The best indicator for J.M. Smucker Company (The) (SJM)
We backtested 20 indicators across daily, weekly and hourly charts on real J.M. Smucker Company (The) (SJM) 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 J.M. Smucker Company (The) (SJM) over ~31.6 years — trailing buy-and-hold by 0.7% 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 | Bollinger Mean-Reversion ✓ | Daily | 6.7% | 0.55 | -26.8% | 75.5% | 143 | -0.7% |
| 2 | Bollinger Mean-Reversion ✓ | Weekly | 5.3% | 0.51 | -28.4% | 76.7% | 30 | -2.2% |
| 3 | WaveTrend (8/6/4) ✓ | Daily | 6.9% | 0.47 | -34.2% | 62.9% | 116 | -0.6% |
| 4 | Williams %R ✓ | Weekly | 5.5% | 0.44 | -30.3% | 60.5% | 43 | -1.9% |
| 5 | CCI ✓ | Weekly | 5.3% | 0.44 | -28.5% | 77.8% | 36 | -2.1% |
| 6 | Stochastic ✓ | Daily | 5.4% | 0.42 | -36.5% | 66.7% | 156 | -2.0% |
| 7 | CCI ✓ | Daily | 5.7% | 0.42 | -40.8% | 72.3% | 155 | -1.7% |
| 8 | Williams %R ✓ | Daily | 4.7% | 0.37 | -31.0% | 63.6% | 195 | -2.7% |
| 9 | WaveTrend (8/6/4) ✓ | Weekly | 4.5% | 0.37 | -36.8% | 77.8% | 27 | -3.0% |
| 10 | Stochastic ✓ | Weekly | 3.6% | 0.34 | -32.3% | 65.6% | 32 | -3.8% |
| 11 | Money Flow Index ✓ | Daily | 4.0% | 0.33 | -33.3% | 80.0% | 30 | -3.4% |
| 12 | RSI Mean-Reversion ✓ | Daily | 2.7% | 0.32 | -25.2% | 73.9% | 46 | -4.7% |
| 13 | Holy Grail Confluence ✓ | Daily | 3.0% | 0.29 | -43.9% | 63.0% | 46 | -4.4% |
| 14 | EMA 20/50 Cross | Weekly | 3.8% | 0.3 | -44.3% | 42.9% | 14 | -3.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For J.M. Smucker Company (The) (SJM), 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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