The best indicator for Citigroup (C)
We backtested 20 indicators across daily, weekly and hourly charts on real Citigroup (C) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 50/200 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Citigroup (C) over ~49.4 years — trailing buy-and-hold by 0.5% 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 50/200 Cross ✓ | Daily | 5.7% | 0.36 | -70.3% | 35.5% | 31 | -0.5% |
| 2 | EMA 20/50 Cross ✓ | Weekly | 5.8% | 0.36 | -60.7% | 47.6% | 21 | -0.4% |
| 3 | ADX / DMI ✓ | Weekly | 5.1% | 0.36 | -49.5% | 45.5% | 66 | -1.2% |
| 4 | Donchian Breakout ✓ | Weekly | 5.2% | 0.35 | -57.9% | 47.5% | 40 | -1.1% |
| 5 | RSI Trend (>50) ✓ | Weekly | 4.9% | 0.33 | -64.0% | 43.2% | 146 | -1.3% |
| 6 | RSI Trend (>50) ✓ | Daily | 4.8% | 0.32 | -64.7% | 37.8% | 682 | -1.4% |
| 7 | Donchian Midline ✓ | Daily | 4.9% | 0.32 | -75.4% | 40.4% | 666 | -1.4% |
| 8 | Bollinger Breakout ✓ | Weekly | 4.1% | 0.32 | -45.0% | 52.0% | 50 | -2.1% |
| 9 | Rate of Change ✓ | Daily | 4.6% | 0.31 | -81.6% | 43.8% | 786 | -1.7% |
| 10 | EMA-10 Trend ✓ | Daily | 4.8% | 0.31 | -81.9% | 40.5% | 1137 | -1.5% |
| 11 | Rate of Change ✓ | Weekly | 4.5% | 0.31 | -81.8% | 45.2% | 166 | -1.7% |
| 12 | EMA 20/50 Cross ✓ | Daily | 4.3% | 0.3 | -77.6% | 40.2% | 107 | -1.9% |
| 13 | MACD ✓ | Weekly | 4.4% | 0.29 | -63.5% | 51.0% | 98 | -1.9% |
| 14 | SMA 50/200 Cross ✓ | Daily | 4.0% | 0.28 | -78.5% | 32.4% | 34 | -2.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Citigroup (C), EMA 50/200 Cross 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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