The best indicator for Dividend Growth (VIG)
We backtested 366 indicators across daily, weekly and hourly charts on real Dividend Growth (VIG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
QQE
On the weekly chart, this is the strongest risk-adjusted edge we found for Dividend Growth (VIG) over ~20.2 years — beating buy-and-hold by 0.5% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Dividend Growth (VIG) — trailing buy-and-hold by 2.3% 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 | QQE ✓ | Weekly | 10.5% | 0.76 | -37.4% | 52.7% | 55 | 0.5% |
| 2 | Williams %R (50) ✓ | Weekly | 8.1% | 0.74 | -19.0% | 70.0% | 20 | -1.9% |
| 3 | EMA 20/50 Cross ✓ | Daily | 7.3% | 0.73 | -19.7% | 63.9% | 36 | -2.8% |
| 4 | EMA 15/60 Cross ✓ | Daily | 7.3% | 0.73 | -22.7% | 62.2% | 37 | -2.8% |
| 5 | Adaptive Supertrend ✓ | Weekly | 7.3% | 0.73 | -16.4% | 63.3% | 30 | -2.7% |
| 6 | EMA 13/48 Cross ✓ | Daily | 7.3% | 0.72 | -20.7% | 56.0% | 50 | -2.9% |
| 7 | McGinley 10/30 Cross ✓ | Daily | 7.4% | 0.72 | -20.3% | 51.4% | 35 | -2.8% |
| 8 | WMA 10/40 Cross ✓ | Weekly | 7.5% | 0.72 | -17.8% | 68.8% | 16 | -2.5% |
| 9 | Chandelier Exit ✓ | Weekly | 8.3% | 0.71 | -22.1% | 57.1% | 28 | -1.8% |
| 10 | Zero-Lag MACD ✓ | Weekly | 6.5% | 0.71 | -16.3% | 56.5% | 92 | -3.5% |
| 11 | Williams %R (28) ✓ | Weekly | 7.8% | 0.71 | -21.5% | 61.1% | 36 | -2.2% |
| 12 | EMA Cascade Rider ✓ | Weekly | 7.3% | 0.71 | -19.7% | 73.3% | 15 | -2.7% |
| 13 | Ichimoku TK Cross ✓ | Weekly | 7.1% | 0.7 | -17.8% | 77.3% | 22 | -2.9% |
| 14 | McGinley 100 Trend ✓ | Daily | 7.9% | 0.69 | -29.6% | 36.0% | 50 | -2.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Dividend Growth (VIG), QQE 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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