The best indicator for Value (VLUE)
We backtested 20 indicators across daily, weekly and hourly charts on real Value (VLUE) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
ADX / DMI
On the weekly chart, this is the strongest risk-adjusted edge we found for Value (VLUE) over ~13.2 years — trailing buy-and-hold by 6.9% 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 | ADX / DMI ✓ | Weekly | 6.6% | 0.85 | -13.8% | 66.7% | 15 | -6.9% |
| 2 | Donchian Midline ✓ | Daily | 9.3% | 0.8 | -26.1% | 41.2% | 160 | -4.3% |
| 3 | EMA 20/50 Cross ✓ | Daily | 8.2% | 0.7 | -21.3% | 55.6% | 27 | -5.4% |
| 4 | MACD ✓ | Daily | 7.4% | 0.69 | -23.0% | 49.2% | 128 | -6.2% |
| 5 | Rate of Change ✓ | Daily | 7.5% | 0.67 | -22.7% | 44.7% | 206 | -6.1% |
| 6 | Donchian Midline ✓ | Weekly | 8.5% | 0.67 | -21.9% | 43.8% | 32 | -5.1% |
| 7 | RSI Trend (>50) ✓ | Daily | 7.2% | 0.65 | -28.3% | 40.7% | 172 | -6.4% |
| 8 | Bollinger Breakout ✓ | Daily | 4.2% | 0.58 | -16.7% | 39.2% | 51 | -9.4% |
| 9 | Rate of Change ✓ | Weekly | 6.7% | 0.58 | -29.1% | 55.6% | 45 | -6.8% |
| 10 | EMA-10 Trend ✓ | Weekly | 6.8% | 0.57 | -27.2% | 42.9% | 70 | -6.7% |
| 11 | WaveTrend (8/6/4) ✓ | Daily | 7.0% | 0.56 | -32.6% | 77.6% | 49 | -6.6% |
| 12 | Stochastic ✓ | Daily | 5.8% | 0.52 | -32.2% | 75.4% | 61 | -7.8% |
| 13 | RSI Trend (>50) ✓ | Weekly | 6.1% | 0.52 | -32.6% | 46.3% | 41 | -7.4% |
| 14 | Heikin-Ashi Trend ✓ | Weekly | 6.2% | 0.52 | -24.0% | 55.3% | 123 | -7.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Value (VLUE), ADX / DMI on the weekly 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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