The best indicator for Dow Futures (YM)
We backtested 382 indicators across daily, weekly and hourly charts on real Dow Futures (YM) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Dow Futures (YM) 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.
Zero-Lag MACD
On the weekly chart, this is the strongest risk-adjusted edge we found for Dow Futures (YM) over ~24.3 years — trailing buy-and-hold by 1.4% CAGR.
Dow Futures (YM) on the weekly 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 Dow Futures (YM) — trailing buy-and-hold by 6.8% 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 | Zero-Lag MACD ✓ | Weekly | 5.5% | 0.57 | -18.0% | 53.3% | 107 | -1.4% |
| 2 | Zero-Lag MACD ✓ | Weekly | 5.5% | 0.57 | -18.0% | 53.3% | 107 | -1.4% |
| 3 | Awesome Oscillator ✓ | Weekly | 5.6% | 0.54 | -21.9% | 54.5% | 22 | -1.2% |
| 4 | McGinley 100 Trend ✓ | Daily | 5.5% | 0.52 | -24.8% | 45.0% | 80 | -1.3% |
| 5 | Predictive Ranges ✓ | Weekly | 5.6% | 0.52 | -32.5% | 52.8% | 53 | -1.2% |
| 6 | Markov Regime ✓ | Weekly | 6.3% | 0.52 | -31.1% | 68.2% | 22 | -0.5% |
| 7 | McGinley 200 Trend ✓ | Daily | 6.0% | 0.5 | -31.9% | 48.6% | 35 | -0.9% |
| 8 | TRIX (9) ✓ | Weekly | 5.1% | 0.5 | -21.9% | 50.0% | 22 | -1.7% |
| 9 | WMA 10/40 Cross ✓ | Weekly | 5.0% | 0.5 | -23.0% | 61.9% | 21 | -1.8% |
| 10 | VIDYA 10/30 Cross ✓ | Daily | 4.9% | 0.49 | -29.6% | 56.5% | 23 | -1.9% |
| 11 | QQE ✓ | Weekly | 6.5% | 0.49 | -54.9% | 57.6% | 66 | -0.3% |
| 12 | EMA 9/26 Cross ✓ | Weekly | 4.9% | 0.49 | -20.0% | 56.0% | 25 | -1.9% |
| 13 | Williams %R (28) ✓ | Weekly | 5.1% | 0.49 | -22.3% | 43.4% | 53 | -1.7% |
| 14 | EMA 8/21 Cross ✓ | Weekly | 4.8% | 0.48 | -21.2% | 69.2% | 26 | -2.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Dow Futures (YM)
0 of 647 tested setups beat buy-and-hold on Dow Futures (YM) outright. Another 393 could get there with leverage they would survive — but 167 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Sine-Weighted MA | — | 2.49× | 6.34× |
| Zero-Lag MACD | — | 1.11× | 4.6× |
| QQE | — | 1.27× | 3.48× |
| Chande Kroll Stop | — | 1.61× | 3.41× |
| Accumulation/Distribution | — | 1.64× | 5.36× |
| McGinley 30 Trend | — | 1.67× | 4.3× |
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 Dow Futures (YM), Zero-Lag MACD 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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