The best indicator for Bitcoin Strategy (BITO)
We backtested 382 indicators across daily, weekly and hourly charts on real Bitcoin Strategy (BITO) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Bitcoin Strategy (BITO) 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.
ZLEMA 200 Trend
On the daily chart, this is the strongest risk-adjusted edge we found for Bitcoin Strategy (BITO) over ~4.9 years — beating buy-and-hold by 34.8% CAGR.
Bitcoin Strategy (BITO) 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 Bitcoin Strategy (BITO) — beating buy-and-hold by 23.2% 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 | ZLEMA 200 Trend ✓ | Daily | 34.1% | 1.07 | -27.8% | 54.2% | 24 | 34.8% |
| 2 | On-Balance Volume ✓ | Weekly | 33.4% | 0.99 | -22.0% | 46.7% | 15 | 32.3% |
| 3 | Bollinger 30 (x2.0) Break ✓ | Daily | 15.0% | 0.99 | -12.7% | 59.3% | 27 | 15.7% |
| 4 | Relative Volatility Index ✓ | Weekly | 27.1% | 0.94 | -23.8% | 50.0% | 16 | 26.0% |
| 5 | Choppiness Index ✓ | Daily | 16.8% | 0.95 | -15.7% | 50.0% | 24 | 17.5% |
| 6 | DEMA 100 Trend ✓ | Daily | 27.0% | 0.94 | -26.0% | 51.7% | 29 | 27.7% |
| 7 | TEMA 100 Trend ✓ | Daily | 22.6% | 0.89 | -36.9% | 40.5% | 42 | 23.3% |
| 8 | TEMA 30 Trend ✓ | Weekly | 19.0% | 0.89 | -18.3% | 64.3% | 14 | 17.9% |
| 9 | Vertical Horizontal Filter | Daily | 17.2% | 0.84 | -22.1% | 47.8% | 23 | 17.9% |
| 10 | ROC (30) ✓ | Daily | 25.6% | 0.84 | -40.3% | 45.5% | 44 | 26.3% |
| 11 | CMO (30) ✓ | Daily | 25.6% | 0.84 | -40.3% | 45.5% | 44 | 26.3% |
| 12 | Momentum (30) ✓ | Daily | 25.6% | 0.84 | -40.3% | 45.5% | 44 | 26.3% |
| 13 | Volume Zone Oscillator ✓ | Weekly | 23.4% | 0.79 | -39.4% | 45.0% | 20 | 22.3% |
| 14 | Bollinger 10 (x1.5) Break ✓ | Weekly | 14.8% | 0.77 | -16.2% | 62.5% | 16 | 13.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Bitcoin Strategy (BITO) lost money across the out-of-sample window in 263 of 263 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 Bitcoin Strategy (BITO), ZLEMA 200 Trend 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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