The best indicator for EUR/CHF
We backtested 382 indicators across daily, weekly and hourly charts on real EUR/CHF history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where EUR/CHF 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.
DMI Direction
On the daily chart, this is the strongest risk-adjusted edge we found for EUR/CHF over ~24.4 years — beating buy-and-hold by 3.5% CAGR.
EUR/CHF 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 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 | 1.8% | 0.43 | -12.1% | 22.7% | 256 | 3.5% |
| 2 | ADXR ✓ | Daily | 1.4% | 0.37 | -7.6% | 27.0% | 163 | 3.1% |
| 3 | Fisher Transform ✓ | Daily | 1.2% | 0.29 | -30.2% | 26.8% | 604 | 3.0% |
| 4 | MA Envelope ✓ | Daily | 1.1% | 0.31 | -13.5% | 64.3% | 14 | 2.9% |
| 5 | Parabolic SAR (fast) ✓ | Daily | 1.1% | 0.27 | -28.3% | 28.8% | 455 | 2.9% |
| 6 | Keltner Mean-Reversion ✓ | Weekly | 0.9% | 0.25 | -11.6% | 73.3% | 15 | 2.7% |
| 7 | Nadaraya-Watson Envelope ✓ | Weekly | 1.0% | 0.35 | -4.7% | 77.8% | 9 | 2.8% |
| 8 | ADX Strong Trend ✓ | Daily | 0.4% | 0.19 | -8.2% | 31.8% | 85 | 2.2% |
| 9 | MA Envelope ✓ | Weekly | 0.7% | 0.2 | -14.1% | 64.3% | 14 | 2.6% |
| 10 | Parabolic SAR ✓ | Daily | 0.6% | 0.16 | -31.8% | 26.7% | 285 | 2.4% |
| 11 | Nadaraya-Watson Envelope | Daily | 0.5% | 0.16 | -10.2% | 40.0% | 35 | 2.2% |
| 12 | Markov Regime ✓ | Daily | 0.4% | 0.15 | -11.6% | 47.4% | 19 | 2.1% |
| 13 | Markov Regime (Confirmed) ✓ | Daily | 0.4% | 0.15 | -11.6% | 47.4% | 19 | 2.1% |
| 14 | DeMarker (7) ✓ | Daily | 0.3% | 0.09 | -31.0% | 24.5% | 453 | 2.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on EUR/CHF lost money across the out-of-sample window in 550 of 550 tests, so there is no positive benchmark to lever toward — clearing a negative bar is a much weaker claim than beating a real one, and we keep the two apart rather than counting it as a win. How we compute that
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.
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