Home / Assets / Grayscale Bitcoin
ETF

The best indicator for Grayscale Bitcoin

We backtested 382 indicators across daily, weekly and hourly charts on real Grayscale Bitcoin history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Trend · Daily

FRAMA 30 Trend

On the daily chart, this is the strongest risk-adjusted edge we found for Grayscale Bitcoin over ~11.1 years — beating buy-and-hold by 26.9% CAGR.

77.2%
CAGR
1.35
Sharpe
-62.5%
Max DD
42.1%
Win rate
1.94
Profit factor
+26.9%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
FRAMA 30 Trend
+26.9% · Sharpe 1.35
Weekly
Donchian Midline
+27.1% · Sharpe 1.17
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1FRAMA 30 Trend Daily77.2%1.35-62.5%42.1%28526.9%
2Force Index Daily80.8%1.3-63.8%41.8%14630.4%
3Ichimoku Cloud Daily76.6%1.23-52.8%48.1%5426.2%
4Acceleration Bands Daily62.2%1.22-53.7%51.3%11911.8%
5Hull MA 30 Trend Daily66.0%1.21-60.3%44.2%16315.7%
6EMA Cascade Rider Daily71.3%1.2-50.8%44.7%3821.0%
7Relative Momentum Index Daily73.9%1.19-72.6%50.0%4223.5%
8Chaikin Volatility Daily61.1%1.19-68.5%50.0%12610.8%
9FRAMA 100 Trend Daily67.7%1.19-65.4%43.2%26417.4%
10EMA 9/26 Cross Daily71.9%1.18-68.6%40.9%4421.5%
11CCI (100) Daily74.6%1.18-69.4%43.6%3924.3%
12J_TPO Daily65.7%1.18-71.2%42.3%15615.3%
13Guppy Multiple MA Daily71.9%1.17-74.4%36.4%3321.6%
14Triangular MA Daily68.7%1.17-77.9%43.0%14218.3%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Grayscale Bitcoin, FRAMA 30 Trend 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 etf

Free · no spam

Get the weekly edge report

The best-performing indicator per asset, what changed this week, and the honest caveats — straight to your inbox.