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The best indicator for Nu Holdings

We backtested 382 indicators across daily, weekly and hourly charts on real Nu Holdings history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Volume · Weekly

Volume Zone Oscillator

On the weekly chart, this is the strongest risk-adjusted edge we found for Nu Holdings over ~4.6 years — beating buy-and-hold by 24.8% CAGR.

25.9%
CAGR
0.96
Sharpe
-27.1%
Max DD
37.5%
Win rate
2.04
Profit factor
+24.8%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Volume Zone Oscillator
+24.8% · Sharpe 0.96
Daily
Ehlers Reflex
+28.7% · Sharpe 0.95
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Volume Zone Oscillator Weekly25.9%0.96-27.1%37.5%1624.8%
2Bollinger 10 (x1.5) Break Weekly13.0%0.96-14.1%55.0%2011.9%
3Ehlers Reflex Daily33.0%0.95-29.5%50.0%3628.7%
4FRAMA 10/30 Cross Weekly20.0%0.85-35.2%33.3%1518.9%
5Deviation-Scaled MAWeekly20.9%0.8-29.7%42.1%1919.8%
6VWAP Bands Daily21.8%0.78-42.3%75.0%1617.6%
7Perfect Trend LineWeekly20.2%0.76-36.3%48.1%2719.1%
8Hull MA 15/60 CrossDaily22.9%0.76-30.8%40.6%3218.6%
9Fisher Center-of-GravityWeekly15.2%0.69-30.2%47.6%2114.1%
10MACD Daily21.1%0.69-40.7%43.6%3916.9%
11T3 8/21 CrossDaily19.3%0.69-31.5%45.5%2215.1%
12Woodies CCIWeekly13.9%0.65-34.4%47.1%1712.8%
13Williams %R (7)Weekly15.3%0.64-34.6%43.5%2314.2%
14MBFX TimingWeekly15.3%0.64-34.6%43.5%2314.2%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Nu Holdings, Volume Zone 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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