | 18 | 1.2% |
| 3 | Markov Regime ✓ | Daily | 19.2% | 0.79 | -50.6% | 52.8% | 72 | 0.4% |
| 4 | TRIX (21) ✓ | Weekly | 17.1% | 0.78 | -58.1% | 62.5% | 16 | -1.6% |
| 5 | VIDYA 200 Trend ✓ | Daily | 17.9% | 0.76 | -50.6% | 15.8% | 19 | -0.9% |
| 6 | Volume Flow Indicator ✓ | Weekly | 16.3% | 0.76 | -60.2% | 36.4% | 22 | -2.4% |
| 7 | EMA 20/50 Cross ✓ | Weekly | 16.0% | 0.74 | -64.8% | 55.0% | 20 | -2.7% |
| 8 | T3 15/60 Cross ✓ | Weekly | 14.7% | 0.74 | -49.1% | 60.0% | 20 | -4.0% |
| 9 | QQE ✓ | Weekly | 17.2% | 0.73 | -57.2% | 60.0% | 155 | -1.5% |
| 10 | TRIMA 200 Trend ✓ | Weekly | 15.7% | 0.73 | -59.8% | 38.5% | 26 | -3.0% |
| 11 | SMA 200 Trend ✓ | Weekly | 15.5% | 0.72 | -63.8% | 40.0% | 35 | -3.2% |
| 12 | EMA 20/80 Cross ✓ | Weekly | 15.9% | 0.72 | -68.8% | 45.0% | 20 | -2.8% |
| 13 | CCI (200) ✓ | Weekly | 15.6% | 0.72 | -61.0% | 46.9% | 32 | -3.1% |
| 14 | EMA 200 Trend ✓ | Weekly | 15.7% | 0.71 | -63.7% | 46.0% | 50 | -3.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Walmart (WMT), McGinley 200 Trend on the daily 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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