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The best indicator for Blink

We backtested 382 indicators across daily, weekly and hourly charts on real Blink history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Trend · Daily

Vortex (7)

On the daily chart, this is the strongest risk-adjusted edge we found for Blink over ~16.5 years — beating buy-and-hold by 43.7% CAGR.

4.0%
CAGR
0.34
Sharpe
-99.5%
Max DD
37.8%
Win rate
1.23
Profit factor
+43.7%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
Vortex (7)
+43.7% · Sharpe 0.34
Weekly
Fisher Center-of-Gravity
+38.1% · Sharpe 0.28
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Pivot Points (Standard)Daily74.6%1.1-97.2%44.2%659114.3%
2Fibonacci PivotsDaily65.2%1.02-97.7%43.8%715104.9%
3Camarilla PivotsDaily48.5%0.87-98.6%44.8%87888.2%
4Ichimoku TK CrossDaily9.0%0.46-93.7%32.7%9848.8%
5MA EnvelopeDaily20.9%0.45-97.5%46.3%24460.7%
6Trend-Gated AsymmetricDaily9.6%0.42-59.6%39.1%2349.3%
7Keltner BreakoutDaily8.1%0.4-85.8%40.5%3747.8%
8Keltner 50 (x2.0)Daily6.7%0.37-80.5%40.0%6546.5%
9Keltner 10 (x1.5)Daily8.1%0.37-59.9%44.3%7947.8%
10Bollinger 30 (x2.0) BreakDaily7.8%0.37-72.4%39.7%7847.5%
11Chaikin Money FlowDaily6.0%0.36-84.5%43.3%12045.7%
12Keltner Mean-ReversionDaily12.7%0.35-93.4%57.4%4752.4%
13VWAP BandsDaily6.9%0.35-93.4%44.9%9846.6%
14Vortex (7) Daily4.0%0.34-99.5%37.8%34443.7%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Blink, Vortex (7) 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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