The best indicator for News Corp (Class B) (NWS)
We backtested 20 indicators across daily, weekly and hourly charts on real News Corp (Class B) (NWS) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Stochastic
On the weekly chart, this is the strongest risk-adjusted edge we found for News Corp (Class B) (NWS) over ~13.0 years — beating buy-and-hold by 1.9% CAGR.
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 | Stochastic ✓ | Weekly | 8.4% | 0.54 | -35.1% | 86.7% | 15 | 1.9% |
| 2 | Williams %R ✓ | Weekly | 8.7% | 0.54 | -35.1% | 89.5% | 19 | 2.2% |
| 3 | Bollinger Mean-Reversion ✓ | Daily | 7.5% | 0.52 | -38.0% | 68.7% | 67 | 0.9% |
| 4 | Bollinger Mean-Reversion ✓ | Weekly | 6.7% | 0.49 | -33.2% | 92.3% | 13 | 0.3% |
| 5 | Bollinger Breakout ✓ | Daily | 4.1% | 0.35 | -29.7% | 44.6% | 56 | -2.5% |
| 6 | Holy Grail Confluence ✓ | Daily | 4.6% | 0.35 | -35.1% | 70.0% | 20 | -2.0% |
| 7 | MACD ✓ | Daily | 4.7% | 0.34 | -43.0% | 41.7% | 120 | -1.9% |
| 8 | Heikin-Ashi Trend ✓ | Weekly | 4.7% | 0.33 | -33.3% | 50.4% | 119 | -1.7% |
| 9 | CCI ✓ | Weekly | 5.6% | 0.38 | -36.0% | 83.3% | 12 | -0.8% |
| 10 | RSI Mean-Reversion ✓ | Daily | 2.8% | 0.27 | -35.2% | 73.7% | 19 | -3.8% |
| 11 | Money Flow Index ✓ | Daily | 3.3% | 0.27 | -35.6% | 70.6% | 17 | -3.3% |
| 12 | Donchian Midline ✓ | Daily | 3.4% | 0.27 | -46.4% | 43.2% | 183 | -3.2% |
| 13 | EMA-10 Trend ✓ | Weekly | 3.2% | 0.26 | -32.9% | 39.0% | 59 | -3.3% |
| 14 | Donchian Breakout ✓ | Daily | 2.6% | 0.24 | -35.5% | 47.1% | 51 | -4.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For News Corp (Class B) (NWS), Stochastic on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — 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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