The best indicator for Vale
We backtested 382 indicators across daily, weekly and hourly charts on real Vale history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Inverse Fisher RSI
On the weekly chart, this is the strongest risk-adjusted edge we found for Vale over ~24.4 years — beating buy-and-hold by 5.3% 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 | Inverse Fisher RSI ✓ | Weekly | 19.2% | 0.75 | -59.8% | 48.7% | 39 | 5.3% |
| 2 | EMA 8/21 Cross ✓ | Weekly | 18.6% | 0.73 | -51.0% | 56.5% | 23 | 4.8% |
| 3 | WMA 10/30 Cross ✓ | Weekly | 18.2% | 0.73 | -58.6% | 50.0% | 26 | 4.4% |
| 4 | SMA 5/20 Cross ✓ | Weekly | 18.1% | 0.72 | -59.0% | 51.5% | 33 | 4.3% |
| 5 | DeMarker (14) ✓ | Weekly | 17.9% | 0.71 | -65.8% | 55.3% | 47 | 4.0% |
| 6 | Coral Trend ✓ | Weekly | 17.3% | 0.7 | -53.9% | 44.0% | 25 | 3.5% |
| 7 | Std Error Channel ✓ | Weekly | 16.1% | 0.7 | -48.7% | 50.0% | 44 | 2.2% |
| 8 | TRIMA 100 Trend ✓ | Daily | 16.1% | 0.69 | -46.6% | 44.2% | 86 | 2.4% |
| 9 | TRIX (9) ✓ | Weekly | 16.9% | 0.69 | -55.5% | 50.0% | 20 | 3.0% |
| 10 | Momentum (50) ✓ | Weekly | 17.2% | 0.69 | -59.3% | 55.3% | 38 | 3.3% |
| 11 | Ease of Movement ✓ | Weekly | 17.2% | 0.68 | -76.6% | 49.0% | 49 | 3.3% |
| 12 | Linear Regression Slope ✓ | Weekly | 16.3% | 0.67 | -52.8% | 44.4% | 27 | 2.4% |
| 13 | Coppock Curve ✓ | Weekly | 16.4% | 0.67 | -56.2% | 46.2% | 26 | 2.6% |
| 14 | Correlation Trend ✓ | Weekly | 16.3% | 0.67 | -52.8% | 44.4% | 27 | 2.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Vale, Inverse Fisher RSI 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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