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The best indicator for Capital One (COF)

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

Oscillator · Daily

WaveTrend (8/6/4)

On the daily chart, this is the strongest risk-adjusted edge we found for Capital One (COF) over ~31.5 years — trailing buy-and-hold by 1.4% CAGR.

11.8%
CAGR
0.5
Sharpe
-70.2%
Max DD
74.0%
Win rate
2.33
Profit factor
-1.4%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
WaveTrend (8/6/4)
-1.4% · Sharpe 0.5
Weekly
WaveTrend (8/6/4)
-2.4% · Sharpe 0.45
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1WaveTrend (8/6/4) Daily11.8%0.5-70.2%74.0%127-1.4%
2Holy Grail Confluence Daily9.2%0.45-64.6%77.8%54-3.9%
3WaveTrend (8/6/4) Weekly10.6%0.45-83.6%82.1%28-2.4%
4CCI Weekly9.8%0.44-79.3%74.4%39-3.1%
5Stochastic Daily8.8%0.43-69.5%70.9%165-4.4%
6MACD Weekly9.3%0.43-60.9%46.2%65-3.7%
7Williams %R Weekly9.0%0.41-82.9%67.4%46-3.9%
8Money Flow Index Daily7.9%0.4-75.4%79.3%29-5.2%
9Stochastic Weekly8.8%0.4-80.5%70.6%34-4.2%
10CCI Daily7.4%0.39-69.9%72.9%155-5.7%
11EMA 50/200 Cross Daily6.5%0.36-81.0%47.6%21-6.6%
12EMA 20/50 Cross Daily6.0%0.35-69.1%36.0%75-7.2%
13Williams %R Daily5.5%0.33-85.3%71.6%215-7.7%
14Heikin-Ashi Trend Daily4.9%0.31-92.7%44.9%1554-8.2%

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

What this means

For Capital One (COF), WaveTrend (8/6/4) 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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