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The best indicator for Lockheed Martin (LMT)

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

Trend · Weekly

EMA 20/50 Cross

On the weekly chart, this is the strongest risk-adjusted edge we found for Lockheed Martin (LMT) over ~64.7 years — trailing buy-and-hold by 2.6% CAGR.

7.9%
CAGR
0.42
Sharpe
-60.8%
Max DD
44.8%
Win rate
7.79
Profit factor
-2.6%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
EMA 20/50 Cross
-2.6% · Sharpe 0.42
Daily
EMA 50/200 Cross
-4.3% · Sharpe 0.37
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1EMA 20/50 Cross Weekly7.9%0.42-60.8%44.8%29-2.6%
2EMA-10 Trend Weekly7.0%0.4-59.3%45.3%300-3.5%
3Donchian Breakout Weekly6.2%0.39-71.4%46.9%49-4.4%
4RSI Trend (>50) Weekly6.6%0.38-77.7%41.0%166-3.9%
5EMA 50/200 Cross Daily6.3%0.37-79.6%36.4%44-4.3%
6RSI Trend (>50) Daily6.2%0.37-71.1%35.2%897-4.4%
7Donchian Midline Weekly6.2%0.37-78.4%45.9%172-4.4%
8SMA 50/200 Cross Daily6.0%0.36-64.3%41.3%46-4.6%
9EMA 20/50 Cross Daily6.0%0.36-77.6%37.4%155-4.6%
10WaveTrend (8/6/4) Weekly5.8%0.36-88.9%81.6%49-4.8%
11Donchian Breakout Daily5.4%0.35-72.9%42.5%254-5.1%
12Stochastic Daily4.5%0.31-78.9%68.3%322-6.0%
13Money Flow Index Daily4.7%0.31-85.6%72.8%81-5.8%
14Donchian Midline Daily4.7%0.31-76.3%37.3%891-5.8%

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

What this means

For Lockheed Martin (LMT), 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.

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