ETF
The best indicator for 1.5x VIX (UVXY)
We backtested 20 indicators across daily, weekly and hourly charts on real 1.5x VIX (UVXY) 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 1.5x VIX (UVXY) out-of-sample. Honest answer: for this one, the edge is patience.
-79.6%
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 | Holy Grail Confluence | Daily | -9.2% | -0.06 | -83.3% | 33.3% | 15 | 70.8% |
| 2 | Bollinger Mean-Reversion | Daily | -9.7% | -0.13 | -82.4% | 45.5% | 22 | 70.3% |
| 3 | RSI Trend (>50) | Weekly | -11.9% | -0.13 | -89.0% | 20.0% | 15 | 67.7% |
| 4 | Donchian Midline | Weekly | -12.7% | -0.18 | -87.9% | 16.7% | 18 | 66.8% |
| 5 | EMA 20/50 Cross | Daily | -23.8% | -0.19 | -98.2% | 16.7% | 18 | 56.2% |
| 6 | Bollinger Breakout | Daily | -24.8% | -0.23 | -99.2% | 14.3% | 35 | 55.2% |
| 7 | ADX / DMI | Weekly | -26.8% | -0.45 | -99.1% | 12.5% | 8 | 52.8% |
| 8 | Money Flow Index | Daily | -39.4% | -0.33 | -100.0% | 46.7% | 15 | 40.6% |
| 9 | MACD | Daily | -56.7% | -0.36 | -100.0% | 23.4% | 128 | 23.3% |
| 10 | Rate of Change | Weekly | -29.3% | -0.36 | -99.4% | 17.9% | 28 | 50.2% |
| 11 | RSI Mean-Reversion | Daily | -31.6% | -0.38 | -99.8% | 32.1% | 28 | 48.3% |
| 12 | ADX / DMI | Daily | -43.4% | -0.38 | -100.0% | 20.0% | 75 | 36.6% |
| 13 | EMA-10 Trend | Daily | -49.4% | -0.38 | -100.0% | 30.5% | 302 | 30.6% |
| 14 | Rate of Change | Daily | -52.0% | -0.41 | -100.0% | 23.9% | 218 | 28.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
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