The best indicator for Xylem Inc. (XYL)
We backtested 366 indicators across daily, weekly and hourly charts on real Xylem Inc. (XYL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
LSMA 200 Trend
On the daily chart, this is the strongest risk-adjusted edge we found for Xylem Inc. (XYL) over ~14.6 years — trailing buy-and-hold by 3.5% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Xylem Inc. (XYL) — trailing buy-and-hold by 11.4% 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 | LSMA 200 Trend ✓ | Daily | 8.9% | 0.66 | -23.8% | 40.8% | 76 | -3.5% |
| 2 | TEMA 200 Trend ✓ | Daily | 7.6% | 0.61 | -21.6% | 42.9% | 70 | -4.8% |
| 3 | Positive Volume Index ✓ | Daily | 8.1% | 0.6 | -26.3% | 38.5% | 39 | -4.3% |
| 4 | Hammer ✓ | Weekly | 4.6% | 0.6 | -17.5% | 82.4% | 17 | -7.4% |
| 5 | QQE MOD ✓ | Weekly | 7.0% | 0.59 | -23.1% | 53.8% | 26 | -4.9% |
| 6 | HalfTrend ✓ | Daily | 9.2% | 0.58 | -38.0% | 46.5% | 99 | -3.2% |
| 7 | Bollinger Squeeze ✓ | Daily | 6.0% | 0.56 | -21.3% | 52.6% | 57 | -6.4% |
| 8 | Ease of Movement ✓ | Weekly | 8.7% | 0.56 | -21.0% | 57.1% | 28 | -3.3% |
| 9 | Ehlers Reflex ✓ | Weekly | 8.7% | 0.56 | -32.1% | 59.1% | 22 | -3.2% |
| 10 | FRAMA 200 Trend ✓ | Weekly | 7.7% | 0.56 | -27.3% | 66.0% | 47 | -4.3% |
| 11 | Vertical Horizontal Filter ✓ | Weekly | 5.8% | 0.55 | -18.3% | 53.3% | 15 | -6.2% |
| 12 | SMC: Break of Structure ✓ | Daily | 8.6% | 0.55 | -30.7% | 47.5% | 40 | -3.8% |
| 13 | Chandelier Exit ✓ | Daily | 9.3% | 0.54 | -40.9% | 40.9% | 132 | -3.1% |
| 14 | RSI (25) ✓ | Daily | 8.4% | 0.54 | -31.1% | 38.5% | 122 | -4.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Xylem Inc. (XYL), LSMA 200 Trend on the daily 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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