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.
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.
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.
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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