The best indicator for US Agg Bond (AGG)
We backtested 366 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.
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.
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.
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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