The best indicator for Flow
We backtested 382 indicators across daily, weekly and hourly charts on real Flow history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Flow 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.
T3 10/40 Cross
On the daily chart, this is the strongest risk-adjusted edge we found for Flow over ~8.2 years — beating buy-and-hold by 42.1% CAGR.
Flow 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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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 | Coral Trend | Daily | 19.3% | 0.57 | -69.3% | 32.5% | 40 | 67.4% |
| 2 | Adaptive Supertrend | Daily | 16.4% | 0.53 | -70.3% | 33.3% | 51 | 64.5% |
| 3 | Supertrend (10,3) | Daily | 13.2% | 0.49 | -75.3% | 33.3% | 24 | 61.3% |
| 4 | Kaufman Adaptive MA | Daily | 13.3% | 0.49 | -82.0% | 36.0% | 114 | 61.4% |
| 5 | Supertrend (7,3) | Daily | 11.2% | 0.47 | -73.8% | 28.0% | 25 | 59.3% |
| 6 | Chaikin Volatility | Daily | 10.7% | 0.44 | -73.7% | 36.2% | 69 | 58.8% |
| 7 | Trend Magic | Daily | 9.0% | 0.42 | -76.5% | 37.5% | 104 | 57.1% |
| 8 | ADX / DMI | Daily | 7.5% | 0.4 | -78.5% | 31.0% | 42 | 55.6% |
| 9 | Supertrend Fast (10,2) | Daily | 6.0% | 0.39 | -79.5% | 34.1% | 41 | 54.1% |
| 10 | Pascal's Weighted MA | Daily | 8.3% | 0.39 | -61.1% | 33.8% | 77 | 56.4% |
| 11 | Supertrend (10,2) | Daily | 6.0% | 0.39 | -79.5% | 34.1% | 41 | 54.1% |
| 12 | G-Channel | Daily | 7.4% | 0.37 | -61.5% | 35.5% | 31 | 55.5% |
| 13 | Jurik MA (approx.) | Weekly | 5.5% | 0.37 | -64.7% | 35.0% | 20 | 69.2% |
| 14 | Range Filter | Weekly | 19.9% | 0.61 | -26.7% | 33.3% | 9 | 83.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Flow lost money across the out-of-sample window in 292 of 292 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 Flow, T3 10/40 Cross 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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