Money Flow Index strategies in our lab
Volume-weighted momentum strategies using the Money Flow Index.
Variants tested
3
Passed all gates
0
Honest losses
3
What is Money Flow Index?
MFI (Money Flow Index) is RSI with volume weighting. Conceptually the same overbought/oversold signal but with volume confirmation built in.
Honest losses (autopsies)
Money Flow Index variants that did not survive the gates. We publish these because most public backtest libraries only show wins — we think the failures matter more for calibrating your expectations.
CCI + MFI Double Dip: Restored But Still On Watch
Oversold combo passed forward test but failed strict backtest gates. Restored to observation while we fix the regime framework.
MFI+RSI double oversold: killed by negative validation Sharpe
Dual oscillator mean reversion looked promising early but negative Sharpe and insufficient validation trades killed it at audit.
Williams %R + MFI mean-reversion killed by gate audit
Mean-reversion entry on oversold Williams %R and MFI failed strict gates with -1.90 Sharpe, killed after 19 forward trades.
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Browse the full survivor registry or explore other indicator families: RSI, SMA crossover, Bollinger Bands, MACD, ADX regime filter.