The best indicator for NEXO (NEXO)
We backtested 382 indicators across daily, weekly and hourly charts on real NEXO (NEXO) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Center of Gravity
On the weekly chart, this is the strongest risk-adjusted edge we found for NEXO (NEXO) over ~8.1 years — beating buy-and-hold by 58.6% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for NEXO (NEXO) — beating buy-and-hold by 20.4% 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 | Fisher Center-of-Gravity | Weekly | 54.3% | 1.13 | -33.7% | 58.3% | 36 | 38.9% |
| 2 | Center of Gravity ✓ | Weekly | 74.1% | 1.12 | -56.6% | 46.7% | 45 | 58.6% |
| 3 | Fisher Transform | Weekly | 73.0% | 1.07 | -52.8% | 55.9% | 34 | 57.6% |
| 4 | Parabolic SAR (fast) ✓ | Weekly | 67.1% | 1.03 | -48.5% | 64.0% | 25 | 51.7% |
| 5 | Rainbow MA ✓ | Weekly | 68.0% | 1.03 | -54.9% | 48.8% | 41 | 52.5% |
| 6 | Chande Forecast Osc. ✓ | Weekly | 63.1% | 1.0 | -54.4% | 50.0% | 40 | 47.7% |
| 7 | Disparity (5) ✓ | Weekly | 63.2% | 1.0 | -56.1% | 48.0% | 50 | 47.8% |
| 8 | Donchian Breakout ✓ | Daily | 43.0% | 0.99 | -72.8% | 46.9% | 32 | 30.2% |
| 9 | QQE ✓ | Weekly | 61.5% | 0.98 | -77.8% | 55.6% | 18 | 46.1% |
| 10 | Jurik MA (approx.) ✓ | Weekly | 57.4% | 0.98 | -56.7% | 38.7% | 31 | 42.0% |
| 11 | STARC Bands ✓ | Daily | 33.5% | 0.97 | -43.3% | 55.2% | 29 | 20.7% |
| 12 | ROC (5) | Weekly | 59.4% | 0.97 | -67.8% | 39.0% | 41 | 44.0% |
| 13 | Keltner Breakout ✓ | Daily | 35.3% | 0.96 | -64.8% | 52.2% | 23 | 22.4% |
| 14 | Hull MA 100 Trend | Daily | 40.0% | 0.95 | -61.3% | 38.5% | 91 | 27.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For NEXO (NEXO), Center of Gravity 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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