The best indicator for Quality (QUAL)
We backtested 366 indicators across daily, weekly and hourly charts on real Quality (QUAL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Twiggs Money Flow
On the weekly chart, this is the strongest risk-adjusted edge we found for Quality (QUAL) over ~12.9 years — trailing buy-and-hold by 1.3% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Quality (QUAL) — trailing buy-and-hold by 11.1% 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 | Twiggs Money Flow ✓ | Weekly | 12.2% | 0.99 | -18.7% | 60.0% | 25 | -1.3% |
| 2 | Williams %R (28) ✓ | Weekly | 11.2% | 0.92 | -19.1% | 64.7% | 17 | -2.3% |
| 3 | KAMA 200 Trend ✓ | Daily | 9.5% | 0.9 | -12.0% | 44.4% | 63 | -4.0% |
| 4 | Premier Stochastic ✓ | Daily | 10.0% | 0.89 | -21.8% | 50.0% | 94 | -3.5% |
| 5 | Price Volume Trend ✓ | Weekly | 9.4% | 0.89 | -12.5% | 55.6% | 27 | -4.1% |
| 6 | Inverse Fisher RSI ✓ | Daily | 8.9% | 0.88 | -23.6% | 51.6% | 95 | -4.6% |
| 7 | McGinley Dynamic ✓ | Weekly | 10.6% | 0.88 | -19.5% | 66.7% | 21 | -2.9% |
| 8 | Elastic VW MA ✓ | Weekly | 10.3% | 0.87 | -17.2% | 68.2% | 22 | -3.2% |
| 9 | Chandelier Exit ✓ | Weekly | 10.7% | 0.86 | -21.5% | 62.5% | 16 | -2.8% |
| 10 | Cascade Z-Score ✓ | Daily | 7.3% | 0.85 | -16.0% | 47.5% | 99 | -6.2% |
| 11 | Williams %R (21) ✓ | Weekly | 10.0% | 0.84 | -19.1% | 65.2% | 23 | -3.6% |
| 12 | SMC: Fair Value Gap ✓ | Weekly | 9.2% | 0.84 | -19.9% | 65.4% | 26 | -4.3% |
| 13 | Accumulation/Distribution ✓ | Weekly | 10.5% | 0.83 | -25.5% | 65.2% | 23 | -3.0% |
| 14 | Chaikin Oscillator ✓ | Weekly | 9.7% | 0.83 | -14.1% | 66.7% | 24 | -3.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Quality (QUAL), Twiggs Money Flow on the weekly timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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