The best indicator for China Internet
We backtested 382 indicators across daily, weekly and hourly charts on real China Internet history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Median MA
On the daily chart, this is the strongest risk-adjusted edge we found for China Internet over ~12.9 years — beating buy-and-hold by 9.3% CAGR.
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 | Median MA ✓ | Daily | 10.4% | 0.61 | -35.4% | 46.8% | 173 | 9.3% |
| 2 | Ehlers Roofing Filter ✓ | Daily | 12.2% | 0.59 | -49.1% | 55.6% | 54 | 11.1% |
| 3 | Triangular MA ✓ | Daily | 11.8% | 0.58 | -48.6% | 32.7% | 156 | 10.6% |
| 4 | Geometric MA ✓ | Daily | 10.6% | 0.57 | -46.6% | 41.7% | 144 | 9.5% |
| 5 | Relative Volume Spike ✓ | Daily | 9.0% | 0.56 | -21.1% | 47.5% | 80 | 7.8% |
| 6 | T3 30 Trend ✓ | Daily | 8.7% | 0.53 | -33.0% | 51.6% | 64 | 7.5% |
| 7 | VWMA vs Price ✓ | Daily | 10.2% | 0.52 | -52.0% | 36.6% | 164 | 9.1% |
| 8 | Sine-Weighted MA ✓ | Daily | 10.3% | 0.52 | -53.6% | 32.1% | 156 | 9.2% |
| 9 | Deviation-Scaled MA ✓ | Weekly | 10.1% | 0.52 | -42.6% | 50.8% | 61 | 9.0% |
| 10 | VWAP Trend ✓ | Daily | 9.7% | 0.5 | -51.8% | 36.6% | 161 | 8.6% |
| 11 | Even Better Sinewave ✓ | Daily | 9.7% | 0.5 | -45.7% | 42.9% | 63 | 8.6% |
| 12 | Regularized EMA ✓ | Daily | 9.6% | 0.5 | -53.4% | 39.4% | 198 | 8.4% |
| 13 | Stoch RSI (fast) ✓ | Weekly | 9.9% | 0.5 | -50.7% | 44.3% | 61 | 8.8% |
| 14 | Bollinger Breakout | Daily | 7.6% | 0.49 | -31.1% | 54.0% | 50 | 6.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For China Internet, Median MA on the daily 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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