The best indicator for Aster (ASTER)
We backtested 366 indicators across daily, weekly and hourly charts on real Aster (ASTER) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Parabolic SAR
On the daily chart, this is the strongest risk-adjusted edge we found for Aster (ASTER) over ~1.1 years — beating buy-and-hold by 39.4% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Aster (ASTER) — beating buy-and-hold by 37.7% 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 | Ehlers Relative Vigor | Daily | -28.8% | 0.85 | -89.6% | 18.2% | 22 | 71.0% |
| 2 | Stochastic (10,3) | Daily | -61.3% | 0.83 | -93.6% | 35.7% | 28 | 38.5% |
| 3 | Connors RSI-2 | Daily | -74.0% | 0.84 | -92.1% | 28.6% | 14 | 25.8% |
| 4 | Detrended Price Osc. | Daily | -85.8% | 0.74 | -97.5% | 12.5% | 24 | 14.0% |
| 5 | Ehlers Cyber Cycle | Daily | -80.4% | 0.71 | -98.1% | 23.8% | 21 | 19.4% |
| 6 | Ultimate Osc (4,8,16) | Daily | 25.3% | 0.65 | -79.6% | 13.3% | 15 | 125.0% |
| 7 | Perfect Trend Line | Daily | 21.5% | 0.65 | -77.6% | 44.4% | 18 | 121.2% |
| 8 | Connors RSI | Daily | -85.3% | 0.77 | -92.7% | 16.7% | 12 | 14.5% |
| 9 | Jurik MA (approx.) | Daily | 21.4% | 0.64 | -73.9% | 35.7% | 14 | 121.1% |
| 10 | ROC (5) | Daily | -8.2% | 0.59 | -84.0% | 25.0% | 20 | 91.5% |
| 11 | Williams %R (7) | Daily | 92.8% | 0.79 | -64.0% | 45.5% | 11 | 192.6% |
| 12 | MBFX Timing | Daily | 92.8% | 0.79 | -64.0% | 45.5% | 11 | 192.6% |
| 13 | Chande Forecast Osc. | Daily | -94.1% | 0.57 | -99.0% | 28.0% | 25 | 5.6% |
| 14 | Camarilla Pivots | Daily | -92.3% | 0.52 | -96.0% | 24.0% | 50 | 7.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Aster (ASTER), Parabolic SAR on the daily 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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