The best indicator for Developed Markets (VEA)
We backtested 366 indicators across daily, weekly and hourly charts on real Developed Markets (VEA) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
T3 200 Trend
On the daily chart, this is the strongest risk-adjusted edge we found for Developed Markets (VEA) over ~18.8 years — beating buy-and-hold by 0.3% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Developed Markets (VEA) — beating buy-and-hold by 0.1% 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 | T3 200 Trend ✓ | Daily | 5.4% | 0.67 | -19.4% | 27.3% | 22 | 0.3% |
| 2 | Hull MA 20/80 Cross ✓ | Weekly | 7.0% | 0.67 | -17.4% | 57.9% | 19 | 1.8% |
| 3 | Hull Suite ✓ | Weekly | 7.0% | 0.63 | -23.2% | 66.7% | 15 | 1.8% |
| 4 | T3 20/80 Cross ✓ | Daily | 6.7% | 0.61 | -16.6% | 69.6% | 23 | 1.6% |
| 5 | Know Sure Thing ✓ | Weekly | 5.9% | 0.57 | -19.5% | 54.5% | 22 | 0.8% |
| 6 | WMA 10/30 Cross ✓ | Weekly | 6.1% | 0.55 | -23.3% | 55.6% | 18 | 1.0% |
| 7 | Coral Trend ✓ | Weekly | 6.1% | 0.54 | -22.6% | 52.6% | 19 | 0.9% |
| 8 | TRIX ✓ | Weekly | 5.2% | 0.51 | -19.6% | 50.0% | 22 | 0.0% |
| 9 | QQE ✓ | Weekly | 7.4% | 0.51 | -33.5% | 48.1% | 52 | 2.3% |
| 10 | MAMA / FAMA ✓ | Weekly | 5.7% | 0.51 | -21.0% | 61.9% | 21 | 0.5% |
| 11 | Inverse Fisher RSI ✓ | Weekly | 5.6% | 0.51 | -22.2% | 53.6% | 28 | 0.5% |
| 12 | Elastic VW MA ✓ | Weekly | 6.0% | 0.51 | -25.3% | 42.9% | 35 | 0.8% |
| 13 | T3 8/21 Cross ✓ | Weekly | 5.2% | 0.51 | -25.4% | 66.7% | 15 | 0.1% |
| 14 | TEMA 20/50 Cross ✓ | Weekly | 4.4% | 0.5 | -15.0% | 52.9% | 17 | -0.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Developed Markets (VEA), T3 200 Trend 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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