The best indicator for Consumer Staples (XLP)
We backtested 382 indicators across daily, weekly and hourly charts on real Consumer Staples (XLP) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
SMA 200 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for Consumer Staples (XLP) over ~27.6 years — trailing buy-and-hold by 0.7% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Consumer Staples (XLP) — trailing buy-and-hold by 5.2% 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 | SMA 200 Trend ✓ | Weekly | 5.9% | 0.57 | -22.3% | 58.8% | 17 | -0.7% |
| 2 | Camarilla Pivots ✓ | Weekly | 4.9% | 0.56 | -15.6% | 56.1% | 280 | -1.7% |
| 3 | Holy Grail Confluence ✓ | Daily | 4.8% | 0.55 | -22.6% | 82.9% | 41 | -1.9% |
| 4 | Stochastic RSI ✓ | Weekly | 3.5% | 0.55 | -18.6% | 70.5% | 44 | -3.1% |
| 5 | SMC: Liquidity Sweep ✓ | Weekly | 4.2% | 0.55 | -24.2% | 94.1% | 17 | -2.4% |
| 6 | Markov Regime ✓ | Weekly | 6.1% | 0.54 | -31.3% | 43.8% | 16 | -0.5% |
| 7 | McGinley 30 Trend ✓ | Weekly | 5.6% | 0.53 | -29.0% | 50.0% | 26 | -1.0% |
| 8 | ALMA 200 Trend ✓ | Weekly | 5.0% | 0.52 | -20.7% | 50.0% | 16 | -1.6% |
| 9 | QQE ✓ | Weekly | 5.6% | 0.51 | -39.1% | 51.2% | 80 | -1.0% |
| 10 | McGinley 100 Trend ✓ | Weekly | 5.7% | 0.51 | -30.0% | 29.4% | 17 | -1.0% |
| 11 | McGinley 200 Trend ✓ | Weekly | 5.6% | 0.51 | -35.5% | 46.7% | 15 | -1.0% |
| 12 | Demand Index ✓ | Weekly | 5.0% | 0.5 | -28.2% | 68.3% | 82 | -1.7% |
| 13 | Connors RSI-2 ✓ | Weekly | 3.7% | 0.49 | -26.7% | 72.4% | 58 | -2.9% |
| 14 | T3 100 Trend ✓ | Weekly | 4.3% | 0.49 | -22.3% | 60.0% | 15 | -2.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Consumer Staples (XLP), SMA 200 Trend on the weekly timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
More etf
Get alerted when Consumer Staples’s signal flips
We track Consumer Staples daily. Its backtested best indicator, SMA 200 Trend (Weekly), is long right now — we'll email you the moment that changes. Free, no spam, unsubscribe any time.