The best indicator for Commodities (DBC)
We backtested 382 indicators across daily, weekly and hourly charts on real Commodities (DBC) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Chop Zone (EMA-34 angle)
On the weekly chart, this is the strongest risk-adjusted edge we found for Commodities (DBC) over ~20.4 years — beating buy-and-hold by 2.7% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Commodities (DBC) — beating buy-and-hold by 2.1% 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 | Chop Zone (EMA-34 angle) ✓ | Weekly | 5.0% | 0.56 | -19.4% | 66.7% | 15 | 2.7% |
| 2 | Vertical Horizontal Filter ✓ | Weekly | 4.8% | 0.54 | -17.4% | 40.0% | 25 | 2.5% |
| 3 | Piercing Line ✓ | Weekly | 3.7% | 0.54 | -12.8% | 59.1% | 22 | 1.4% |
| 4 | T3 10/40 Cross ✓ | Daily | 6.4% | 0.53 | -40.3% | 42.0% | 50 | 4.3% |
| 5 | Chaikin Volatility ✓ | Weekly | 4.4% | 0.51 | -18.9% | 54.1% | 61 | 2.1% |
| 6 | Volume Oscillator ✓ | Weekly | 4.7% | 0.5 | -31.2% | 42.9% | 42 | 2.4% |
| 7 | Volume Zone Oscillator ✓ | Weekly | 5.4% | 0.5 | -26.6% | 47.9% | 96 | 3.1% |
| 8 | Trend Regularity Adaptive MA ✓ | Daily | 5.5% | 0.48 | -31.4% | 37.0% | 119 | 3.4% |
| 9 | TRIMA 200 Trend ✓ | Daily | 5.2% | 0.48 | -34.9% | 29.7% | 37 | 3.1% |
| 10 | Acceleration Bands ✓ | Weekly | 4.3% | 0.48 | -21.3% | 38.6% | 44 | 2.0% |
| 11 | ALMA 200 Trend ✓ | Daily | 5.1% | 0.47 | -38.9% | 33.0% | 91 | 3.1% |
| 12 | Ehlers TrendFlex ✓ | Weekly | 5.4% | 0.47 | -33.7% | 39.1% | 23 | 3.1% |
| 13 | Positive Volume Index ✓ | Daily | 4.8% | 0.46 | -35.0% | 35.3% | 51 | 2.7% |
| 14 | ZLEMA 200 Trend ✓ | Daily | 4.9% | 0.46 | -25.1% | 40.8% | 120 | 2.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Commodities (DBC), Chop Zone (EMA-34 angle) 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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