Indicator Predictability Analysis

43 technical indicators backtested across 456 Nifty 500 stocks.

What does this page tell me?

Win Rate %: % of signals that resulted in a gain. Above 50% = more wins.
G/L Ratio: Avg gain / avg loss. Above 1.0 = winners larger than losers.
Best: Top-right corner of scatter chart = high win rate AND high G/L.

Methodology: Long-only. Buy on signal next bar, sell on exit signal next bar. Returns = % change entry→exit close prices. Aggregated across all qualifying stocks.

Generated: 2026-06-15T17:50:19.770174 456 stocks, 43 indicators

Indicators Tested

456

Stocks Covered

72.9% (RSI-strict(20/80))

Best Win Rate

8.62 (SMA(200))

Best G/L Ratio

Win Rate Ranking

Higher = more signals result in a gain.

G/L Ratio Ranking

Above 1.0 = winners larger than losers on average.

Win Rate vs G/L Ratio (Scatter)

Best indicators: top-right corner. Each point = one indicator, coloured by category.

Full Results Table

rank	indicator	category	win_rate	gl_ratio	avg_gain	avg_loss	return_rate	n_trades	n_stocks
1	RSI-strict(20/80)	momentum	72.930	1.780	53.329	29.955	2.028	1,378	456
2	UltOsc(7,14,28)	momentum	72.360	3.981	98.644	24.780	3.604	2,844	456
3	RSI(14)	momentum	69.320	0.901	17.457	19.382	1.317	6,528	456
4	RSI-mild(40/60)	momentum	69.040	0.704	8.805	12.513	1.176	19,422	456
5	Keltner(20,1.5)	volatility	68.580	0.785	11.070	14.108	1.224	14,378	456
6	Bollinger Bands(20,2)	volatility	67.350	0.792	10.040	12.680	1.207	17,558	456
7	Stochastic(14,3)	momentum	67.000	0.740	7.132	9.640	1.166	39,488	456
8	Williams %R(14)	momentum	66.980	0.740	7.126	9.626	1.166	39,496	456
9	BB %B(20)	volatility	66.670	0.774	8.995	11.622	1.183	21,312	456
10	CMO(9)	momentum	66.660	0.766	8.227	10.744	1.177	30,513	456
11	CCI(20)	momentum	66.420	0.733	7.961	10.860	1.151	26,575	456
12	MFI(14)	momentum	66.180	0.956	13.483	14.101	1.295	9,524	456
13	StochRSI(14)	momentum	63.390	0.854	6.222	7.282	1.175	67,931	456
14	HistVol(20)	volatility	57.730	1.663	22.638	13.615	1.537	13,988	456
15	ChopIndex(14)	volatility	53.710	1.994	16.866	8.461	1.608	14,635	456
16	MassIndex(25,9)	volatility	50.340	1.423	9.642	6.777	1.220	9,858	456
17	VolOsc(5,10)	volume	48.830	1.304	4.692	3.598	1.125	160,583	456
18	ADX(14)	trend	47.610	2.426	16.767	6.912	1.631	23,659	456
19	CMF(20)	volume	46.600	1.742	6.910	3.968	1.278	71,018	456
20	Trix(15,9)	momentum	45.830	2.216	13.114	5.916	1.474	41,757	456
21	EoM(14)	volume	44.140	1.954	6.311	3.230	1.304	93,413	456
22	TEMA(20)	trend	43.850	1.674	4.838	2.890	1.173	183,611	456
23	HMA(20)	trend	43.770	1.660	4.861	2.928	1.165	185,047	456
24	ROC(9)	momentum	43.480	1.999	6.161	3.082	1.304	130,612	456
25	Momentum(10)	momentum	43.140	2.052	6.418	3.128	1.317	123,174	456
26	Aroon(25)	trend	43.000	2.975	17.786	5.978	1.710	34,044	456
27	Parabolic SAR	trend	42.950	1.965	9.454	4.811	1.274	74,745	456
28	OBV(20MA)	volume	42.840	2.299	8.587	3.734	1.413	91,705	456
29	Donchian(20)	volatility	42.710	3.705	31.668	8.548	2.009	17,485	456
30	DEMA(20)	trend	42.350	1.894	5.407	2.854	1.226	158,943	456
31	TSI(25,13)	momentum	42.100	2.432	11.553	4.751	1.445	58,601	456
32	MACD(12,26,9)	momentum	42.040	2.339	10.499	4.490	1.404	68,822	456
33	SuperTrend(10,3)	trend	41.710	3.410	27.886	8.177	1.839	19,668	456
34	WMA(20)	trend	40.740	2.229	6.433	2.886	1.316	128,324	456
35	PVT(20MA)	volume	40.720	2.798	12.666	4.527	1.546	63,299	456
36	SMA(20)	trend	40.030	2.570	8.003	3.114	1.429	100,396	456
37	Awesome Osc(5,34)	momentum	39.820	3.476	18.111	5.211	1.782	36,714	456
38	EMA(20)	trend	39.790	2.570	7.441	2.895	1.421	111,628	456
39	DPO(21)	momentum	38.630	3.389	12.352	3.645	1.695	60,244	456
40	EMA(50)	trend	36.900	3.742	11.892	3.178	1.750	67,715	456
41	SMA(50)	trend	36.350	3.882	13.270	3.418	1.774	58,362	456
42	EMA(200)	trend	32.740	7.673	27.603	3.597	2.840	31,710	456
43	SMA(200)	trend	32.090	8.617	32.247	3.742	3.086	25,215	456

Static snapshot · Generated 30 Jun 2026, 08:03 · Source: Nifty 500 PostgreSQL ML Pipeline · ← Back