The best indicator for Cboe Global Markets (CBOE)
We backtested 382 indicators across daily, weekly and hourly charts on real Cboe Global Markets (CBOE) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Cboe Global Markets (CBOE) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
QQE
On the weekly chart, this is the strongest risk-adjusted edge we found for Cboe Global Markets (CBOE) over ~16.4 years — beating buy-and-hold by 0.1% CAGR.
Cboe Global Markets (CBOE) on the weekly chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Cboe Global Markets (CBOE) — trailing buy-and-hold by 9.4% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
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 | QQE ✓ | Weekly | 16.0% | 0.81 | -36.2% | 46.5% | 43 | 0.1% |
| 2 | FRAMA 100 Trend ✓ | Weekly | 12.4% | 0.81 | -31.8% | 56.1% | 66 | -3.5% |
| 3 | Instantaneous Trendline ✓ | Weekly | 13.6% | 0.78 | -32.1% | 48.1% | 27 | -2.3% |
| 4 | McGinley 10/30 Cross ✓ | Daily | 13.9% | 0.76 | -37.1% | 57.7% | 26 | -1.7% |
| 5 | Trendlines with Breaks ✓ | Daily | 13.1% | 0.76 | -30.4% | 57.1% | 35 | -2.5% |
| 6 | Random Walk Index ✓ | Weekly | 12.9% | 0.76 | -34.6% | 54.5% | 33 | -3.0% |
| 7 | Random Walk Index ✓ | Weekly | 12.9% | 0.76 | -34.6% | 54.5% | 33 | -3.0% |
| 8 | QQE ✓ | Daily | 16.0% | 0.75 | -44.5% | 48.5% | 239 | 0.4% |
| 9 | Vortex ✓ | Weekly | 12.9% | 0.75 | -34.6% | 54.5% | 33 | -3.0% |
| 10 | Ulcer Index ✓ | Weekly | 9.5% | 0.75 | -22.5% | 58.6% | 29 | -6.4% |
| 11 | Intraday Momentum Index ✓ | Daily | 10.4% | 0.74 | -26.3% | 80.0% | 45 | -5.3% |
| 12 | Supertrend (14,4) ✓ | Daily | 12.5% | 0.74 | -31.3% | 62.5% | 24 | -3.2% |
| 13 | Price Volume Trend ✓ | Weekly | 12.3% | 0.74 | -25.0% | 55.3% | 38 | -3.6% |
| 14 | Chande Kroll Stop ✓ | Weekly | 14.6% | 0.74 | -42.3% | 52.9% | 34 | -1.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Cboe Global Markets (CBOE)
1 of 554 tested setups beat buy-and-hold on Cboe Global Markets (CBOE) outright. Another 192 could get there with leverage they would survive — but 161 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Demand Index | 1 | 1.43× | 10.67× |
| QQE | — | 1.3× | 4.38× |
| Camarilla Pivots | — | 1.62× | 5.62× |
| Zero-Lag MACD | — | 1.66× | 5.22× |
| Fibonacci Pivots | — | 1.69× | 5.52× |
| Sine-Weighted MA | — | 1.7× | 3.47× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Cboe Global Markets (CBOE), QQE 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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