The best indicator for EUR/CHF
We backtested 366 indicators across daily, weekly and hourly charts on real EUR/CHF history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
DMI Direction
On the daily chart, this is the strongest risk-adjusted edge we found for EUR/CHF over ~24.1 years — beating buy-and-hold by 3.6% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for EUR/CHF — beating buy-and-hold by 3.0% 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 | DMI Direction ✓ | Daily | 1.7% | 0.41 | -12.1% | 21.4% | 252 | 3.6% |
| 2 | ADXR ✓ | Daily | 1.3% | 0.36 | -7.6% | 26.2% | 160 | 3.3% |
| 3 | MA Envelope ✓ | Daily | 1.1% | 0.32 | -13.5% | 64.3% | 14 | 3.1% |
| 4 | Fisher Transform ✓ | Daily | 1.1% | 0.27 | -30.2% | 26.6% | 595 | 3.0% |
| 5 | Parabolic SAR (fast) ✓ | Daily | 1.0% | 0.25 | -28.3% | 28.3% | 449 | 2.9% |
| 6 | Keltner Mean-Reversion ✓ | Weekly | 0.9% | 0.25 | -11.6% | 73.3% | 15 | 2.9% |
| 7 | ADX Strong Trend ✓ | Daily | 0.5% | 0.22 | -8.2% | 32.1% | 81 | 2.4% |
| 8 | Nadaraya-Watson Envelope ✓ | Weekly | 1.0% | 0.35 | -4.7% | 77.8% | 9 | 3.0% |
| 9 | MA Envelope ✓ | Weekly | 0.7% | 0.2 | -14.1% | 64.3% | 14 | 2.7% |
| 10 | Nadaraya-Watson Envelope | Daily | 0.5% | 0.16 | -10.2% | 40.0% | 35 | 2.4% |
| 11 | Markov Regime ✓ | Daily | 0.4% | 0.15 | -11.6% | 47.4% | 19 | 2.3% |
| 12 | Markov Regime (Confirmed) ✓ | Daily | 0.4% | 0.15 | -11.6% | 47.4% | 19 | 2.3% |
| 13 | Parabolic SAR ✓ | Daily | 0.5% | 0.14 | -31.8% | 25.9% | 282 | 2.4% |
| 14 | ADX / DMI ✓ | Daily | 0.2% | 0.07 | -19.6% | 25.5% | 141 | 2.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For EUR/CHF, DMI Direction 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.
More forex
Get the weekly edge report
The best-performing indicator per asset, what changed this week, and the honest caveats — straight to your inbox.