The best indicator for US Agg Bond (AGG)
We backtested 382 indicators across daily, weekly and hourly charts on real US Agg Bond (AGG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where US Agg Bond (AGG) 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.
Relative Volatility Index
On the weekly chart, this is the strongest risk-adjusted edge we found for US Agg Bond (AGG) over ~22.8 years — beating buy-and-hold by 0.2% CAGR.
US Agg Bond (AGG) on the weekly 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 US Agg Bond (AGG) — trailing buy-and-hold by 0.8% 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 | Relative Volatility Index ✓ | Weekly | 3.3% | 0.83 | -6.9% | 48.6% | 35 | 0.2% |
| 2 | Instantaneous Trendline ✓ | Weekly | 2.6% | 0.71 | -8.9% | 53.8% | 39 | -0.5% |
| 3 | Ichimoku Cloud ✓ | Weekly | 2.6% | 0.69 | -6.7% | 43.5% | 23 | -0.5% |
| 4 | Trend Regularity Adaptive MA ✓ | Weekly | 2.4% | 0.69 | -5.5% | 53.1% | 32 | -0.7% |
| 5 | Hull Suite ✓ | Weekly | 2.3% | 0.67 | -6.5% | 60.0% | 20 | -0.7% |
| 6 | EMA 13/48 Cross ✓ | Daily | 2.3% | 0.66 | -7.8% | 42.9% | 56 | -0.7% |
| 7 | McGinley 10/30 Cross ✓ | Daily | 2.4% | 0.66 | -11.8% | 46.2% | 39 | -0.7% |
| 8 | SMA 15/60 Cross ✓ | Daily | 2.4% | 0.66 | -9.6% | 61.7% | 47 | -0.7% |
| 9 | TRIX (21) ✓ | Daily | 2.4% | 0.66 | -9.6% | 60.5% | 43 | -0.7% |
| 10 | Vortex ✓ | Weekly | 2.3% | 0.65 | -9.2% | 57.9% | 38 | -0.8% |
| 11 | KAMA 100 Trend ✓ | Weekly | 2.4% | 0.65 | -10.4% | 40.6% | 32 | -0.7% |
| 12 | CCI (14) ✓ | Weekly | 2.2% | 0.65 | -5.5% | 46.9% | 64 | -0.9% |
| 13 | EMA 20/50 Cross ✓ | Daily | 2.3% | 0.64 | -11.3% | 57.9% | 38 | -0.8% |
| 14 | SMA 20/50 Cross ✓ | Daily | 2.3% | 0.64 | -9.6% | 56.1% | 57 | -0.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on US Agg Bond (AGG)
48 of 616 tested setups beat buy-and-hold on US Agg Bond (AGG) outright. Another 113 could get there with leverage they would survive — but 0 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| MACD-V | 1 | 8.0× | 12.17× |
| SMA 20/50 Cross | 1 | none needed | 10.42× |
| DEMA 20/50 Cross | 1 | none needed | 13.33× |
| Supertrend Fast (10,2) | 1 | none needed | 12.67× |
| Vortex | 1 | none needed | 8.5× |
| Balance of Power | 1 | none needed | 9.45× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For US Agg Bond (AGG), Relative Volatility Index on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — 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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