ETF
The best indicator for Natural Gas (UNG)
We backtested 20 indicators across daily, weekly and hourly charts on real Natural Gas (UNG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
No robust edge
Buy & hold won
No indicator we tested beat simply holding Natural Gas (UNG) out-of-sample. Honest answer: for this one, the edge is patience.
-28.0%
Buy & hold CAGR
Full results
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Bollinger Breakout | Weekly | -1.7% | 0.01 | -62.3% | 15.4% | 13 | 26.2% |
| 2 | SMA 50/200 Cross | Daily | -3.6% | -0.01 | -67.8% | 30.0% | 10 | 24.5% |
| 3 | EMA 50/200 Cross | Daily | -4.3% | -0.05 | -73.9% | 11.1% | 9 | 23.9% |
| 4 | Donchian Breakout | Weekly | -4.6% | -0.14 | -71.2% | 20.0% | 10 | 23.3% |
| 5 | Holy Grail Confluence | Daily | -8.1% | -0.1 | -93.3% | 60.6% | 33 | 20.1% |
| 6 | Stochastic | Daily | -9.9% | -0.15 | -93.5% | 60.0% | 115 | 18.3% |
| 7 | ADX / DMI | Daily | -7.3% | -0.15 | -77.4% | 36.4% | 107 | 20.9% |
| 8 | Bollinger Mean-Reversion | Weekly | -7.8% | -0.19 | -94.6% | 50.0% | 14 | 20.1% |
| 9 | RSI Trend (>50) | Weekly | -8.0% | -0.18 | -84.1% | 23.9% | 46 | 20.0% |
| 10 | Williams %R | Weekly | -12.9% | -0.19 | -96.1% | 60.7% | 28 | 15.1% |
| 11 | RSI Mean-Reversion | Daily | -7.6% | -0.2 | -91.4% | 58.6% | 29 | 20.5% |
| 12 | Bollinger Mean-Reversion | Daily | -8.5% | -0.22 | -87.3% | 50.0% | 72 | 19.7% |
| 13 | ADX / DMI | Weekly | -8.0% | -0.22 | -82.4% | 5.0% | 20 | 19.9% |
| 14 | Stochastic | Weekly | -14.3% | -0.23 | -98.0% | 50.0% | 24 | 13.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
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