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 over the full backtest, with costs, and checked out-of-sample.
Where Commodities (DBC) 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.
Piercing Line
On the weekly chart, this is the strongest risk-adjusted edge we found for Commodities (DBC) over ~20.7 years — beating buy-and-hold by 2.0% CAGR.
Commodities (DBC) on the weekly 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 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 | Piercing Line ✓ | Weekly | 4.8% | 0.64 | -12.8% | 59.1% | 22 | 2.0% |
| 2 | Volume Zone Oscillator ✓ | Weekly | 6.2% | 0.57 | -22.0% | 47.4% | 95 | 3.4% |
| 3 | Chop Zone (EMA-34 angle) ✓ | Weekly | 5.0% | 0.56 | -19.4% | 64.7% | 17 | 2.3% |
| 4 | T3 10/40 Cross ✓ | Daily | 6.7% | 0.55 | -40.3% | 43.1% | 51 | 4.2% |
| 5 | Vertical Horizontal Filter ✓ | Weekly | 4.7% | 0.52 | -17.4% | 42.9% | 28 | 1.9% |
| 6 | Positive Volume Index ✓ | Daily | 5.3% | 0.5 | -35.0% | 36.5% | 52 | 2.8% |
| 7 | TRIMA 200 Trend ✓ | Daily | 5.6% | 0.5 | -34.9% | 29.7% | 37 | 3.1% |
| 8 | Trend Regularity Adaptive MA ✓ | Daily | 5.6% | 0.49 | -31.4% | 38.2% | 123 | 3.1% |
| 9 | On-Balance Volume ✓ | Weekly | 5.6% | 0.49 | -33.1% | 37.5% | 72 | 2.8% |
| 10 | ALMA 200 Trend ✓ | Daily | 5.3% | 0.48 | -38.9% | 33.3% | 93 | 2.7% |
| 11 | WMA 10/40 Cross ✓ | Daily | 5.7% | 0.48 | -35.3% | 39.2% | 97 | 3.2% |
| 12 | Coppock Curve ✓ | Weekly | 5.6% | 0.48 | -37.3% | 36.0% | 25 | 2.9% |
| 13 | Pretty Good Oscillator ✓ | Weekly | 5.4% | 0.48 | -35.5% | 34.3% | 70 | 2.7% |
| 14 | Chaikin Volatility ✓ | Weekly | 4.1% | 0.48 | -18.9% | 52.5% | 61 | 1.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Commodities (DBC)
0 of 608 tested setups beat buy-and-hold on Commodities (DBC) outright. Another 344 could get there with leverage they would survive — but 244 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Sine-Weighted MA | — | 2.39× | 3.03× |
| QQE | — | 1.23× | 3.18× |
| Markov Regime | — | 1.54× | 2.93× |
| Aroon | — | 1.75× | 3.51× |
| Aroon Oscillator | — | 1.75× | 3.51× |
| Chaikin Money Flow | — | 1.76× | 2.85× |
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 Commodities (DBC), Piercing Line 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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