The first joint refinement of a local wave-function model from diffraction and Compton scattering data is reported. The proposed method suits particularly well the case of insulators. Crystalline magnesium oxide, for which both accurate directional Compton profiles and low-order structure factors are available, is chosen as a test case. In particular, it is shown that Compton scattering provides a wealth of additional information to the structure factors in the case of a chemical bond investigation. © 2001 The American Physical Society.