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, out-of-sample, with costs.
Choppiness Index
On the daily chart, this is the strongest risk-adjusted edge we found for Bitcoin Strategy (BITO) over ~4.6 years — beating buy-and-hold by 23.6% CAGR.
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 | 31.7% | 1.01 | -27.8% | 52.4% | 21 | 39.0% |
| 2 | Choppiness Index ✓ | Daily | 16.4% | 0.92 | -15.7% | 52.2% | 23 | 23.6% |
| 3 | Bollinger 30 (x2.0) Break ✓ | Daily | 13.1% | 0.89 | -12.7% | 57.7% | 26 | 20.4% |
| 4 | DEMA 100 Trend ✓ | Daily | 23.8% | 0.85 | -26.0% | 50.0% | 28 | 31.1% |
| 5 | Bollinger 10 (x1.5) Break ✓ | Weekly | 20.9% | 1.03 | -8.4% | 58.3% | 12 | 26.2% |
| 6 | Vertical Horizontal Filter | Daily | 17.3% | 0.84 | -22.1% | 47.6% | 21 | 24.5% |
| 7 | TEMA 100 Trend ✓ | Daily | 19.5% | 0.8 | -36.9% | 40.5% | 37 | 26.8% |
| 8 | Trend-Gated Asymmetric ✓ | Daily | 15.1% | 0.76 | -23.0% | 57.9% | 19 | 22.4% |
| 9 | ROC (30) ✓ | Daily | 21.5% | 0.74 | -40.3% | 43.9% | 41 | 28.8% |
| 10 | CMO (30) ✓ | Daily | 21.5% | 0.74 | -40.3% | 43.9% | 41 | 28.8% |
| 11 | Momentum (30) ✓ | Daily | 21.5% | 0.74 | -40.3% | 43.9% | 41 | 28.8% |
| 12 | CCI (100) | Daily | 21.4% | 0.73 | -29.6% | 38.9% | 18 | 28.7% |
| 13 | Chaikin Volatility ✓ | Daily | 16.6% | 0.72 | -28.0% | 49.1% | 53 | 23.8% |
| 14 | Andean Oscillator | Daily | 17.2% | 0.68 | -39.0% | 33.3% | 21 | 24.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Bitcoin Strategy (BITO), Choppiness Index 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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