The best indicator for AUD/JPY
We backtested 382 indicators across daily, weekly and hourly charts on real AUD/JPY history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where AUD/JPY 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.
Fisher Transform
On the daily chart, this is the strongest risk-adjusted edge we found for AUD/JPY over ~23.3 years — beating buy-and-hold by 10.4% CAGR.
AUD/JPY 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 AUD/JPY — beating buy-and-hold by 6.7% 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 | Fisher Transform ✓ | Daily | 12.0% | 1.24 | -35.4% | 37.9% | 588 | 10.4% |
| 2 | Parabolic SAR (fast) ✓ | Daily | 11.0% | 1.16 | -32.2% | 39.3% | 425 | 9.5% |
| 3 | DeMarker (7) ✓ | Daily | 9.1% | 1.04 | -24.5% | 39.7% | 423 | 7.6% |
| 4 | DMI Direction ✓ | Daily | 7.8% | 0.98 | -19.9% | 29.6% | 284 | 6.3% |
| 5 | Parabolic SAR ✓ | Daily | 9.0% | 0.97 | -32.8% | 44.8% | 259 | 7.5% |
| 6 | Woodies CCI ✓ | Daily | 6.7% | 0.86 | -21.9% | 40.5% | 486 | 5.2% |
| 7 | Vortex (7) ✓ | Daily | 7.4% | 0.82 | -29.8% | 40.8% | 429 | 5.8% |
| 8 | Impulse MACD ✓ | Daily | 4.7% | 0.8 | -10.6% | 37.0% | 338 | 3.1% |
| 9 | DeMarker (21) ✓ | Daily | 5.2% | 0.66 | -14.5% | 38.3% | 248 | 3.7% |
| 10 | ADXR ✓ | Daily | 3.5% | 0.58 | -14.4% | 36.4% | 162 | 2.0% |
| 11 | DeMarker (14) ✓ | Daily | 4.7% | 0.58 | -27.6% | 38.5% | 291 | 3.1% |
| 12 | Vortex ✓ | Daily | 4.5% | 0.54 | -22.6% | 38.1% | 294 | 3.0% |
| 13 | CCI (14) ✓ | Daily | 4.5% | 0.53 | -27.7% | 36.1% | 363 | 3.0% |
| 14 | CCI (30) ✓ | Daily | 4.4% | 0.53 | -14.8% | 31.0% | 229 | 2.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on AUD/JPY
25 of 566 tested setups beat buy-and-hold on AUD/JPY outright. Another 363 could get there with leverage they would survive — but 58 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Parabolic SAR (fast) | 1 | 1.12× | 10.62× |
| CCI Trend | 1 | 1.18× | 12.59× |
| Parabolic SAR | 1 | 1.25× | 11.32× |
| Ichimoku (fast) | 1 | 1.27× | 10.37× |
| Woodies CCI | 1 | 1.27× | 11.14× |
| Heikin-Ashi + EMA | 1 | 1.32× | 10.92× |
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 AUD/JPY, Fisher Transform 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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