The best indicator for United Parcel Service (UPS)
We backtested 20 indicators across daily, weekly and hourly charts on real United Parcel Service (UPS) 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 United Parcel Service (UPS) over ~26.7 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 | Stochastic ✓ | Weekly | 7.3% | 0.57 | -36.3% | 71.0% | 31 | 2.7% |
| 2 | Williams %R ✓ | Weekly | 6.5% | 0.48 | -36.9% | 80.0% | 40 | 1.9% |
| 3 | Bollinger Mean-Reversion ✓ | Weekly | 3.8% | 0.37 | -31.2% | 90.0% | 20 | -0.8% |
| 4 | CCI ✓ | Weekly | 4.0% | 0.33 | -48.2% | 78.6% | 28 | -0.6% |
| 5 | Money Flow Index ✓ | Daily | 3.7% | 0.31 | -48.6% | 68.2% | 22 | -1.1% |
| 6 | RSI Mean-Reversion ✓ | Daily | 3.1% | 0.3 | -28.8% | 75.5% | 49 | -1.6% |
| 7 | Williams %R ✓ | Daily | 3.6% | 0.3 | -41.0% | 67.4% | 175 | -1.1% |
| 8 | CCI ✓ | Daily | 3.6% | 0.3 | -36.1% | 69.8% | 129 | -1.2% |
| 9 | WaveTrend (8/6/4) ✓ | Weekly | 2.9% | 0.26 | -45.3% | 77.3% | 22 | -1.6% |
| 10 | Bollinger Mean-Reversion ✓ | Daily | 2.2% | 0.22 | -34.9% | 63.8% | 116 | -2.5% |
| 11 | Stochastic ✓ | Daily | 1.4% | 0.17 | -51.5% | 64.6% | 127 | -3.3% |
| 12 | Holy Grail Confluence ✓ | Daily | 1.4% | 0.17 | -35.5% | 64.1% | 39 | -3.3% |
| 13 | WaveTrend (8/6/4) ✓ | Daily | 1.2% | 0.16 | -56.9% | 59.6% | 99 | -3.5% |
| 14 | SMA 50/200 Cross ✓ | Daily | 0.3% | 0.1 | -54.0% | 40.0% | 20 | -4.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For United Parcel Service (UPS), Stochastic on the weekly 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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