The best indicator for Midnight (NIGHT)
We backtested 382 indicators across daily, weekly and hourly charts on real Midnight (NIGHT) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Midnight (NIGHT) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
ADX / DMI
On the daily chart, this is the strongest risk-adjusted edge we found for Midnight (NIGHT) over ~3.2 years — beating buy-and-hold by 733.5% CAGR.
Midnight (NIGHT) on the daily chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Midnight (NIGHT) — trailing buy-and-hold by 455.8% 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 | ADX / DMI ✓ | Daily | 1070.2% | 0.7 | -100.0% | 26.7% | 15 | 733.5% |
| 2 | Hull MA Trend ✓ | Daily | 569.8% | 0.7 | -100.0% | 12.5% | 48 | 233.0% |
| 3 | Force Index | Daily | 1664.5% | 0.7 | -100.0% | 34.8% | 23 | 1327.7% |
| 4 | Price Volume Trend ✓ | Daily | 1421.8% | 0.7 | -100.0% | 40.0% | 15 | 1085.0% |
| 5 | T3 (Tillson) ✓ | Daily | 499.1% | 0.7 | -100.0% | 22.0% | 59 | 162.4% |
| 6 | Zero-Lag EMA Cross | Daily | 915.5% | 0.7 | -100.0% | 24.3% | 37 | 578.8% |
| 7 | Accelerator Oscillator ✓ | Daily | 1497.4% | 0.7 | -100.0% | 30.6% | 49 | 1160.7% |
| 8 | Klinger Oscillator ✓ | Daily | 25379.3% | 0.7 | -85.2% | 32.1% | 28 | 25042.6% |
| 9 | Least Squares MA | Daily | 280.9% | 0.7 | -100.0% | 24.2% | 66 | -55.9% |
| 10 | ADXR ✓ | Daily | 924.3% | 0.7 | -100.0% | 23.5% | 17 | 587.5% |
| 11 | DMI Direction ✓ | Daily | 1039.8% | 0.7 | -100.0% | 25.0% | 20 | 703.1% |
| 12 | Zero-Lag LSMA ✓ | Daily | 767.8% | 0.7 | -100.0% | 25.0% | 56 | 431.0% |
| 13 | QQE ✓ | Daily | 1090.4% | 0.7 | -100.0% | 15.9% | 44 | 753.7% |
| 14 | ZLEMA 10/30 Cross | Daily | 915.5% | 0.7 | -100.0% | 24.3% | 37 | 578.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Midnight (NIGHT)
19 of 128 tested setups beat buy-and-hold on Midnight (NIGHT) outright. Another 3 could get there with leverage they would survive — but 5 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Hull MA Trend | 1 | none needed | 1.0× |
| Detrended Price Osc. | 1 | none needed | 2.02× |
| T3 (Tillson) | 1 | none needed | 1.0× |
| Zero-Lag EMA Cross | 1 | none needed | 1.0× |
| Accelerator Oscillator | 1 | none needed | 1.0× |
| Klinger Oscillator | 1 | none needed | 1.58× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Midnight (NIGHT), ADX / DMI 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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