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The best indicator for Archer Daniels Midland (ADM)

We backtested 20 indicators across daily, weekly and hourly charts on real Archer Daniels Midland (ADM) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Momentum · Weekly

MACD

On the weekly chart, this is the strongest risk-adjusted edge we found for Archer Daniels Midland (ADM) over ~46.4 years — trailing buy-and-hold by 2.8% CAGR.

7.4%
CAGR
0.46
Sharpe
-42.0%
Max DD
46.7%
Win rate
2.25
Profit factor
-2.8%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
MACD
-2.8% · Sharpe 0.46
Daily
EMA 20/50 Cross
-4.0% · Sharpe 0.38
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1MACD Weekly7.4%0.46-42.0%46.7%90-2.8%
2Holy Grail Confluence Weekly5.3%0.45-52.8%92.9%14-4.9%
3EMA 20/50 Cross Daily6.2%0.38-50.4%40.2%107-4.0%
4EMA 50/200 Cross Daily5.8%0.37-52.1%39.4%33-4.5%
5WaveTrend (8/6/4) Weekly5.4%0.37-54.8%73.0%37-4.7%
6Rate of Change Weekly5.0%0.34-59.9%50.4%139-5.1%
7Stochastic Daily4.6%0.33-56.6%66.8%226-5.7%
8EMA 20/50 Cross Weekly4.9%0.33-67.4%46.2%26-5.3%
9Donchian Midline Weekly4.7%0.33-55.7%45.0%129-5.4%
10SMA 50/200 Cross Daily4.6%0.31-51.8%44.7%38-5.7%
11Williams %R Weekly4.0%0.31-37.9%66.7%57-6.1%
12CCI Weekly3.6%0.29-44.8%76.2%42-6.5%
13RSI Trend (>50) Weekly3.7%0.28-60.9%46.1%141-6.4%
14Donchian Breakout Weekly3.3%0.27-42.7%48.8%41-6.8%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Archer Daniels Midland (ADM), MACD 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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