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The best indicator for 3x 20Y Bull

We backtested 382 indicators across daily, weekly and hourly charts on real 3x 20Y Bull history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Trend · Weekly

Zero-Lag EMA Cross

On the weekly chart, this is the strongest risk-adjusted edge we found for 3x 20Y Bull over ~17.3 years — beating buy-and-hold by 14.7% CAGR.

9.4%
CAGR
0.45
Sharpe
-49.3%
Max DD
54.1%
Win rate
2.15
Profit factor
+14.7%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Zero-Lag EMA Cross
+14.7% · Sharpe 0.45
Daily
T3 10/40 Cross
+10.7% · Sharpe 0.31
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Zero-Lag EMA Cross Weekly9.4%0.45-49.3%54.1%3714.7%
2ZLEMA 10/30 Cross Weekly9.4%0.45-49.3%54.1%3714.7%
3Bandpass OscillatorWeekly8.7%0.43-50.5%52.5%4014.0%
4SMC: Fair Value GapWeekly8.8%0.43-44.9%48.7%3914.1%
5WMA 20/80 CrossDaily8.0%0.4-61.1%39.5%3813.6%
6Trendlines with BreaksDaily7.8%0.4-63.5%43.8%3213.4%
7TEMA 10/30 CrossWeekly7.5%0.39-53.0%51.7%2912.8%
8Bullish MarubozuWeekly4.8%0.39-27.0%88.0%2510.1%
9LSMA 100 Trend Weekly7.1%0.39-39.3%59.1%2212.4%
10Vortex (7)Weekly6.9%0.37-65.0%50.8%6512.2%
11Morning StarWeekly5.2%0.36-36.4%52.6%3810.5%
12Percentage Price Osc.Weekly6.1%0.35-68.1%46.7%3011.4%
13PPO CrossWeekly6.1%0.35-68.1%46.7%3011.4%
14Hull MA 10/40 CrossWeekly6.2%0.35-52.8%50.0%3611.5%

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

What this means

For 3x 20Y Bull, Zero-Lag EMA 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.

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