The best indicator for Consumer Staples (XLP)
We backtested 366 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.
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