The best indicator for Aave (AAVE)
We backtested 382 indicators across daily, weekly and hourly charts on real Aave (AAVE) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Aave (AAVE) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
SMC: Liquidity Sweep
On the daily chart, this is the strongest risk-adjusted edge we found for Aave (AAVE) over ~8.7 years — trailing buy-and-hold by 48.3% CAGR.
Aave (AAVE) on the daily chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Aave (AAVE) — trailing buy-and-hold by 60.3% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
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 | SMC: Liquidity Sweep ✓ | Daily | 45.1% | 0.89 | -77.0% | 66.7% | 33 | -48.3% |
| 2 | Chande Forecast Osc. | Daily | 42.3% | 0.87 | -71.2% | 42.9% | 231 | -51.1% |
| 3 | Donchian Midline ✓ | Daily | 40.8% | 0.85 | -58.1% | 41.5% | 106 | -52.6% |
| 4 | Zero-Lag MACD ✓ | Daily | 39.5% | 0.85 | -65.4% | 54.4% | 171 | -54.0% |
| 5 | Bullish Harami | Weekly | 34.7% | 0.77 | -43.6% | 52.2% | 23 | 14.5% |
| 6 | WMA 20/50 Cross ✓ | Daily | 32.3% | 0.76 | -61.8% | 50.0% | 24 | -61.1% |
| 7 | Detrended Price Osc. ✓ | Daily | 32.3% | 0.76 | -80.9% | 48.5% | 229 | -61.1% |
| 8 | Chaikin Money Flow | Daily | 33.7% | 0.76 | -68.1% | 45.0% | 111 | -59.8% |
| 9 | Williams %R (21) | Daily | 33.5% | 0.76 | -61.1% | 40.6% | 106 | -59.9% |
| 10 | Perfect Trend Line | Daily | 32.0% | 0.75 | -74.7% | 46.9% | 254 | -61.5% |
| 11 | Ehlers Reflex | Daily | 30.0% | 0.72 | -69.4% | 40.5% | 74 | -63.4% |
| 12 | Instantaneous Trendline ✓ | Weekly | 32.4% | 0.72 | -86.1% | 46.7% | 15 | 12.2% |
| 13 | Least Squares MA | Daily | 28.9% | 0.71 | -72.0% | 42.5% | 167 | -64.5% |
| 14 | Heikin-Ashi + EMA ✓ | Daily | 28.8% | 0.71 | -72.7% | 31.0% | 100 | -64.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Aave (AAVE) lost money across the out-of-sample window in 325 of 325 tests, so there is no positive benchmark to lever toward — clearing a negative bar is a much weaker claim than beating a real one, and we keep the two apart rather than counting it as a win. How we compute that
For Aave (AAVE), SMC: Liquidity Sweep on the daily 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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