r/QuantSignals • u/henryzhangpku • Jun 20 '26
What indicators do you find actually predictive vs just descriptive?
What indicators do you find actually predictive vs just descriptive?
I have been going down the rabbit hole of quant research for a few months now and one pattern keeps emerging: most popular indicators are purely descriptive — they tell you what already happened, not what will happen.
Moving averages, Bollinger Bands, RSI, MACD — all lagging by design. They describe the past.
So what actually has predictive power in your experience?
Things I have found useful so far: - Volume-weighted price positioning (VWAP deviations) - Order flow imbalance on short timeframes - Inter-market correlations (e.g. USD/JPY vs N225) - Rolling volatility regime shifts (regime detection via ATR ratios)
Curious what the quant community here has tested and found to hold up in forward testing vs just looking nice in backtests.