Mean Reversion indicator

MA Envelope: what it's actually best at

MA Envelope is a channel / envelope rule in our mean reversion family — it measures how far price has travelled from a moving reference and acts at the extremes. We publish where it holds up and where it fails, with the out-of-sample numbers; the exact settings we tested stay in the engine.

Tested and published by IndicatorEdge · backtest grid generated 2026-06-25 · base rates recomputed 2026-07-31 · how we test

10 of 891

assets where it was the #1 edge

on the other 881, a different indicator did better

0.28

average Sharpe across all tests

median across all 382 indicators is 0.25 — this one ranks above 226 of them

Mean Reversion

indicator family

Base rate

How often MA Envelope beat buy-and-hold

522 of 1,799 out-of-sample tests beat simply buying and holding the same asset — 29.0%. On the other 1,277 it did not. That is above the 20.1% rate across all 382 indicators we test (one pooled rate over all 660,005 tests we have run, not a mean of the per-indicator rates).

Each test is one asset on one timeframe: 1,799 of them, drawn from 891 assets across up to 4 timeframes. Not every asset has usable history on every timeframe, so that total is the grid we could actually run — it is not 891 × 4, and we do not pad it with tests we did not do. "Beat" means a higher return than holding that same asset over that same window. Measured out-of-sample — on data the setup was not chosen on.

Picking the single best timeframe for each asset after the fact raises it to 38.6% (344/891 assets). That number is the one worth distrusting: choosing the timeframe once you already know the answer is how backtests flatter themselves. Every indicator, ranked by this number

What's on this page — and what isn't

We publish the verdict: the indicator's name, the assets and timeframes it holds up on, and the honest numbers for both its wins and its failures. We do not publish the recipe — the settings, lengths and thresholds we tested. That is the part worth paying for, and republishing it would just add one more free indicator to a market that already has thousands. Everything you need to judge whether MA Envelope is worth your attention is below; everything you'd need to clone it is not.

Best fits

Assets where MA Envelope won

Filecoin (FIL) +81.4%-97% drawdown · 183 trades · 12.3y Lighter (LIT) +1547.2% artifact-97% drawdown · 133 trades · 8.9y Mantle (MNT) +1400407.4% artifact-76% drawdown · 47 trades · 1.9y MemeCore (M) +210.4%-86% drawdown · 14 trades · 4.0y Official Trump (TRUMP) +169.5% artifact-100% drawdown · 32 trades · 7.8y Japan (EWJ) +2.9%-32% drawdown · 166 trades · 30.2y Volatility Index (VIX) +119.8%-52% drawdown · 628 trades · 36.4y Corpay (CPAY) -5.0%-34% drawdown · 40 trades · 15.5y Mondelez International (MDLZ) +2.7%-25% drawdown · 56 trades · 25.1y Yum! Brands (YUM) -2.2%-48% drawdown · 177 trades · 28.7y

Entries marked artifact are incoherent rather than merely risky — an annualised return above 200% (illiquidity compounding on a short history), or a drawdown at total loss, where no positive return is possible afterwards. They are shown rather than quietly dropped, because deleting your own bad rows is how the numbers on every other site got so good.

