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The best indicator for Neo

We backtested 382 indicators across daily, weekly and hourly charts on real Neo history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Volume · Weekly

Delta Volume Rising (CVD proxy)

On the weekly chart, this is the strongest risk-adjusted edge we found for Neo over ~8.7 years — beating buy-and-hold by 50.1% CAGR.

23.8%
CAGR
0.62
Sharpe
-85.3%
Max DD
31.7%
Win rate
1.03
Profit factor
+50.1%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Delta Volume Rising (CVD proxy)
+50.1% · Sharpe 0.62
Daily
Bollinger Squeeze
+38.0% · Sharpe 0.58
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Elder Ray (Bull/Bear Power)Daily25.2%0.66-79.0%35.8%19045.4%
2Supertrend (7,2)Daily21.6%0.62-77.9%42.6%6141.8%
3Delta Volume Rising (CVD proxy) Weekly23.8%0.62-85.3%31.7%4150.1%
4RSI Trend (>50)Daily20.7%0.6-80.2%35.7%15440.9%
5KAMA 30 TrendDaily20.2%0.6-82.2%37.2%11340.4%
6LSMA 30 TrendDaily20.4%0.6-78.8%42.7%21140.6%
7Fractal Adaptive MA Weekly22.7%0.6-62.2%39.5%4349.0%
8Regularized EMADaily19.4%0.59-89.0%38.2%19939.6%
9Bollinger Squeeze Daily17.8%0.58-68.1%51.4%3738.0%
10EMA 30 TrendDaily19.1%0.58-81.8%35.8%15139.3%
11ADX / DMIDaily18.1%0.57-79.9%44.9%6938.3%
12VWAP TrendDaily18.0%0.57-81.5%40.9%17638.2%
13Zero-Lag LSMA Weekly19.5%0.57-79.7%45.0%2045.9%
14FRAMA 100 Trend Weekly20.8%0.57-79.0%32.3%3147.2%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Neo, Delta Volume Rising (CVD proxy) on the weekly 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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