Trend indicator

McGinley Dynamic: what it's actually best at

McGinley Dynamic is a trend-following rule — it holds while a smoothed trend reference is pointing up and goes flat when it turns. 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 2026-09-30 · base rates recomputed 2026-10-11 · how we test

4 of 857

assets where it was the #1 edge

on the other 853, a different indicator did better

0.29

average Sharpe across all tests

median across all 382 indicators is 0.26 — this one ranks above 240 of them

Trend

indicator family

Base rate

How often McGinley Dynamic beat buy-and-hold

256 of 1,672 out-of-sample tests beat simply buying and holding the same asset — 15.3%. On the other 1,416 it did not. That is below the 18.8% rate across all 382 indicators we test (one pooled rate over all 644,149 tests we have run, not a mean of the per-indicator rates).

Each test is one asset on one timeframe: 1,672 of them, drawn from 857 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 857 × 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 22.9% (196/857 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 We do not publish the recipe — the settings, lengths and thresholds we tested.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 McGinley Dynamic is worth your attention is below; everything you'd need to clone it is not.

Best fits

Assets where McGinley Dynamic won

S&P MidCap (MDY) -2.2%-27% drawdown · 65 trades · 31.5y Analog Devices (ADI) +0.8%-82% drawdown · 25 trades · 46.7y Cigna (CI) +4.1%-40% drawdown · 49 trades · 44.7y Dell Technologies (DELL) -2.2%-46% drawdown · 87 trades · 10.1y

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McGinley Dynamic: what it's actually best at

How often McGinley Dynamic beat buy-and-hold

Assets where McGinley Dynamic won

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