The best indicator for Sugar (SB)
We backtested 20 indicators across daily, weekly and hourly charts on real Sugar (SB) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Money Flow Index
On the daily chart, this is the strongest risk-adjusted edge we found for Sugar (SB) over ~26.1 years — beating buy-and-hold by 2.7% 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 | Daily | 6.9% | 0.41 | -52.9% | 36.5% | 52 | 3.0% |
| 2 | Money Flow Index ✓ | Daily | 6.7% | 0.41 | -45.0% | 73.3% | 30 | 2.7% |
| 3 | Bollinger Mean-Reversion ✓ | Weekly | 4.8% | 0.37 | -29.1% | 80.8% | 26 | 0.8% |
| 4 | Donchian Breakout | Weekly | 4.1% | 0.32 | -42.6% | 41.2% | 17 | 0.1% |
| 5 | Rate of Change | Weekly | 4.4% | 0.31 | -57.2% | 37.8% | 82 | 0.4% |
| 6 | Bollinger Breakout | Weekly | 3.5% | 0.29 | -59.6% | 45.0% | 20 | -0.5% |
| 7 | ADX / DMI | Daily | 3.6% | 0.28 | -50.0% | 43.1% | 174 | -0.4% |
| 8 | RSI Trend (>50) ✓ | Weekly | 3.8% | 0.28 | -58.2% | 32.4% | 68 | -0.2% |
| 9 | MACD | Weekly | 3.7% | 0.27 | -66.3% | 33.3% | 51 | -0.3% |
| 10 | ADX / DMI | Weekly | 3.1% | 0.25 | -57.9% | 33.3% | 36 | -0.9% |
| 11 | Stochastic ✓ | Daily | 2.6% | 0.23 | -63.2% | 65.9% | 138 | -1.4% |
| 12 | EMA-10 Trend ✓ | Daily | 1.9% | 0.2 | -67.0% | 39.1% | 591 | -2.1% |
| 13 | EMA-10 Trend | Weekly | 2.0% | 0.2 | -59.4% | 41.9% | 129 | -2.0% |
| 14 | Donchian Midline | Weekly | 2.1% | 0.2 | -53.8% | 36.6% | 71 | -1.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Sugar (SB), Money Flow Index on the daily 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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