The best indicator for CHF/JPY
We backtested 382 indicators across daily, weekly and hourly charts on real CHF/JPY history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where CHF/JPY 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.
Fisher Transform
On the daily chart, this is the strongest risk-adjusted edge we found for CHF/JPY over ~23.2 years — beating buy-and-hold by 6.2% CAGR.
CHF/JPY 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 CHF/JPY — beating buy-and-hold by 6.1% 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 | Fisher Transform ✓ | Daily | 10.0% | 1.2 | -27.6% | 39.1% | 558 | 6.2% |
| 2 | Parabolic SAR (fast) ✓ | Daily | 8.7% | 1.05 | -31.3% | 40.4% | 448 | 4.9% |
| 3 | Parabolic SAR ✓ | Daily | 8.0% | 0.97 | -26.1% | 41.4% | 278 | 4.2% |
| 4 | DeMarker (7) ✓ | Daily | 7.6% | 0.95 | -29.9% | 38.0% | 416 | 3.8% |
| 5 | DMI Direction ✓ | Daily | 7.3% | 0.92 | -25.7% | 33.7% | 273 | 3.5% |
| 6 | Vortex (7) ✓ | Daily | 6.4% | 0.81 | -28.6% | 38.7% | 426 | 2.6% |
| 7 | Woodies CCI ✓ | Daily | 5.3% | 0.7 | -31.5% | 36.3% | 493 | 1.4% |
| 8 | DeMarker (14) ✓ | Daily | 4.7% | 0.62 | -35.3% | 35.6% | 295 | 0.9% |
| 9 | DeMarker (21) ✓ | Daily | 4.5% | 0.59 | -33.2% | 34.1% | 267 | 0.7% |
| 10 | Vortex ✓ | Daily | 4.5% | 0.58 | -30.2% | 39.7% | 295 | 0.6% |
| 11 | Random Walk Index ✓ | Daily | 4.3% | 0.56 | -30.4% | 38.7% | 297 | 0.5% |
| 12 | Impulse MACD ✓ | Daily | 3.5% | 0.56 | -38.1% | 35.7% | 378 | -0.4% |
| 13 | CCI (14) ✓ | Daily | 4.4% | 0.56 | -27.4% | 36.8% | 359 | 0.6% |
| 14 | Random Walk Index ✓ | Daily | 4.3% | 0.56 | -30.4% | 38.7% | 297 | 0.5% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on CHF/JPY
6 of 556 tested setups beat buy-and-hold on CHF/JPY outright. Another 408 could get there with leverage they would survive — but 46 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Parabolic SAR | 1 | 2.16× | 14.52× |
| DMI Direction | 1 | 2.16× | 21.51× |
| Parabolic SAR (fast) | 1 | 2.71× | 18.85× |
| Vortex (7) | 1 | 2.79× | 15.05× |
| Fisher Transform | 1 | 3.28× | 20.3× |
| DeMarker (7) | 1 | 3.39× | 17.02× |
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 CHF/JPY, Fisher Transform 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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