The best indicator for Lululemon Athletica (LULU)
We backtested 20 indicators across daily, weekly and hourly charts on real Lululemon Athletica (LULU) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Rate of Change
On the weekly chart, this is the strongest risk-adjusted edge we found for Lululemon Athletica (LULU) over ~18.9 years — beating buy-and-hold by 5.0% 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 | Rate of Change ✓ | Weekly | 16.7% | 0.64 | -52.3% | 46.9% | 49 | 5.0% |
| 2 | Bollinger Breakout | Weekly | 13.3% | 0.62 | -37.8% | 68.8% | 16 | 1.5% |
| 3 | ADX / DMI | Weekly | 14.5% | 0.59 | -49.6% | 53.1% | 32 | 2.8% |
| 4 | Donchian Midline | Weekly | 14.3% | 0.57 | -59.7% | 42.9% | 42 | 2.6% |
| 5 | EMA-10 Trend | Weekly | 11.8% | 0.5 | -56.7% | 48.0% | 75 | 0.1% |
| 6 | ADX / DMI | Daily | 10.2% | 0.49 | -52.9% | 39.5% | 119 | -1.6% |
| 7 | EMA 50/200 Cross | Daily | 13.2% | 0.55 | -66.6% | 30.8% | 13 | 1.4% |
| 8 | Heikin-Ashi Trend | Weekly | 11.0% | 0.47 | -75.7% | 51.8% | 166 | -0.7% |
| 9 | Donchian Breakout ✓ | Weekly | 15.5% | 0.64 | -38.6% | 72.7% | 11 | 3.8% |
| 10 | Donchian Breakout | Daily | 9.0% | 0.45 | -67.1% | 42.3% | 78 | -2.8% |
| 11 | RSI Trend (>50) | Weekly | 10.0% | 0.45 | -52.3% | 46.0% | 50 | -1.7% |
| 12 | EMA-10 Trend | Daily | 9.5% | 0.44 | -69.3% | 37.9% | 406 | -2.2% |
| 13 | Donchian Midline | Daily | 9.4% | 0.44 | -63.0% | 35.6% | 253 | -2.4% |
| 14 | MACD ✓ | Weekly | 9.5% | 0.43 | -72.3% | 46.2% | 39 | -2.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Lululemon Athletica (LULU), Rate of Change on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — 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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