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 over the full backtest, with costs, and checked out-of-sample.
Where NetEase 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.
Klinger Oscillator
On the weekly chart, this is the strongest risk-adjusted edge we found for NetEase over ~26.4 years — beating buy-and-hold by 3.2% CAGR.
NetEase on the weekly 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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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 | 26.7% | 0.84 | -47.0% | 53.4% | 116 | 3.2% |
| 2 | Zero-Lag LSMA ✓ | Weekly | 26.1% | 0.84 | -51.0% | 55.9% | 93 | 2.6% |
| 3 | QQE ✓ | Weekly | 31.2% | 0.82 | -64.6% | 50.0% | 82 | 7.7% |
| 4 | Markov Regime ✓ | Weekly | 29.3% | 0.8 | -62.2% | 63.0% | 46 | 5.8% |
| 5 | Murrey Math Lines ✓ | Weekly | 15.5% | 0.79 | -29.0% | 100.0% | 16 | -8.0% |
| 6 | McGinley 100 Trend ✓ | Daily | 29.7% | 0.78 | -81.1% | 20.0% | 15 | 6.0% |
| 7 | Markov Regime (Confirmed) ✓ | Weekly | 25.1% | 0.78 | -41.2% | 55.8% | 113 | 1.6% |
| 8 | McGinley 30 Trend ✓ | Daily | 28.9% | 0.76 | -83.1% | 33.3% | 18 | 5.2% |
| 9 | TRIX (15) ✓ | Weekly | 27.9% | 0.81 | -52.6% | 71.4% | 14 | 4.4% |
| 10 | McGinley Dynamic ✓ | Daily | 27.6% | 0.74 | -87.0% | 50.0% | 22 | 4.0% |
| 11 | SMA 50/200 Cross ✓ | Daily | 24.1% | 0.73 | -73.5% | 60.0% | 20 | 0.4% |
| 12 | Ehlers Stochastic ✓ | Weekly | 23.1% | 0.73 | -59.3% | 51.4% | 35 | -0.4% |
| 13 | Exponential Hull MA ✓ | Weekly | 22.2% | 0.73 | -56.0% | 49.5% | 111 | -1.2% |
| 14 | DEMA 10/30 Cross ✓ | Weekly | 22.5% | 0.73 | -49.3% | 48.7% | 39 | -1.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on NetEase
7 of 651 tested setups beat buy-and-hold on NetEase outright. Another 47 could get there with leverage they would survive — but 182 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Connors RSI | 1 | 1.26× | 3.11× |
| Connors RSI-2 | 1 | 1.33× | 3.32× |
| Projection Bands | 1 | 1.42× | 2.71× |
| Stochastic | 1 | none needed | 2.43× |
| Holy Grail Confluence | 1 | none needed | 4.02× |
| Murrey Math Lines | 1 | none needed | 2.48× |
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 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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