The best indicator for Brent Crude (BZ)
We backtested 382 indicators across daily, weekly and hourly charts on real Brent Crude (BZ) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Brent Crude (BZ) 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.
Bandpass Oscillator
On the weekly chart, this is the strongest risk-adjusted edge we found for Brent Crude (BZ) over ~18.9 years — beating buy-and-hold by 12.6% CAGR.
Brent Crude (BZ) on the weekly 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 Brent Crude (BZ) — beating buy-and-hold by 8.3% 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 | Bandpass Oscillator ✓ | Weekly | 13.8% | 0.67 | -35.5% | 46.5% | 43 | 12.6% |
| 2 | Klinger Oscillator ✓ | Weekly | 11.9% | 0.6 | -55.8% | 48.1% | 81 | 10.7% |
| 3 | DEMA 20/50 Cross ✓ | Daily | 12.3% | 0.58 | -57.0% | 47.1% | 68 | 11.2% |
| 4 | Holt Double-Exp MA ✓ | Weekly | 9.2% | 0.54 | -61.0% | 49.4% | 83 | 8.0% |
| 5 | Hammer ✓ | Weekly | 4.9% | 0.53 | -14.6% | 65.2% | 23 | 3.7% |
| 6 | Least Squares MA ✓ | Weekly | 10.1% | 0.52 | -54.2% | 51.5% | 66 | 9.0% |
| 7 | SMA 10/30 Cross ✓ | Daily | 10.2% | 0.51 | -41.7% | 42.1% | 76 | 9.1% |
| 8 | Hull MA Trend ✓ | Weekly | 9.3% | 0.5 | -51.0% | 42.9% | 49 | 8.1% |
| 9 | FRAMA 10/30 Cross ✓ | Weekly | 9.2% | 0.5 | -50.7% | 46.4% | 56 | 8.1% |
| 10 | Parabolic SAR (fast) ✓ | Weekly | 9.4% | 0.5 | -45.1% | 46.8% | 62 | 8.2% |
| 11 | KAMA 30 Trend ✓ | Weekly | 8.9% | 0.5 | -48.5% | 37.8% | 37 | 7.8% |
| 12 | Ichimoku TK Cross ✓ | Daily | 9.5% | 0.49 | -49.7% | 46.4% | 97 | 8.3% |
| 13 | Parabolic SAR ✓ | Weekly | 8.9% | 0.49 | -51.9% | 52.3% | 44 | 7.8% |
| 14 | Fisher Transform ✓ | Weekly | 9.4% | 0.49 | -46.8% | 48.2% | 85 | 8.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Brent Crude (BZ)
13 of 601 tested setups beat buy-and-hold on Brent Crude (BZ) outright. Another 139 could get there with leverage they would survive — but 276 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Connors RSI | 2 | none needed | 6.23× |
| MA Envelope | 1 | 1.35× | 4.81× |
| Projection Bands | 1 | 1.35× | 5.62× |
| Vortex | 1 | none needed | 2.27× |
| VWMA vs Price | 1 | none needed | 2.11× |
| Bollinger %B | 1 | none needed | 2.05× |
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 Brent Crude (BZ), Bandpass Oscillator on the weekly 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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