The best indicator for Invesco (IVZ)
We backtested 20 indicators across daily, weekly and hourly charts on real Invesco (IVZ) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Bollinger Breakout
On the weekly chart, this is the strongest risk-adjusted edge we found for Invesco (IVZ) over ~30.9 years — trailing buy-and-hold by 0.6% 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 | Bollinger Breakout ✓ | Weekly | 7.1% | 0.46 | -53.2% | 48.0% | 25 | -0.6% |
| 2 | EMA 20/50 Cross ✓ | Daily | 8.6% | 0.44 | -61.4% | 35.3% | 68 | 0.8% |
| 3 | ADX / DMI ✓ | Daily | 6.7% | 0.41 | -44.9% | 45.7% | 186 | -1.1% |
| 4 | RSI Trend (>50) ✓ | Daily | 6.8% | 0.37 | -77.8% | 39.5% | 395 | -1.0% |
| 5 | EMA-10 Trend ✓ | Weekly | 6.5% | 0.37 | -56.6% | 47.0% | 151 | -1.2% |
| 6 | Donchian Breakout ✓ | Weekly | 5.1% | 0.34 | -52.2% | 34.6% | 26 | -2.6% |
| 7 | Heikin-Ashi Trend ✓ | Weekly | 5.7% | 0.34 | -66.2% | 51.4% | 282 | -2.0% |
| 8 | Donchian Midline ✓ | Weekly | 5.6% | 0.34 | -72.8% | 48.8% | 82 | -2.1% |
| 9 | Rate of Change ✓ | Weekly | 5.4% | 0.33 | -70.0% | 44.9% | 89 | -2.3% |
| 10 | EMA 50/200 Cross ✓ | Daily | 4.9% | 0.32 | -68.9% | 40.9% | 22 | -2.8% |
| 11 | SMA 50/200 Cross ✓ | Daily | 5.1% | 0.32 | -57.8% | 52.2% | 23 | -2.7% |
| 12 | MACD ✓ | Weekly | 5.1% | 0.32 | -81.5% | 44.1% | 68 | -2.6% |
| 13 | MACD ✓ | Daily | 4.5% | 0.3 | -63.4% | 42.3% | 305 | -3.2% |
| 14 | WaveTrend (8/6/4) ✓ | Weekly | 4.7% | 0.3 | -69.2% | 66.7% | 24 | -3.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Invesco (IVZ), Bollinger Breakout 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.