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 over the full backtest, with costs, and checked out-of-sample.
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 ~23.6 years — beating buy-and-hold by 6.5% 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% | 38.9% | 563 | 6.5% |
| 2 | Parabolic SAR (fast) ✓ | Daily | 8.6% | 1.05 | -31.3% | 40.2% | 453 | 5.2% |
| 3 | Parabolic SAR ✓ | Daily | 7.9% | 0.96 | -26.1% | 40.9% | 281 | 4.4% |
| 4 | DeMarker (7) ✓ | Daily | 7.5% | 0.94 | -29.9% | 37.8% | 421 | 4.0% |
| 5 | DMI Direction ✓ | Daily | 7.2% | 0.92 | -25.7% | 33.5% | 275 | 3.7% |
| 6 | Vortex (7) ✓ | Daily | 6.3% | 0.79 | -28.6% | 38.4% | 432 | 2.8% |
| 7 | Woodies CCI ✓ | Daily | 5.2% | 0.69 | -31.5% | 36.1% | 499 | 1.7% |
| 8 | DeMarker (14) ✓ | Daily | 4.6% | 0.61 | -35.3% | 35.2% | 298 | 1.2% |
| 9 | DeMarker (21) ✓ | Daily | 4.4% | 0.57 | -33.2% | 33.5% | 272 | 0.9% |
| 10 | Vortex ✓ | Daily | 4.3% | 0.56 | -30.2% | 39.0% | 300 | 0.8% |
| 11 | ADXR ✓ | Daily | 3.7% | 0.55 | -21.1% | 36.1% | 180 | 0.3% |
| 12 | Impulse MACD ✓ | Daily | 3.4% | 0.55 | -38.1% | 35.6% | 379 | -0.1% |
| 13 | CCI (14) ✓ | Daily | 4.3% | 0.55 | -27.4% | 36.8% | 364 | 0.8% |
| 14 | Random Walk Index ✓ | Daily | 4.2% | 0.54 | -30.4% | 38.2% | 301 | 0.7% |
✓ = 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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