The best indicator for High Yield (HYG)
We backtested 382 indicators across daily, weekly and hourly charts on real High Yield (HYG) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where High Yield (HYG) 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 MA 100 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for High Yield (HYG) over ~19.6 years — trailing buy-and-hold by 1.3% CAGR.
High Yield (HYG) 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 High Yield (HYG) — trailing buy-and-hold by 0.1% 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 MA 100 Trend ✓ | Weekly | 3.5% | 0.89 | -5.5% | 67.6% | 34 | -1.3% |
| 2 | DEMA 20/50 Cross ✓ | Weekly | 4.2% | 0.9 | -7.0% | 69.2% | 13 | -0.5% |
| 3 | ALMA 100 Trend ✓ | Weekly | 3.9% | 0.76 | -7.8% | 44.0% | 25 | -0.9% |
| 4 | Trend Regularity Adaptive MA ✓ | Weekly | 3.6% | 0.75 | -9.5% | 47.1% | 34 | -1.1% |
| 5 | TRIMA 200 Trend ✓ | Daily | 3.6% | 0.74 | -9.4% | 41.7% | 36 | -1.2% |
| 6 | Smoothed MA (Wilder) ✓ | Weekly | 4.1% | 0.74 | -10.0% | 48.4% | 31 | -0.6% |
| 7 | WMA 10/40 Cross ✓ | Weekly | 4.1% | 0.74 | -12.3% | 73.3% | 15 | -0.6% |
| 8 | RSI (50) ✓ | Daily | 4.3% | 0.73 | -14.0% | 45.8% | 83 | -0.5% |
| 9 | Ulcer Index ✓ | Weekly | 3.0% | 0.73 | -4.8% | 63.6% | 22 | -1.8% |
| 10 | EMA 200 Trend ✓ | Daily | 4.1% | 0.72 | -10.4% | 37.3% | 59 | -0.7% |
| 11 | ROC (14) ✓ | Daily | 4.5% | 0.72 | -13.5% | 41.7% | 228 | -0.3% |
| 12 | CCI (200) ✓ | Daily | 4.0% | 0.72 | -11.7% | 38.6% | 57 | -0.8% |
| 13 | CMO (14) ✓ | Daily | 4.5% | 0.72 | -13.5% | 41.7% | 228 | -0.3% |
| 14 | Disparity (100) ✓ | Daily | 4.2% | 0.72 | -14.0% | 44.6% | 83 | -0.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on High Yield (HYG)
2 of 569 tested setups beat buy-and-hold on High Yield (HYG) outright. Another 241 could get there with leverage they would survive — but 59 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Trend Regularity Adaptive MA | 1 | 4.78× | 9.25× |
| TRIMA 200 Trend | 1 | none needed | 17.24× |
| Net Volume | — | 2.03× | 15.77× |
| Liquidity Flow Oscillator | — | 2.03× | 15.77× |
| Connors RSI | — | 2.13× | 11.93× |
| Connors RSI-2 | — | 2.31× | 13.57× |
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 High Yield (HYG), Hull MA 100 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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