The best indicator for Russell 1000 Value (IWD)
We backtested 382 indicators across daily, weekly and hourly charts on real Russell 1000 Value (IWD) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Russell 1000 Value (IWD) 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.
EMA 8/21 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for Russell 1000 Value (IWD) over ~26.1 years — trailing buy-and-hold by 1.0% CAGR.
Russell 1000 Value (IWD) 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 Russell 1000 Value (IWD) — trailing buy-and-hold by 7.0% 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 | EMA 8/21 Cross ✓ | Weekly | 7.0% | 0.66 | -25.9% | 56.0% | 25 | -1.0% |
| 2 | MAMA / FAMA ✓ | Weekly | 7.3% | 0.66 | -20.8% | 54.5% | 22 | -0.8% |
| 3 | T3 8/21 Cross ✓ | Weekly | 6.4% | 0.63 | -26.2% | 60.9% | 23 | -1.6% |
| 4 | CCI (30) ✓ | Weekly | 6.5% | 0.63 | -21.0% | 47.9% | 48 | -1.5% |
| 5 | Ichimoku TK Cross ✓ | Weekly | 6.7% | 0.62 | -36.0% | 53.6% | 28 | -1.3% |
| 6 | Relative Volatility Index ✓ | Weekly | 7.2% | 0.62 | -20.6% | 53.7% | 54 | -0.9% |
| 7 | WMA 20/80 Cross ✓ | Daily | 6.4% | 0.61 | -19.2% | 52.5% | 61 | -1.7% |
| 8 | Linear Regression Slope ✓ | Weekly | 6.3% | 0.61 | -26.1% | 61.5% | 26 | -1.7% |
| 9 | Guppy Multiple MA ✓ | Weekly | 6.6% | 0.61 | -26.7% | 56.2% | 16 | -1.5% |
| 10 | Correlation Trend ✓ | Weekly | 6.3% | 0.61 | -26.1% | 61.5% | 26 | -1.7% |
| 11 | EMA 9/26 Cross ✓ | Weekly | 6.5% | 0.61 | -26.1% | 50.0% | 20 | -1.6% |
| 12 | EMA Cascade Rider ✓ | Weekly | 6.1% | 0.61 | -21.5% | 52.6% | 19 | -2.0% |
| 13 | Ichimoku Cloud ✓ | Weekly | 6.3% | 0.6 | -23.9% | 44.0% | 25 | -1.8% |
| 14 | Coppock Curve ✓ | Weekly | 6.4% | 0.6 | -29.9% | 59.3% | 27 | -1.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Russell 1000 Value (IWD)
2 of 652 tested setups beat buy-and-hold on Russell 1000 Value (IWD) outright. Another 465 could get there with leverage they would survive — but 116 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| QQE | 1 | 1.22× | 3.11× |
| Relative Volatility Index | 1 | none needed | 4.32× |
| Sine-Weighted MA | — | 1.74× | 6.35× |
| Donchian Midline | — | 1.37× | 4.98× |
| Heikin-Ashi + EMA | — | 1.43× | 5.87× |
| McGinley 30 Trend | — | 1.46× | 5.6× |
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 Russell 1000 Value (IWD), EMA 8/21 Cross 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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