The best indicator for Live Cattle (LE)
We backtested 382 indicators across daily, weekly and hourly charts on real Live Cattle (LE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
SMA 20/50 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Live Cattle (LE) over ~25.1 years — beating buy-and-hold by 2.4% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Live Cattle (LE) — beating buy-and-hold by 0.4% 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 | SMA 20/50 Cross ✓ | Daily | 7.0% | 0.6 | -26.9% | 61.4% | 57 | 2.4% |
| 2 | T3 15/60 Cross ✓ | Daily | 6.9% | 0.6 | -28.7% | 68.3% | 41 | 2.3% |
| 3 | Vortex (7) ✓ | Weekly | 6.7% | 0.56 | -22.1% | 61.0% | 77 | 2.1% |
| 4 | TRIX (21) ✓ | Daily | 6.2% | 0.54 | -25.5% | 58.5% | 41 | 1.6% |
| 5 | Accelerator Oscillator ✓ | Weekly | 6.0% | 0.54 | -37.3% | 54.1% | 74 | 1.4% |
| 6 | SMA 15/60 Cross ✓ | Daily | 5.8% | 0.51 | -24.1% | 56.0% | 50 | 1.2% |
| 7 | Premier Stochastic ✓ | Weekly | 5.9% | 0.51 | -21.4% | 51.3% | 39 | 1.3% |
| 8 | ALMA 10/30 Cross ✓ | Weekly | 6.0% | 0.51 | -23.5% | 58.5% | 41 | 1.4% |
| 9 | Ehlers Relative Vigor ✓ | Weekly | 5.7% | 0.5 | -23.5% | 59.0% | 117 | 1.1% |
| 10 | LSMA 10/30 Cross ✓ | Weekly | 5.5% | 0.49 | -39.2% | 59.6% | 52 | 0.9% |
| 11 | Zero-Lag MACD ✓ | Daily | 5.4% | 0.48 | -33.5% | 52.5% | 520 | 0.8% |
| 12 | SMA 20/80 Cross ✓ | Daily | 5.5% | 0.48 | -20.0% | 58.5% | 41 | 0.9% |
| 13 | WMA 20/80 Cross ✓ | Daily | 5.5% | 0.48 | -24.1% | 52.8% | 53 | 0.8% |
| 14 | Ehlers Reflex ✓ | Weekly | 5.2% | 0.48 | -35.0% | 60.0% | 45 | 0.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Live Cattle (LE), SMA 20/50 Cross 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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