The best indicator for Regional Banks (KRE)
We backtested 366 indicators across daily, weekly and hourly charts on real Regional Banks (KRE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Gator Oscillator
On the weekly chart, this is the strongest risk-adjusted edge we found for Regional Banks (KRE) over ~20.0 years — trailing buy-and-hold by 0.5% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Regional Banks (KRE) — trailing buy-and-hold by 2.5% 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 | Gator Oscillator ✓ | Weekly | 4.0% | 0.48 | -23.7% | 49.3% | 73 | -0.5% |
| 2 | Zero-Lag MACD ✓ | Weekly | 7.5% | 0.44 | -42.7% | 53.6% | 84 | 3.0% |
| 3 | CCI ✓ | Weekly | 6.7% | 0.42 | -60.1% | 82.6% | 23 | 2.3% |
| 4 | T3 10/40 Cross ✓ | Daily | 6.9% | 0.41 | -36.6% | 55.0% | 60 | 2.5% |
| 5 | Connors RSI ✓ | Daily | 6.1% | 0.38 | -58.7% | 63.5% | 233 | 1.7% |
| 6 | MA Envelope ✓ | Weekly | 6.5% | 0.38 | -50.2% | 62.0% | 50 | 2.0% |
| 7 | Williams %R ✓ | Weekly | 5.5% | 0.37 | -60.3% | 90.3% | 31 | 1.0% |
| 8 | QQE ✓ | Weekly | 6.4% | 0.36 | -59.4% | 44.6% | 56 | 1.9% |
| 9 | Demand Index ✓ | Weekly | 5.9% | 0.36 | -49.0% | 64.5% | 62 | 1.4% |
| 10 | Order-Flow Reversion ✓ | Weekly | 4.8% | 0.36 | -37.3% | 70.6% | 17 | 0.4% |
| 11 | Demand Index ✓ | Daily | 5.7% | 0.35 | -53.2% | 66.8% | 238 | 1.3% |
| 12 | Bollinger Mean-Reversion ✓ | Weekly | 4.7% | 0.35 | -37.3% | 77.8% | 18 | 0.2% |
| 13 | WaveTrend (8/6/4) ✓ | Weekly | 5.6% | 0.35 | -56.5% | 70.6% | 17 | 1.1% |
| 14 | Fibonacci Bands ✓ | Weekly | 4.7% | 0.35 | -37.3% | 77.8% | 18 | 0.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Regional Banks (KRE), Gator Oscillator 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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