The best indicator for Uranium (URA)
We backtested 382 indicators across daily, weekly and hourly charts on real Uranium (URA) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Perfect Trend Line
On the daily chart, this is the strongest risk-adjusted edge we found for Uranium (URA) over ~15.5 years — beating buy-and-hold by 17.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Uranium (URA) — beating buy-and-hold by 3.1% 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 | Perfect Trend Line ✓ | Daily | 14.7% | 0.66 | -38.1% | 38.8% | 417 | 17.2% |
| 2 | Ehlers SuperSmoother ✓ | Daily | 13.2% | 0.62 | -47.2% | 39.0% | 505 | 15.7% |
| 3 | Rainbow MA ✓ | Daily | 12.7% | 0.6 | -46.0% | 37.6% | 417 | 15.2% |
| 4 | Holt Double-Exp MA ✓ | Daily | 11.0% | 0.59 | -33.4% | 38.3% | 324 | 13.4% |
| 5 | Derivative Oscillator | Daily | 9.4% | 0.58 | -32.5% | 41.2% | 245 | 11.8% |
| 6 | Disparity (5) ✓ | Daily | 12.2% | 0.58 | -46.5% | 40.3% | 462 | 14.7% |
| 7 | TEMA 30 Trend | Daily | 10.2% | 0.55 | -44.3% | 36.1% | 285 | 12.6% |
| 8 | FRAMA 30 Trend ✓ | Daily | 10.9% | 0.55 | -27.6% | 39.0% | 351 | 13.3% |
| 9 | FRAMA 200 Trend ✓ | Daily | 10.8% | 0.55 | -47.6% | 37.3% | 271 | 13.2% |
| 10 | Force Index ✓ | Daily | 11.1% | 0.54 | -51.2% | 39.1% | 184 | 13.5% |
| 11 | T3 (Tillson) ✓ | Daily | 10.9% | 0.54 | -44.6% | 33.6% | 256 | 13.4% |
| 12 | Woodies CCI ✓ | Daily | 10.0% | 0.54 | -32.8% | 42.3% | 286 | 12.4% |
| 13 | Disparity Index ✓ | Daily | 10.6% | 0.53 | -42.6% | 33.1% | 239 | 13.1% |
| 14 | B-Xtrender | Daily | 8.9% | 0.53 | -30.6% | 40.6% | 342 | 11.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Uranium (URA), Perfect Trend Line 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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