The best indicator for NetEase
We backtested 382 indicators across daily, weekly and hourly charts on real NetEase history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Klinger Oscillator
On the weekly chart, this is the strongest risk-adjusted edge we found for NetEase over ~26.1 years — beating buy-and-hold by 4.3% CAGR.
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 | Klinger Oscillator ✓ | Weekly | 27.8% | 0.87 | -47.0% | 50.4% | 113 | 4.3% |
| 2 | Zero-Lag LSMA ✓ | Weekly | 25.7% | 0.82 | -51.1% | 55.3% | 94 | 2.2% |
| 3 | QQE ✓ | Weekly | 31.2% | 0.82 | -64.7% | 48.1% | 81 | 7.7% |
| 4 | Markov Regime ✓ | Weekly | 29.3% | 0.8 | -62.2% | 63.0% | 46 | 5.9% |
| 5 | Murrey Math Lines ✓ | Weekly | 15.5% | 0.79 | -29.0% | 100.0% | 15 | -8.0% |
| 6 | Markov Regime (Confirmed) ✓ | Weekly | 25.7% | 0.79 | -41.2% | 53.7% | 108 | 2.2% |
| 7 | McGinley 100 Trend ✓ | Daily | 29.7% | 0.78 | -81.1% | 20.0% | 15 | 6.1% |
| 8 | McGinley 30 Trend ✓ | Daily | 28.9% | 0.76 | -83.1% | 33.3% | 18 | 5.3% |
| 9 | SMA 50/200 Cross ✓ | Daily | 24.6% | 0.74 | -73.5% | 63.2% | 19 | 0.9% |
| 10 | McGinley Dynamic ✓ | Daily | 27.6% | 0.74 | -87.0% | 50.0% | 22 | 4.0% |
| 11 | ADX / DMI ✓ | Weekly | 22.2% | 0.74 | -54.7% | 46.9% | 32 | -1.3% |
| 12 | Exponential Hull MA ✓ | Weekly | 22.9% | 0.74 | -52.6% | 48.1% | 108 | -0.6% |
| 13 | FRAMA 100 Trend ✓ | Weekly | 23.2% | 0.74 | -62.3% | 50.8% | 118 | -0.3% |
| 14 | Volume Flow Indicator ✓ | Daily | 24.2% | 0.73 | -62.4% | 55.6% | 63 | 0.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For NetEase, Klinger Oscillator 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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