The best indicator for Brent Crude (BZ)
We backtested 366 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.
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.
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.
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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