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The best indicator for Growth

We backtested 382 indicators across daily, weekly and hourly charts on real Growth history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Momentum · Weekly

Williams %R (28)

On the weekly chart, this is the strongest risk-adjusted edge we found for Growth over ~22.5 years — trailing buy-and-hold by 1.2% CAGR.

10.8%
CAGR
0.85
Sharpe
-28.1%
Max DD
67.6%
Win rate
7.0
Profit factor
-1.2%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Williams %R (28)
-1.2% · Sharpe 0.85
Daily
Supertrend (14,4)
-3.1% · Sharpe 0.81
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Williams %R (28) Weekly10.8%0.85-28.1%67.6%37-1.2%
2RSI Trend (>50) Weekly10.2%0.83-19.5%66.7%45-1.7%
3Trade Volume Index Weekly9.7%0.83-22.9%58.3%24-2.2%
4SMC: Order Block Weekly10.6%0.83-22.1%50.0%30-1.3%
5Rate of Change Weekly9.6%0.82-20.1%60.4%53-2.3%
6EMA 30 Trend Weekly10.1%0.82-19.5%65.1%43-1.9%
7Supertrend (14,4) Daily9.0%0.81-19.8%63.2%57-3.1%
8Disparity (20) Weekly9.7%0.81-19.5%66.1%56-2.2%
9ROC (30) Weekly10.1%0.81-20.8%74.1%27-1.9%
10CMO (30) Weekly10.1%0.81-20.8%74.1%27-1.9%
11Momentum (30) Weekly10.1%0.81-20.8%74.1%27-1.9%
12Ichimoku TK Cross Weekly9.7%0.8-21.0%61.9%21-2.2%
13Trendlines with Breaks Daily10.0%0.79-23.3%57.9%38-2.1%
14Ichimoku TK Cross Daily9.2%0.78-19.0%52.1%117-2.9%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Growth, Williams %R (28) on the weekly 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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