The best indicator for Apple (AAPL)
We backtested 20 indicators across daily, weekly and hourly charts on real Apple (AAPL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Donchian Breakout
On the daily chart, this is the strongest risk-adjusted edge we found for Apple (AAPL) over ~45.5 years — beating buy-and-hold by 0.3% CAGR.
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 | Donchian Breakout ✓ | Daily | 19.7% | 0.82 | -38.7% | 52.9% | 170 | 0.3% |
| 2 | Rate of Change ✓ | Weekly | 22.3% | 0.81 | -69.4% | 47.2% | 123 | 3.0% |
| 3 | EMA-10 Trend ✓ | Weekly | 19.1% | 0.73 | -59.5% | 51.8% | 197 | -0.2% |
| 4 | RSI Trend (>50) ✓ | Daily | 18.5% | 0.72 | -71.4% | 38.2% | 574 | -0.9% |
| 5 | Donchian Midline ✓ | Daily | 18.5% | 0.72 | -70.0% | 42.5% | 586 | -0.9% |
| 6 | Bollinger Breakout ✓ | Daily | 14.5% | 0.71 | -61.1% | 47.1% | 204 | -4.9% |
| 7 | RSI Trend (>50) ✓ | Weekly | 18.6% | 0.71 | -80.3% | 46.7% | 107 | -0.7% |
| 8 | ADX / DMI ✓ | Daily | 14.7% | 0.69 | -67.5% | 45.7% | 293 | -4.6% |
| 9 | MACD ✓ | Weekly | 16.7% | 0.67 | -71.1% | 52.8% | 89 | -2.5% |
| 10 | Donchian Midline ✓ | Weekly | 16.6% | 0.65 | -73.0% | 47.3% | 110 | -2.7% |
| 11 | Rate of Change ✓ | Daily | 15.7% | 0.64 | -67.4% | 43.4% | 664 | -3.7% |
| 12 | Donchian Breakout ✓ | Weekly | 14.1% | 0.63 | -83.2% | 60.0% | 35 | -5.2% |
| 13 | Bollinger Breakout ✓ | Weekly | 13.0% | 0.62 | -81.0% | 59.1% | 44 | -6.3% |
| 14 | ADX / DMI ✓ | Weekly | 13.9% | 0.62 | -77.9% | 47.1% | 68 | -5.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Apple (AAPL), Donchian Breakout 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.
More stock
Get the weekly edge report
The best-performing indicator per asset, what changed this week, and the honest caveats — straight to your inbox.