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The best indicator for Cigna (CI)

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

Trend · Weekly

Donchian Midline

On the weekly chart, this is the strongest risk-adjusted edge we found for Cigna (CI) over ~44.3 years — trailing buy-and-hold by 1.4% CAGR.

10.2%
CAGR
0.56
Sharpe
-48.4%
Max DD
43.4%
Win rate
2.29
Profit factor
-1.4%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Donchian Midline
-1.4% · Sharpe 0.56
Daily
RSI Trend (>50)
-2.7% · Sharpe 0.52
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Donchian Midline Weekly10.2%0.56-48.4%43.4%106-1.4%
2RSI Trend (>50) Daily9.1%0.52-52.2%41.6%567-2.7%
3Donchian Midline Daily8.2%0.48-62.0%42.3%577-3.6%
4MACD Weekly8.2%0.48-57.4%53.3%92-3.5%
5EMA-10 Trend Weekly8.3%0.48-47.8%50.3%187-3.3%
6EMA 50/200 Cross Daily8.2%0.46-52.6%50.0%28-3.6%
7EMA 20/50 Cross Daily7.7%0.46-63.7%44.0%100-4.1%
8EMA 20/50 Cross Weekly8.1%0.46-52.7%55.0%20-3.6%
9SMA 50/200 Cross Daily8.0%0.45-52.8%53.1%32-3.8%
10Rate of Change Weekly7.7%0.45-62.8%50.0%140-3.9%
11RSI Trend (>50) Weekly6.9%0.43-46.4%47.1%119-4.7%
12Bollinger Breakout Weekly5.7%0.42-34.3%60.5%43-5.9%
13EMA-10 TrendDaily6.0%0.38-61.7%42.7%982-5.8%
14Donchian Breakout Weekly5.2%0.37-45.5%51.2%43-6.4%

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

What this means

For Cigna (CI), Donchian Midline 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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