The best indicator for Nasdaq 100 (QQQ)
We backtested 366 indicators across daily, weekly and hourly charts on real Nasdaq 100 (QQQ) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
KAMA 10/30 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for Nasdaq 100 (QQQ) over ~27.3 years — beating buy-and-hold by 2.1% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Nasdaq 100 (QQQ) — trailing buy-and-hold by 1.1% 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 | KAMA 10/30 Cross ✓ | Weekly | 13.0% | 0.86 | -27.3% | 80.0% | 20 | 2.1% |
| 2 | ALMA 100 Trend ✓ | Weekly | 10.6% | 0.82 | -26.1% | 51.9% | 27 | -0.2% |
| 3 | Relative Momentum Index ✓ | Weekly | 12.5% | 0.77 | -33.9% | 77.8% | 18 | 1.7% |
| 4 | RSI (21) ✓ | Weekly | 11.7% | 0.76 | -44.3% | 45.2% | 42 | 0.9% |
| 5 | Predictive Ranges ✓ | Weekly | 11.6% | 0.76 | -46.2% | 52.6% | 57 | 0.7% |
| 6 | Smoothed MA (Wilder) ✓ | Weekly | 11.7% | 0.75 | -42.3% | 50.0% | 44 | 0.8% |
| 7 | McGinley Dynamic ✓ | Weekly | 12.8% | 0.74 | -59.7% | 56.8% | 44 | 1.9% |
| 8 | T3 10/40 Cross ✓ | 1-Hour | 15.2% | 1.27 | -13.6% | 48.3% | 58 | -10.3% |
| 9 | Balance of Power ✓ | Weekly | 11.9% | 0.73 | -37.1% | 57.7% | 52 | 1.1% |
| 10 | Historical Volatility Regime ✓ | Weekly | 7.6% | 0.73 | -16.7% | 67.7% | 31 | -3.3% |
| 11 | Elastic VW MA ✓ | Weekly | 11.2% | 0.72 | -52.4% | 51.1% | 45 | 0.4% |
| 12 | McGinley 30 Trend ✓ | Weekly | 13.3% | 0.72 | -57.4% | 46.7% | 15 | 2.5% |
| 13 | Disparity (20) ✓ | Weekly | 10.5% | 0.71 | -42.7% | 51.4% | 72 | -0.4% |
| 14 | WMA 100 Trend ✓ | Weekly | 9.9% | 0.71 | -27.3% | 61.9% | 21 | -1.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Nasdaq 100 (QQQ), KAMA 10/30 Cross 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.
More index etf
Get the weekly edge report
The best-performing indicator per asset, what changed this week, and the honest caveats — straight to your inbox.