The best indicator for Nasdaq Futures (NQ)
We backtested 366 indicators across daily, weekly and hourly charts on real Nasdaq Futures (NQ) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
SMC: Order Block
On the weekly chart, this is the strongest risk-adjusted edge we found for Nasdaq Futures (NQ) over ~25.8 years — beating buy-and-hold by 3.4% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Nasdaq Futures (NQ) — beating buy-and-hold by 2.1% 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 | SMC: Order Block ✓ | Weekly | 11.6% | 0.81 | -23.6% | 66.7% | 27 | 3.4% |
| 2 | Relative Momentum Index ✓ | Weekly | 11.2% | 0.79 | -26.6% | 83.3% | 18 | 3.0% |
| 3 | ALMA 100 Trend ✓ | Weekly | 10.5% | 0.79 | -24.8% | 57.7% | 26 | 2.2% |
| 4 | Williams %R (50) ✓ | Weekly | 11.0% | 0.78 | -29.0% | 61.5% | 26 | 2.8% |
| 5 | TRIMA 200 Trend ✓ | Daily | 10.0% | 0.76 | -26.0% | 50.0% | 44 | 1.6% |
| 6 | EMA 9/26 Cross ✓ | Weekly | 10.6% | 0.76 | -27.7% | 83.3% | 18 | 2.4% |
| 7 | RSI (21) ✓ | Weekly | 10.5% | 0.76 | -24.9% | 52.6% | 38 | 2.3% |
| 8 | McGinley 30 Trend ✓ | Weekly | 12.5% | 0.76 | -42.6% | 50.0% | 16 | 4.3% |
| 9 | RSI (30) ✓ | Weekly | 10.7% | 0.76 | -23.1% | 55.2% | 29 | 2.5% |
| 10 | Disparity (50) ✓ | Weekly | 10.4% | 0.75 | -24.4% | 57.6% | 33 | 2.2% |
| 11 | VIDYA ✓ | Weekly | 10.1% | 0.74 | -28.0% | 67.6% | 37 | 1.9% |
| 12 | Smoothed MA (Wilder) ✓ | Weekly | 10.2% | 0.74 | -24.4% | 53.7% | 41 | 1.9% |
| 13 | RSI (25) ✓ | Weekly | 10.2% | 0.74 | -27.5% | 58.8% | 34 | 2.0% |
| 14 | ROC (60) ✓ | Weekly | 10.9% | 0.74 | -30.6% | 63.2% | 19 | 2.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Nasdaq Futures (NQ), SMC: Order Block 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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