The best indicator for Union Pacific Corporation (UNP)
We backtested 20 indicators across daily, weekly and hourly charts on real Union Pacific Corporation (UNP) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
CCI
On the daily chart, this is the strongest risk-adjusted edge we found for Union Pacific Corporation (UNP) over ~46.4 years — trailing buy-and-hold by 4.2% 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 | CCI ✓ | Daily | 8.6% | 0.58 | -43.7% | 76.2% | 231 | -4.2% |
| 2 | EMA 50/200 Cross ✓ | Daily | 8.4% | 0.49 | -52.6% | 63.6% | 22 | -4.4% |
| 3 | SMA 50/200 Cross ✓ | Daily | 8.3% | 0.48 | -51.5% | 62.1% | 29 | -4.6% |
| 4 | Williams %R ✓ | Daily | 7.1% | 0.48 | -38.4% | 69.4% | 320 | -5.8% |
| 5 | Money Flow Index ✓ | Daily | 7.0% | 0.46 | -43.2% | 73.2% | 41 | -5.9% |
| 6 | RSI Trend (>50) ✓ | Weekly | 7.3% | 0.45 | -46.4% | 53.3% | 120 | -5.5% |
| 7 | Bollinger Mean-Reversion ✓ | Daily | 5.6% | 0.44 | -57.9% | 70.3% | 192 | -7.3% |
| 8 | WaveTrend (8/6/4) ✓ | Daily | 6.6% | 0.43 | -59.3% | 73.9% | 180 | -6.2% |
| 9 | EMA 20/50 Cross ✓ | Weekly | 6.8% | 0.41 | -48.8% | 63.2% | 19 | -6.0% |
| 10 | EMA 20/50 Cross ✓ | Daily | 5.9% | 0.39 | -51.6% | 43.0% | 114 | -7.0% |
| 11 | Stochastic ✓ | Daily | 5.5% | 0.39 | -39.1% | 69.5% | 236 | -7.3% |
| 12 | Stochastic ✓ | Weekly | 5.1% | 0.39 | -50.0% | 82.9% | 41 | -7.7% |
| 13 | Donchian Midline ✓ | Weekly | 5.7% | 0.38 | -51.8% | 48.3% | 147 | -7.1% |
| 14 | Holy Grail Confluence ✓ | Daily | 4.7% | 0.37 | -45.3% | 71.0% | 62 | -8.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Union Pacific Corporation (UNP), CCI 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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