Explore other indicators

Fibonacci Pivots Fisher Transform Camarilla Pivots Projection Bands QQE Intraday Momentum Index DeMarker Stochastic Markov Regime Connors RSI-2 Detrended Price Osc.Connors RSI Keltner Mean-Reversion FRAMA 10/30 Cross Pivot Points (Standard)Stochastic RSI Historical Volatility Regime TEMA 20/50 Cross Bollinger Mean-Reversion Ultimate Oscillator Demand Index Ehlers Roofing Filter SMA 20/50 Cross Fisher Center-of-Gravity Stochastic Fast (5,3)Negative Volume Index Williams %R Laguerre RSI Zero-Lag MACD WaveTrend (8/6/4)VWAP Bands FRAMA 30 Trend McGinley 200 Trend TRIMA 200 Trend Supertrend (14,4)Parabolic SAR (fast)SMC: Change of Character McGinley 30 Trend Volume Flow Indicator Ichimoku TK Cross HMA 9/21 Cross SMC: Order Block Positive Volume Index Volume Oscillator Volume Zone Oscillator SMA 200 Trend Williams Fractals Twiggs Money Flow DMI Direction CCI (100)KAMA 10/30 Cross Money Flow Index DeMarker (14)TRIMA 30 Trend ADXR DEMA 20/50 Cross Hammer Elder Ray (Bull/Bear Power)Center of Gravity Delta Volume Rising (CVD proxy)STARC Bands Standard Error Bands Supertrend Fast (10,2)Hull MA 100 Trend Chandelier Exit Gator Oscillator Bullish Engulfing EMA 100 Trend EMA 13/48 Cross Predictive Ranges Piercing Line KAMA 200 Trend CCI Morning Star Zero-Lag LSMA Bandpass Oscillator Supertrend (10,3)Relative Volume Spike Inside-Bar Breakout ADX Strong Trend B-Xtrender J_TPO Jurik MA (approx.)Ehlers Cyber Cycle Lorentzian Classification Rainbow MA Acceleration Bands Trend Regularity Adaptive MA T3 10/40 Cross McGinley Dynamic Linear Regression Slope Williams %R (28)CCI Trend Trend Intensity Index Trendlines with Breaks LSMA 10/30 Cross Holy Grail Confluence Ehlers Reflex Tweezer Bottom Order-Flow Reversion Donchian 10 Break Advance Trend Pressure SMA 100 Trend DEMA 10/30 Cross Aroon TRIX (9)Chande-Kroll Stop (fast)Stochastic Momentum Index TRIX (15)TEMA 10/30 Cross EMA 9/26 Cross SMC: Equal Highs / Lows Ichimoku (fast)WMA 20/50 Cross LSMA 30 Trend Bollinger 10 (x1.5) Break Ehlers Relative Vigor Parabolic SAR Choppiness Index Range Filter Woodie Pivots KDJ Heikin-Ashi Trend Stoch RSI (fast)Williams Alligator Fractal Adaptive MA Disparity (20)Instantaneous Trendline FRAMA 100 Trend EMA 8/21 Cross SMA 10/30 Cross SSL Channel McGinley 100 Trend Keltner 50 (x2.0)Chaikin Oscillator Supertrend (20,3)TEMA 200 Trend Andean Oscillator RSI (25)Relative Volatility Index Perfect Trend Line Force Index ROC (30)T3 200 Trend Vortex SMC: Break of Structure Supertrend (7,3)T3 15/60 Cross Know Sure Thing Geometric MA Gann HiLo Activator Williams %R (50)Chande Forecast Osc.Momentum (50)DeMarker (21)Donchian 100 Break RSI Trend (>50)McGinley 10/30 Cross WMA 100 Trend Hull MA 20/80 Cross LSMA 100 Trend TRIX EMA Cascade Rider SMA 15/60 Cross G-Channel TRIX (21)Least Squares MA UT Bot (ATR Trailing)CCI (14)Ulcer Index Volatility Regime (VIX-style)Accumulation/Distribution Bullish Harami Vortex (7)Derivative Oscillator Median MA Klinger Oscillator Schaff Trend Cycle Stochastic (10,3)QQE MOD MAMA / FAMA HalfTrend Elder Impulse Price Momentum Oscillator Murrey Math Lines Holt Double-Exp MA Balance of Power Hull MA Trend Vertical Horizontal Filter Keltner 10 (x1.5)VuManChu Cipher B Delta Volume (CVD proxy)VIDYA Hull Suite Chop Zone (EMA-34 angle)Trend Magic EMA 10/40 Cross Pascal's Weighted MA KAMA 100 Trend Bollinger 50 (x2.5) Break Coppock (fast)Chande Kroll Stop Nadaraya-Watson Envelope RSI Mean-Reversion Williams %R (7)Keltner Breakout T3 20/80 Cross WMA 10/40 Cross DEMA 200 Trend True Strength Index SMC: Liquidity Sweep EMA 30 Trend DEMA 100 Trend SMC: Fair Value Gap Ease of Movement Cutler's RSI Momentum Swing Index Donchian 20 Break WMA 200 Trend T3 30 Trend TEMA 30 Trend Volatility Stop (ATR)SMA 50/200 Cross Even Better Sinewave Stochastic Slow (21,5)ZLEMA 30 Trend Markov Regime (Confirmed)CCI (50)Disparity (5)Price Volume Trend T3 100 Trend MACD On-Balance Volume SMA 20/80 Cross Ichimoku Cloud Hull MA 15/60 Cross Ehlers SuperSmoother Donchian 55/20 DEMA 30 Trend Vegas Tunnel Accelerator Oscillator Three White Soldiers Arnaud Legoux MA Waddah Attar Explosion EMA 20/50 Cross Stochastic (20,5)Pivot Point SuperTrend VWMA vs Price ROC (5)Trend-Gated Asymmetric Coppock Curve LSMA 200 Trend Bullish Marubozu Bollinger Breakout TEMA 100 Trend Premier Stochastic CMO (21)Impulse MACD Inverse Fisher RSI Keltner 20 Break Donchian Breakout Ehlers Stochastic Random Walk Index Zero-Lag EMA Cross RSI (50)Chaikin Volatility SMA 30 Trend Coral Trend Regularized EMA EMA 50/200 Cross ADX / DMI Rate of Change EMA-10 Trend Donchian Midline MA Ribbon VWAP Trend Awesome Oscillator Chande Momentum Osc.Percentage Price Osc.Relative Vigor Index Bollinger Squeeze Chaikin Money Flow Kaufman Adaptive MA T3 (Tillson)Guppy Multiple MA Disparity Index Pretty Good Oscillator Smoothed Heikin-Ashi Triangular MA Sine-Weighted MA Ehlers Decycler Relative Momentum Index Q-Stick Bollinger %B Adaptive Supertrend Squeeze Momentum Gaussian Channel Ehlers TrendFlex Accumulation Swing Index MACD-V Deviation-Scaled MA Correlation Trend Exponential Hull MA Triangular Hull MA Smoothed MA (Wilder)Volume-Weighted EMA Elastic VW MA SMA 5/20 Cross WMA 10/30 Cross ZLEMA 10/30 Cross ALMA 10/30 Cross T3 8/21 Cross VIDYA 10/30 Cross Aroon Oscillator Pring's Special K PPO Cross ROC (20)Momentum (20)RSI (7)RSI (21)Ultimate Osc (4,8,16)TSI (13,7)DPO (10)Elder Bull Power Trade Volume Index Net Volume A/D Oscillator Fibonacci Bands Std Error Channel Heikin-Ashi + EMA EMA 200 Trend WMA 30 Trend Hull MA 30 Trend Hull MA 200 Trend KAMA 30 Trend VIDYA 30 Trend VIDYA 100 Trend VIDYA 200 Trend ALMA 30 Trend ALMA 100 Trend ALMA 200 Trend ZLEMA 100 Trend ZLEMA 200 Trend TRIMA 100 Trend FRAMA 200 Trend EMA 15/60 Cross EMA 20/80 Cross SMA 10/40 Cross WMA 15/60 Cross WMA 20/80 Cross Hull MA 10/40 Cross RSI (9)RSI (30)Williams %R (21)ROC (10)ROC (14)ROC (60)CCI (30)CCI (200)CMO (14)CMO (30)Momentum (10)Momentum (30)Disparity (10)Disparity (50)Disparity (100)DeMarker (7)Supertrend (7,2)Supertrend (10,2)Bollinger 30 (x2.0) Break Mass Index PMax Random Walk Index HLC Trend MBFX Timing Cascade Z-Score Liquidity Flow Oscillator Half Trend Super Smoother (Ehlers)Woodies CCI Strategy verdicts per asset

MA Envelope: what it's actually best at

How often MA Envelope beat buy-and-hold

Assets where MA Envelope won

Explore other indicators

Get the weekly edge report