The best indicator for MSCI Inc. (MSCI)
We backtested 366 indicators across daily, weekly and hourly charts on real MSCI Inc. (MSCI) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
QQE
On the weekly chart, this is the strongest risk-adjusted edge we found for MSCI Inc. (MSCI) over ~18.6 years — trailing buy-and-hold by 1.5% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for MSCI Inc. (MSCI) — trailing buy-and-hold by 14.8% 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 | QQE ✓ | Weekly | 18.1% | 0.78 | -49.9% | 56.0% | 50 | -1.5% |
| 2 | ZLEMA 200 Trend ✓ | Weekly | 12.5% | 0.78 | -34.0% | 57.9% | 19 | -7.1% |
| 3 | Intraday Momentum Index ✓ | Daily | 13.3% | 0.72 | -51.9% | 80.0% | 60 | -6.1% |
| 4 | Ehlers Roofing Filter ✓ | Daily | 14.8% | 0.71 | -37.3% | 56.5% | 85 | -4.7% |
| 5 | ROC (30) ✓ | Weekly | 13.8% | 0.7 | -38.8% | 46.9% | 32 | -5.8% |
| 6 | CMO (30) ✓ | Weekly | 13.8% | 0.7 | -38.8% | 46.9% | 32 | -5.8% |
| 7 | Momentum (30) ✓ | Weekly | 13.8% | 0.7 | -38.8% | 46.9% | 32 | -5.8% |
| 8 | T3 8/21 Cross ✓ | Daily | 13.1% | 0.68 | -40.8% | 48.4% | 95 | -6.3% |
| 9 | Relative Volatility Index | Weekly | 13.5% | 0.68 | -48.7% | 44.2% | 52 | -6.1% |
| 10 | Negative Volume Index ✓ | Daily | 21.2% | 0.78 | -43.7% | 46.2% | 13 | 1.7% |
| 11 | CCI ✓ | Weekly | 10.2% | 0.67 | -36.7% | 85.0% | 20 | -9.5% |
| 12 | ROC (60) ✓ | Weekly | 13.4% | 0.67 | -46.0% | 50.0% | 24 | -6.2% |
| 13 | Markov Regime ✓ | Daily | 16.0% | 0.67 | -43.7% | 45.9% | 109 | -3.5% |
| 14 | Demand Index ✓ | Weekly | 13.4% | 0.66 | -59.5% | 83.7% | 49 | -6.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For MSCI Inc. (MSCI), QQE 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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