The best indicator for Morgan Stanley (MS)
We backtested 20 indicators across daily, weekly and hourly charts on real Morgan Stanley (MS) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 20/50 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for Morgan Stanley (MS) over ~33.4 years — trailing buy-and-hold by 3.1% 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 | EMA 20/50 Cross ✓ | Weekly | 9.8% | 0.48 | -54.6% | 41.2% | 17 | -3.1% |
| 2 | EMA 50/200 Cross ✓ | Daily | 8.4% | 0.44 | -65.5% | 35.7% | 28 | -4.8% |
| 3 | SMA 50/200 Cross ✓ | Daily | 7.2% | 0.4 | -65.1% | 48.0% | 25 | -6.1% |
| 4 | EMA 20/50 Cross ✓ | Daily | 7.6% | 0.4 | -72.6% | 44.2% | 77 | -5.6% |
| 5 | RSI Trend (>50) ✓ | Weekly | 6.4% | 0.37 | -85.3% | 42.2% | 90 | -6.5% |
| 6 | Donchian Breakout ✓ | Weekly | 5.6% | 0.35 | -60.9% | 58.6% | 29 | -7.4% |
| 7 | Donchian Midline ✓ | Weekly | 6.1% | 0.35 | -85.3% | 48.9% | 90 | -6.8% |
| 8 | Williams %R ✓ | Daily | 6.2% | 0.34 | -71.6% | 69.4% | 219 | -7.0% |
| 9 | Bollinger Breakout ✓ | Weekly | 4.8% | 0.34 | -35.8% | 54.5% | 33 | -8.2% |
| 10 | RSI Trend (>50) ✓ | Daily | 5.3% | 0.33 | -73.7% | 38.0% | 455 | -7.9% |
| 11 | Heikin-Ashi Trend ✓ | Daily | 5.1% | 0.32 | -82.8% | 44.5% | 1666 | -8.1% |
| 12 | Stochastic ✓ | Weekly | 5.6% | 0.32 | -78.5% | 69.0% | 29 | -7.3% |
| 13 | Williams %R ✓ | Weekly | 5.6% | 0.32 | -82.4% | 72.1% | 43 | -7.3% |
| 14 | MACD ✓ | Weekly | 4.8% | 0.31 | -79.6% | 40.3% | 72 | -8.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Morgan Stanley (MS), 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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