The best indicator for CME Group (CME)
We backtested 382 indicators across daily, weekly and hourly charts on real CME Group (CME) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where CME Group (CME) 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.
KAMA 200 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for CME Group (CME) over ~23.6 years — trailing buy-and-hold by 0.7% CAGR.
CME Group (CME) 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 CME Group (CME) — trailing buy-and-hold by 8.8% 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 | KAMA 200 Trend ✓ | Weekly | 18.5% | 0.89 | -37.2% | 31.2% | 16 | -0.7% |
| 2 | G-Channel ✓ | Weekly | 17.4% | 0.84 | -51.2% | 40.9% | 22 | -1.8% |
| 3 | EMA 8/21 Cross ✓ | Weekly | 16.8% | 0.8 | -37.3% | 55.0% | 20 | -2.4% |
| 4 | RSI (50) ✓ | Weekly | 15.9% | 0.8 | -51.4% | 36.0% | 25 | -3.3% |
| 5 | VIDYA ✓ | Weekly | 16.5% | 0.79 | -56.7% | 42.9% | 35 | -2.7% |
| 6 | Relative Momentum Index ✓ | Weekly | 16.4% | 0.78 | -52.0% | 52.6% | 19 | -2.8% |
| 7 | RSI (25) ✓ | Weekly | 16.0% | 0.78 | -56.4% | 41.9% | 31 | -3.1% |
| 8 | RSI Trend (>50) ✓ | Weekly | 15.5% | 0.77 | -33.8% | 51.7% | 58 | -3.6% |
| 9 | Donchian Breakout ✓ | Weekly | 14.5% | 0.77 | -41.0% | 62.5% | 16 | -4.7% |
| 10 | MAMA / FAMA ✓ | Weekly | 16.0% | 0.77 | -39.9% | 55.0% | 20 | -3.1% |
| 11 | Disparity (50) ✓ | Weekly | 15.3% | 0.77 | -56.4% | 41.9% | 31 | -3.8% |
| 12 | SMC: Order Block ✓ | Weekly | 15.6% | 0.77 | -53.6% | 37.5% | 32 | -3.6% |
| 13 | VIDYA 100 Trend ✓ | Daily | 16.0% | 0.76 | -52.1% | 22.7% | 22 | -3.3% |
| 14 | SMA 5/20 Cross ✓ | Weekly | 15.6% | 0.76 | -56.4% | 60.0% | 30 | -3.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on CME Group (CME)
6 of 622 tested setups beat buy-and-hold on CME Group (CME) outright. Another 187 could get there with leverage they would survive — but 124 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| CCI | 1 | none needed | 4.48× |
| SMA 20/50 Cross | 1 | none needed | 3.6× |
| QQE MOD | 1 | none needed | 5.06× |
| Fibonacci Pivots | 1 | none needed | 5.04× |
| Demand Index | 1 | none needed | 3.1× |
| SMA 15/60 Cross | 1 | none needed | 3.51× |
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 CME Group (CME), KAMA 200 Trend on the weekly 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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