The best indicator for Energy (VDE)
We backtested 366 indicators across daily, weekly and hourly charts on real Energy (VDE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Standard Error Bands
On the daily chart, this is the strongest risk-adjusted edge we found for Energy (VDE) over ~21.7 years — trailing buy-and-hold by 5.5% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Energy (VDE) — trailing buy-and-hold by 3.6% 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 | Standard Error Bands ✓ | Daily | 2.7% | 0.55 | -9.4% | 60.6% | 33 | -5.5% |
| 2 | McGinley 100 Trend ✓ | Daily | 9.8% | 0.53 | -39.6% | 35.4% | 65 | 1.7% |
| 3 | Stochastic RSI ✓ | Weekly | 6.9% | 0.5 | -32.0% | 75.8% | 33 | -1.1% |
| 4 | MAMA / FAMA ✓ | Weekly | 8.1% | 0.5 | -34.9% | 52.4% | 21 | 0.1% |
| 5 | Williams %R ✓ | Weekly | 7.0% | 0.47 | -49.9% | 83.9% | 31 | -1.0% |
| 6 | McGinley 30 Trend ✓ | Weekly | 8.5% | 0.47 | -44.5% | 56.7% | 30 | 0.5% |
| 7 | McGinley 200 Trend ✓ | Daily | 8.1% | 0.46 | -48.4% | 41.3% | 46 | -0.0% |
| 8 | FRAMA 10/30 Cross ✓ | Weekly | 7.1% | 0.46 | -31.0% | 51.3% | 78 | -0.9% |
| 9 | Twiggs Money Flow ✓ | Weekly | 7.4% | 0.45 | -30.4% | 52.1% | 73 | -0.6% |
| 10 | SMA 10/40 Cross ✓ | Weekly | 7.2% | 0.45 | -37.6% | 56.2% | 16 | -0.8% |
| 11 | RSI Trend (>50) ✓ | Daily | 6.7% | 0.44 | -39.6% | 36.8% | 296 | -1.4% |
| 12 | Laguerre RSI ✓ | Daily | 5.4% | 0.44 | -36.4% | 56.4% | 163 | -2.8% |
| 13 | Negative Volume Index ✓ | Daily | 8.3% | 0.44 | -60.0% | 36.0% | 25 | 0.1% |
| 14 | Guppy Multiple MA ✓ | Weekly | 6.9% | 0.44 | -39.4% | 73.3% | 15 | -1.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Energy (VDE), Standard Error Bands on the daily 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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