The best indicator for Bilibili
We backtested 382 indicators across daily, weekly and hourly charts on real Bilibili history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Trend Regularity Adaptive MA
On the daily chart, this is the strongest risk-adjusted edge we found for Bilibili over ~8.2 years — beating buy-and-hold by 21.8% 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 | Trend Regularity Adaptive MA ✓ | Daily | 26.3% | 0.74 | -49.0% | 42.5% | 40 | 21.8% |
| 2 | Linear Regression Slope ✓ | Daily | 27.8% | 0.73 | -63.4% | 44.4% | 45 | 23.3% |
| 3 | Bollinger Squeeze ✓ | Daily | 21.1% | 0.73 | -49.3% | 52.2% | 23 | 16.6% |
| 4 | Correlation Trend ✓ | Daily | 27.8% | 0.73 | -63.4% | 44.4% | 45 | 23.3% |
| 5 | Morning Star ✓ | Daily | 22.8% | 0.73 | -61.6% | 59.2% | 76 | 18.3% |
| 6 | KAMA 10/30 Cross ✓ | Daily | 25.7% | 0.72 | -60.8% | 50.0% | 24 | 21.2% |
| 7 | Aroon ✓ | Daily | 26.7% | 0.7 | -67.4% | 37.1% | 70 | 22.2% |
| 8 | Aroon Oscillator ✓ | Daily | 26.7% | 0.7 | -67.4% | 37.1% | 70 | 22.2% |
| 9 | Median MA ✓ | Daily | 23.0% | 0.69 | -52.0% | 40.5% | 116 | 18.5% |
| 10 | Coppock Curve ✓ | Daily | 23.8% | 0.67 | -66.4% | 47.8% | 46 | 19.3% |
| 11 | Hull Suite ✓ | Daily | 23.7% | 0.67 | -68.3% | 43.6% | 39 | 19.2% |
| 12 | HMA 9/21 Cross ✓ | Weekly | 26.2% | 0.67 | -75.0% | 48.0% | 25 | 21.4% |
| 13 | Bullish Engulfing ✓ | Weekly | 22.0% | 0.66 | -35.5% | 52.6% | 19 | 17.3% |
| 14 | CMO (21) ✓ | Weekly | 25.4% | 0.7 | -56.2% | 35.7% | 14 | 20.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Bilibili, Trend Regularity Adaptive MA on the daily 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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