The best indicator for Value (VLUE)
We backtested 382 indicators across daily, weekly and hourly charts on real Value (VLUE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Value (VLUE) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Coppock (fast)
On the daily chart, this is the strongest risk-adjusted edge we found for Value (VLUE) over ~13.1 years — trailing buy-and-hold by 3.2% CAGR.
Value (VLUE) on the daily chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Value (VLUE) — trailing buy-and-hold by 8.8% 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 | Coppock (fast) ✓ | Daily | 10.4% | 0.9 | -20.7% | 47.3% | 112 | -3.2% |
| 2 | Instantaneous Trendline ✓ | Daily | 9.7% | 0.86 | -23.7% | 46.0% | 137 | -3.9% |
| 3 | McGinley 10/30 Cross ✓ | Daily | 10.8% | 0.85 | -20.5% | 40.0% | 20 | -2.8% |
| 4 | ADX / DMI ✓ | Weekly | 6.6% | 0.85 | -13.8% | 66.7% | 15 | -6.9% |
| 5 | Coral Trend ✓ | Weekly | 10.6% | 0.84 | -24.0% | 46.7% | 15 | -2.9% |
| 6 | Cascade Z-Score ✓ | Daily | 8.4% | 0.83 | -16.3% | 48.1% | 104 | -5.2% |
| 7 | DEMA 10/30 Cross ✓ | Daily | 8.9% | 0.82 | -19.9% | 44.1% | 102 | -4.7% |
| 8 | Donchian Midline ✓ | Daily | 9.3% | 0.8 | -26.1% | 41.2% | 160 | -4.3% |
| 9 | Relative Volatility Index ✓ | Weekly | 10.8% | 0.8 | -20.8% | 42.3% | 26 | -2.7% |
| 10 | Predictive Ranges ✓ | Weekly | 11.1% | 0.8 | -23.7% | 47.1% | 34 | -2.4% |
| 11 | Price Momentum Oscillator ✓ | Daily | 8.6% | 0.79 | -17.7% | 46.0% | 100 | -5.0% |
| 12 | McGinley Dynamic ✓ | Weekly | 10.2% | 0.77 | -26.7% | 43.3% | 30 | -3.3% |
| 13 | Zero-Lag LSMA ✓ | Weekly | 8.0% | 0.77 | -21.3% | 56.2% | 48 | -5.6% |
| 14 | ALMA 100 Trend ✓ | Weekly | 8.3% | 0.75 | -25.4% | 47.1% | 17 | -5.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Value (VLUE)
1 of 553 tested setups beat buy-and-hold on Value (VLUE) outright. Another 513 could get there with leverage they would survive — but 23 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Coppock (fast) | 1 | none needed | 15.38× |
| Sine-Weighted MA | — | 1.52× | 6.64× |
| Zero-Lag MACD | — | 1.67× | 7.56× |
| Elder Ray (Bull/Bear Power) | — | 2.87× | 11.39× |
| QQE | — | 1.14× | 6.14× |
| Chande-Kroll Stop (fast) | — | 1.28× | 6.67× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Value (VLUE), Coppock (fast) 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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