The best indicator for 3x Small Cap Bull
We backtested 382 indicators across daily, weekly and hourly charts on real 3x Small Cap Bull history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Connors RSI
On the daily chart, this is the strongest risk-adjusted edge we found for 3x Small Cap Bull over ~17.6 years — beating buy-and-hold by 4.7% CAGR.
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 | Connors RSI ✓ | Daily | 21.4% | 0.67 | -90.3% | 64.7% | 215 | 4.7% |
| 2 | QQE ✓ | Daily | 19.2% | 0.6 | -89.1% | 45.8% | 264 | 2.6% |
| 3 | Chaikin Oscillator ✓ | Weekly | 18.8% | 0.6 | -67.5% | 45.9% | 37 | 1.7% |
| 4 | A/D Oscillator ✓ | Weekly | 18.8% | 0.6 | -67.5% | 45.9% | 37 | 1.7% |
| 5 | Zero-Lag LSMA ✓ | Daily | 17.8% | 0.59 | -72.6% | 51.6% | 314 | 1.1% |
| 6 | Know Sure Thing ✓ | Daily | 17.0% | 0.58 | -66.7% | 49.6% | 119 | 0.3% |
| 7 | Hull MA 10/40 Cross ✓ | Daily | 17.2% | 0.58 | -64.7% | 50.5% | 194 | 0.6% |
| 8 | CCI ✓ | Weekly | 16.0% | 0.58 | -66.0% | 81.0% | 21 | -1.2% |
| 9 | Zero-Lag EMA Cross ✓ | Daily | 16.4% | 0.56 | -74.0% | 46.8% | 220 | -0.3% |
| 10 | ZLEMA 10/30 Cross ✓ | Daily | 16.4% | 0.56 | -74.0% | 46.8% | 220 | -0.3% |
| 11 | Stochastic Momentum Index ✓ | Weekly | 13.6% | 0.56 | -53.0% | 80.0% | 15 | -3.6% |
| 12 | DeMarker ✓ | Daily | 15.7% | 0.55 | -68.9% | 77.4% | 62 | -1.0% |
| 13 | Percentage Price Osc. ✓ | Daily | 15.5% | 0.55 | -66.3% | 47.2% | 178 | -1.1% |
| 14 | TEMA 10/30 Cross ✓ | Daily | 15.1% | 0.55 | -57.5% | 48.4% | 186 | -1.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For 3x Small Cap Bull, Connors RSI on the daily 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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