The best indicator for Dash (DASH)
We backtested 382 indicators across daily, weekly and hourly charts on real Dash (DASH) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Range Filter
On the daily chart, this is the strongest risk-adjusted edge we found for Dash (DASH) over ~12.4 years — beating buy-and-hold by 46.1% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Dash (DASH) — beating buy-and-hold by 36.0% 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 | Range Filter ✓ | Daily | 30.0% | 0.75 | -54.1% | 44.9% | 167 | 46.1% |
| 2 | Supertrend Fast (10,2) ✓ | Daily | 33.3% | 0.74 | -75.0% | 36.4% | 66 | 49.4% |
| 3 | Supertrend (10,2) ✓ | Daily | 33.3% | 0.74 | -75.0% | 36.4% | 66 | 49.4% |
| 4 | Elder-Ray ✓ | Weekly | 28.9% | 0.73 | -32.2% | 44.0% | 25 | 55.7% |
| 5 | Adaptive Supertrend ✓ | Daily | 30.3% | 0.71 | -79.7% | 35.7% | 84 | 46.4% |
| 6 | Supertrend (7,2) ✓ | Daily | 30.9% | 0.71 | -77.5% | 35.8% | 67 | 47.0% |
| 7 | Keltner 10 (x1.5) ✓ | Daily | 21.4% | 0.67 | -37.5% | 47.3% | 74 | 37.5% |
| 8 | Bollinger 10 (x1.5) Break ✓ | Daily | 22.3% | 0.65 | -47.2% | 51.0% | 192 | 38.4% |
| 9 | B-Xtrender ✓ | Daily | 24.5% | 0.64 | -78.5% | 45.0% | 289 | 40.6% |
| 10 | Tweezer Bottom ✓ | Daily | 19.5% | 0.64 | -59.4% | 53.7% | 82 | 35.6% |
| 11 | Impulse MACD ✓ | Daily | 21.9% | 0.62 | -67.4% | 42.4% | 99 | 38.1% |
| 12 | KAMA 30 Trend ✓ | Daily | 21.1% | 0.59 | -79.6% | 33.6% | 116 | 37.2% |
| 13 | Super Smoother (Ehlers) ✓ | Daily | 20.6% | 0.59 | -87.1% | 39.2% | 194 | 36.7% |
| 14 | Chande Forecast Osc. ✓ | Daily | 19.8% | 0.58 | -82.6% | 40.9% | 337 | 35.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Dash (DASH), Range Filter 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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