The best indicator for BNY Mellon (BNY)
We backtested 20 indicators across daily, weekly and hourly charts on real BNY Mellon (BNY) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 20/50 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for BNY Mellon (BNY) over ~53.3 years — trailing buy-and-hold by 2.4% 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 | EMA 20/50 Cross ✓ | Weekly | 8.7% | 0.5 | -52.1% | 44.0% | 25 | -2.4% |
| 2 | EMA 50/200 Cross ✓ | Daily | 7.7% | 0.45 | -52.8% | 38.5% | 39 | -3.6% |
| 3 | Williams %R ✓ | Daily | 7.8% | 0.45 | -47.8% | 67.3% | 352 | -3.4% |
| 4 | Stochastic ✓ | Daily | 6.7% | 0.42 | -61.3% | 69.3% | 277 | -4.5% |
| 5 | WaveTrend (8/6/4) ✓ | Daily | 7.5% | 0.42 | -67.6% | 74.9% | 207 | -3.7% |
| 6 | Money Flow Index ✓ | Daily | 6.3% | 0.38 | -64.6% | 74.6% | 67 | -5.0% |
| 7 | SMA 50/200 Cross ✓ | Daily | 5.9% | 0.37 | -58.1% | 35.9% | 39 | -5.3% |
| 8 | Bollinger Mean-Reversion ✓ | Daily | 5.0% | 0.35 | -63.9% | 68.0% | 219 | -6.3% |
| 9 | RSI Trend (>50) ✓ | Weekly | 5.2% | 0.35 | -76.4% | 44.8% | 145 | -6.0% |
| 10 | Donchian Breakout ✓ | Weekly | 5.0% | 0.35 | -61.8% | 51.2% | 43 | -6.2% |
| 11 | Bollinger Mean-Reversion ✓ | Weekly | 4.0% | 0.33 | -59.1% | 71.8% | 39 | -7.2% |
| 12 | Bollinger Breakout ✓ | Weekly | 3.6% | 0.31 | -53.8% | 49.1% | 53 | -7.6% |
| 13 | CCI ✓ | Daily | 4.4% | 0.3 | -62.7% | 70.0% | 253 | -6.9% |
| 14 | EMA 20/50 Cross ✓ | Daily | 3.6% | 0.28 | -74.4% | 35.3% | 136 | -7.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For BNY Mellon (BNY), EMA 20/50 Cross 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 stock
Get the weekly edge report
The best-performing indicator per asset, what changed this week, and the honest caveats — straight to your inbox.