The best indicator for NextEra Energy (NEE)
We backtested 382 indicators across daily, weekly and hourly charts on real NextEra Energy (NEE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Markov Regime
On the daily chart, this is the strongest risk-adjusted edge we found for NextEra Energy (NEE) over ~53.3 years — beating buy-and-hold by 0.1% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for NextEra Energy (NEE) — trailing buy-and-hold by 3.1% 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 | Markov Regime ✓ | Daily | 10.9% | 0.65 | -47.2% | 59.0% | 173 | 0.1% |
| 2 | Fisher Transform ✓ | Daily | 8.6% | 0.63 | -38.5% | 45.2% | 1273 | -2.3% |
| 3 | Parabolic SAR (fast) ✓ | Daily | 8.5% | 0.62 | -42.9% | 45.8% | 941 | -2.4% |
| 4 | TRIMA 200 Trend ✓ | Weekly | 9.0% | 0.6 | -42.4% | 57.7% | 26 | -1.8% |
| 5 | T3 10/40 Cross ✓ | Weekly | 8.3% | 0.6 | -35.2% | 53.3% | 30 | -2.5% |
| 6 | T3 15/60 Cross ✓ | Weekly | 8.4% | 0.6 | -38.1% | 75.0% | 16 | -2.3% |
| 7 | Chande Kroll Stop ✓ | Daily | 9.9% | 0.59 | -37.2% | 41.4% | 724 | -1.0% |
| 8 | TEMA 10/30 Cross ✓ | Daily | 8.0% | 0.59 | -44.0% | 47.2% | 530 | -2.9% |
| 9 | McGinley 200 Trend ✓ | Daily | 10.5% | 0.59 | -55.4% | 44.0% | 25 | -0.4% |
| 10 | QQE ✓ | Weekly | 10.6% | 0.59 | -46.8% | 58.6% | 152 | -0.2% |
| 11 | TRIX (15) ✓ | Weekly | 8.8% | 0.59 | -46.9% | 53.8% | 26 | -2.0% |
| 12 | TRIX (21) ✓ | Weekly | 9.1% | 0.59 | -38.5% | 52.6% | 19 | -1.7% |
| 13 | VIDYA 200 Trend ✓ | Daily | 9.7% | 0.58 | -61.2% | 40.7% | 27 | -1.1% |
| 14 | Markov Regime ✓ | Weekly | 10.0% | 0.58 | -55.3% | 33.3% | 30 | -0.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For NextEra Energy (NEE), Markov Regime 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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