The best indicator for Ralph Lauren Corporation (RL)
We backtested 20 indicators across daily, weekly and hourly charts on real Ralph Lauren Corporation (RL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Bollinger Mean-Reversion
On the daily chart, this is the strongest risk-adjusted edge we found for Ralph Lauren Corporation (RL) over ~28.9 years — trailing buy-and-hold by 0.9% 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 Mean-Reversion ✓ | Daily | 9.0% | 0.5 | -55.4% | 72.9% | 129 | -0.9% |
| 2 | Stochastic ✓ | Daily | 7.7% | 0.42 | -65.4% | 70.0% | 150 | -2.3% |
| 3 | Williams %R ✓ | Weekly | 7.5% | 0.42 | -44.4% | 82.1% | 39 | -2.3% |
| 4 | WaveTrend (8/6/4) ✓ | Daily | 7.7% | 0.4 | -57.2% | 69.8% | 116 | -2.3% |
| 5 | CCI ✓ | Daily | 6.8% | 0.38 | -58.8% | 74.7% | 150 | -3.1% |
| 6 | Stochastic ✓ | Weekly | 6.5% | 0.38 | -41.3% | 74.1% | 27 | -3.3% |
| 7 | EMA 50/200 Cross ✓ | Daily | 6.0% | 0.35 | -72.1% | 47.1% | 17 | -3.9% |
| 8 | Williams %R ✓ | Daily | 5.9% | 0.35 | -66.6% | 69.7% | 195 | -4.0% |
| 9 | Bollinger Mean-Reversion ✓ | Weekly | 5.3% | 0.35 | -45.6% | 76.2% | 21 | -4.5% |
| 10 | RSI Trend (>50) ✓ | Weekly | 5.3% | 0.34 | -55.4% | 43.7% | 71 | -4.4% |
| 11 | Heikin-Ashi Trend ✓ | Weekly | 5.7% | 0.34 | -65.2% | 49.8% | 271 | -4.1% |
| 12 | Donchian Midline ✓ | Weekly | 5.5% | 0.34 | -56.4% | 48.7% | 76 | -4.3% |
| 13 | CCI ✓ | Weekly | 4.7% | 0.32 | -40.9% | 67.9% | 28 | -5.1% |
| 14 | EMA 20/50 Cross ✓ | Weekly | 6.0% | 0.36 | -64.6% | 46.2% | 13 | -3.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Ralph Lauren Corporation (RL), Bollinger Mean-Reversion on the daily 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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