The best indicator for Philip Morris International (PM)
We backtested 20 indicators across daily, weekly and hourly charts on real Philip Morris International (PM) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Stochastic
On the weekly chart, this is the strongest risk-adjusted edge we found for Philip Morris International (PM) over ~18.3 years — trailing buy-and-hold by 1.3% 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 | Stochastic ✓ | Weekly | 11.0% | 1.18 | -10.0% | 76.2% | 21 | -1.3% |
| 2 | Williams %R ✓ | Weekly | 9.5% | 0.79 | -24.0% | 75.9% | 29 | -2.8% |
| 3 | Bollinger Mean-Reversion ✓ | Weekly | 8.6% | 0.73 | -24.4% | 89.5% | 19 | -3.7% |
| 4 | RSI Mean-Reversion ✓ | Daily | 6.0% | 0.68 | -19.6% | 89.7% | 29 | -6.4% |
| 5 | Bollinger Breakout ✓ | Daily | 6.5% | 0.63 | -18.0% | 45.5% | 77 | -5.8% |
| 6 | CCI ✓ | Weekly | 6.6% | 0.56 | -26.0% | 75.0% | 20 | -5.7% |
| 7 | Money Flow Index ✓ | Daily | 6.0% | 0.51 | -33.9% | 76.5% | 17 | -6.4% |
| 8 | ADX / DMI ✓ | Weekly | 5.7% | 0.51 | -23.7% | 50.0% | 30 | -6.7% |
| 9 | EMA-10 Trend ✓ | Daily | 6.7% | 0.5 | -32.5% | 42.5% | 400 | -5.7% |
| 10 | Donchian Breakout ✓ | Daily | 5.6% | 0.48 | -27.1% | 42.9% | 77 | -6.8% |
| 11 | WaveTrend (8/6/4) ✓ | Weekly | 5.3% | 0.44 | -30.1% | 80.0% | 15 | -7.0% |
| 12 | ADX / DMI ✓ | Daily | 4.5% | 0.43 | -27.3% | 49.2% | 126 | -7.9% |
| 13 | MACD ✓ | Daily | 5.2% | 0.41 | -28.6% | 45.2% | 186 | -7.2% |
| 14 | WaveTrend (8/6/4) ✓ | Daily | 5.5% | 0.39 | -44.0% | 69.4% | 72 | -6.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Philip Morris International (PM), Stochastic 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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