The best indicator for China Large-Cap (FXI)
We backtested 382 indicators across daily, weekly and hourly charts on real China Large-Cap (FXI) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where China Large-Cap (FXI) 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.
Hull Suite
On the weekly chart, this is the strongest risk-adjusted edge we found for China Large-Cap (FXI) over ~21.8 years — beating buy-and-hold by 3.3% CAGR.
China Large-Cap (FXI) 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 China Large-Cap (FXI) — trailing buy-and-hold by 2.8% 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 | Hull Suite ✓ | Weekly | 8.7% | 0.54 | -31.6% | 52.9% | 17 | 3.3% |
| 2 | Schaff Trend Cycle ✓ | Weekly | 4.6% | 0.51 | -26.5% | 51.7% | 29 | -0.7% |
| 3 | DeMarker (21) ✓ | Weekly | 7.6% | 0.49 | -31.4% | 48.5% | 33 | 2.3% |
| 4 | TRIX (9) ✓ | Weekly | 7.6% | 0.49 | -42.3% | 52.9% | 17 | 2.3% |
| 5 | WMA 10/30 Cross ✓ | Weekly | 7.5% | 0.48 | -36.4% | 54.2% | 24 | 2.2% |
| 6 | TRIMA 30 Trend ✓ | Weekly | 7.0% | 0.48 | -32.8% | 51.5% | 33 | 1.7% |
| 7 | Coral Trend ✓ | Weekly | 7.0% | 0.46 | -34.4% | 60.0% | 25 | 1.7% |
| 8 | Ehlers Roofing Filter ✓ | Weekly | 7.0% | 0.45 | -42.2% | 63.2% | 19 | 1.6% |
| 9 | Even Better Sinewave ✓ | Weekly | 6.9% | 0.45 | -38.7% | 57.1% | 21 | 1.6% |
| 10 | CMO (21) ✓ | Weekly | 7.0% | 0.45 | -39.8% | 43.2% | 44 | 1.6% |
| 11 | WMA 10/40 Cross ✓ | Weekly | 6.8% | 0.45 | -44.0% | 50.0% | 16 | 1.5% |
| 12 | Predictive Ranges ✓ | Weekly | 7.6% | 0.45 | -50.0% | 41.9% | 43 | 2.3% |
| 13 | T3 20/80 Cross ✓ | Daily | 7.0% | 0.44 | -49.7% | 57.1% | 28 | 1.6% |
| 14 | SMA 5/20 Cross ✓ | Weekly | 6.5% | 0.44 | -35.7% | 63.3% | 30 | 1.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on China Large-Cap (FXI) lost money across the out-of-sample window in 630 of 630 tests, so there is no positive benchmark to lever toward — clearing a negative bar is a much weaker claim than beating a real one, and we keep the two apart rather than counting it as a win. How we compute that
For China Large-Cap (FXI), Hull Suite 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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