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The best indicator for Xylem Inc. (XYL)

We backtested 20 indicators across daily, weekly and hourly charts on real Xylem Inc. (XYL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Trend · Daily

Donchian Breakout

On the daily chart, this is the strongest risk-adjusted edge we found for Xylem Inc. (XYL) over ~14.6 years — trailing buy-and-hold by 5.4% CAGR.

7.0%
CAGR
0.51
Sharpe
-30.2%
Max DD
47.5%
Win rate
1.66
Profit factor
-5.4%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
Donchian Breakout
-5.4% · Sharpe 0.51
Weekly
MACD
-4.6% · Sharpe 0.5
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Donchian Breakout Daily7.0%0.51-30.2%47.5%59-5.4%
2MACD Weekly7.4%0.5-32.1%53.6%28-4.6%
3StochasticDaily6.3%0.48-33.4%69.6%69-6.1%
4ADX / DMI Daily5.5%0.44-26.1%43.3%90-6.9%
5Bollinger Mean-Reversion Weekly5.5%0.47-38.8%71.4%14-6.5%
6Money Flow IndexDaily7.0%0.54-40.9%91.7%12-5.4%
7EMA 20/50 Cross Daily6.1%0.42-35.2%36.4%33-6.4%
8WaveTrend (8/6/4) Daily6.4%0.42-37.3%66.0%53-6.0%
9Williams %RDaily5.6%0.41-34.2%75.8%91-6.8%
10StochasticWeekly4.8%0.4-38.8%81.2%16-7.2%
11Heikin-Ashi TrendWeekly5.6%0.39-35.4%56.6%143-6.4%
12RSI Trend (>50) Daily5.4%0.38-31.2%45.1%182-7.0%
13EMA-10 Trend Weekly5.6%0.38-29.6%50.0%60-6.4%
14ADX / DMI Weekly4.4%0.36-23.4%52.2%23-7.6%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Xylem Inc. (XYL), Donchian Breakout 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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