The best indicator for Quality (QUAL)
We backtested 382 indicators across daily, weekly and hourly charts on real Quality (QUAL) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Quality (QUAL) 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.
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.
Quality (QUAL) 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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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 | Trendlines with Breaks ✓ | Daily | 9.9% | 0.88 | -21.9% | 60.9% | 23 | -3.7% |
| 9 | Elastic VW MA ✓ | Weekly | 10.3% | 0.87 | -17.2% | 68.2% | 22 | -3.2% |
| 10 | Chandelier Exit ✓ | Weekly | 10.7% | 0.86 | -21.5% | 62.5% | 16 | -2.8% |
| 11 | Cascade Z-Score ✓ | Daily | 7.3% | 0.85 | -16.0% | 47.5% | 99 | -6.2% |
| 12 | Williams %R (21) ✓ | Weekly | 10.0% | 0.84 | -19.1% | 65.2% | 23 | -3.6% |
| 13 | SMC: Fair Value Gap ✓ | Weekly | 9.2% | 0.84 | -19.9% | 65.4% | 26 | -4.3% |
| 14 | Accumulation/Distribution ✓ | Weekly | 10.5% | 0.83 | -25.5% | 65.2% | 23 | -3.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Quality (QUAL)
0 of 492 tested setups beat buy-and-hold on Quality (QUAL) outright. Another 373 could get there with leverage they would survive — but 64 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Sine-Weighted MA | — | 1.91× | 6.47× |
| QQE | — | 1.56× | 5.25× |
| Zero-Lag MACD | — | 1.6× | 6.8× |
| WMA 30 Trend | — | 1.62× | 9.7× |
| Bollinger %B | — | 1.7× | 6.87× |
| SMA 100 Trend | — | 1.74× | 8.15× |
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 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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