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The best indicator for United Kingdom (EWU)

We backtested 20 indicators across daily, weekly and hourly charts on real United Kingdom (EWU) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Volatility · Daily

Bollinger Mean-Reversion

On the daily chart, this is the strongest risk-adjusted edge we found for United Kingdom (EWU) over ~30.2 years — trailing buy-and-hold by 0.0% CAGR.

6.0%
CAGR
0.49
Sharpe
-38.2%
Max DD
69.7%
Win rate
1.96
Profit factor
0.0%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
Bollinger Mean-Reversion
0.0% · Sharpe 0.49
Weekly
Donchian Breakout
-3.1% · Sharpe 0.31
Full results

Every indicator, ranked

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

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Bollinger Mean-Reversion Daily6.0%0.49-38.2%69.7%1420.0%
2Stochastic Daily5.0%0.4-44.1%69.2%143-1.0%
3EMA 50/200 Cross Daily4.2%0.36-33.6%44.4%18-1.8%
4Williams %R Daily4.5%0.36-47.6%69.2%208-1.4%
5Holy Grail Confluence Daily3.9%0.32-49.4%78.7%47-2.1%
6WaveTrend (8/6/4) Daily3.9%0.31-53.1%69.6%112-2.1%
7Donchian Breakout Weekly2.9%0.31-35.6%47.8%23-3.1%
8SMA 50/200 Cross Daily3.4%0.3-48.7%57.9%19-2.6%
9EMA 20/50 Cross Weekly3.9%0.34-44.1%50.0%12-2.1%
10RSI Trend (>50) Weekly2.7%0.27-48.7%45.9%85-3.3%
11CCI Daily2.8%0.25-55.5%69.4%147-3.2%
12ADX / DMI Weekly1.3%0.2-25.3%56.8%37-4.6%
13EMA 20/50 Cross Daily1.3%0.17-51.8%30.0%80-4.6%
14Williams %R Weekly1.3%0.17-52.8%72.2%36-4.6%

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

What this means

For United Kingdom (EWU), Bollinger Mean-Reversion 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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