The best indicator for Hedera (HBAR)
We backtested 382 indicators across daily, weekly and hourly charts on real Hedera (HBAR) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Hedera (HBAR) 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.
Delta Volume Rising (CVD proxy)
On the weekly chart, this is the strongest risk-adjusted edge we found for Hedera (HBAR) over ~6.8 years — beating buy-and-hold by 100.6% CAGR.
Hedera (HBAR) 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 Hedera (HBAR) — beating buy-and-hold by 42.9% 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 | Delta Volume Rising (CVD proxy) ✓ | Weekly | 111.8% | 1.06 | -64.0% | 48.4% | 31 | 100.6% |
| 2 | ZLEMA 30 Trend ✓ | Weekly | 71.3% | 0.93 | -48.3% | 52.9% | 17 | 60.2% |
| 3 | Woodie Pivots ✓ | Weekly | 80.1% | 0.92 | -66.4% | 43.1% | 72 | 68.9% |
| 4 | Hull MA 100 Trend ✓ | Daily | 58.0% | 0.91 | -62.4% | 44.7% | 47 | 59.0% |
| 5 | KDJ ✓ | Weekly | 75.9% | 0.89 | -63.4% | 42.9% | 28 | 64.7% |
| 6 | Disparity (5) ✓ | Weekly | 75.6% | 0.89 | -54.4% | 37.5% | 40 | 64.5% |
| 7 | Perfect Trend Line ✓ | Weekly | 75.8% | 0.89 | -53.5% | 45.0% | 40 | 64.7% |
| 8 | WMA 15/60 Cross ✓ | Daily | 54.2% | 0.88 | -61.3% | 38.5% | 26 | 55.3% |
| 9 | Rainbow MA ✓ | Weekly | 71.8% | 0.88 | -58.5% | 36.1% | 36 | 60.6% |
| 10 | Balance of Power ✓ | Weekly | 61.5% | 0.87 | -52.2% | 31.2% | 16 | 50.3% |
| 11 | Zero-Lag LSMA ✓ | Weekly | 61.5% | 0.87 | -79.9% | 47.1% | 17 | 50.4% |
| 12 | Ultimate Osc (4,8,16) ✓ | Weekly | 71.2% | 0.87 | -57.2% | 34.8% | 23 | 60.0% |
| 13 | ALMA 100 Trend ✓ | Daily | 51.6% | 0.86 | -74.6% | 32.7% | 52 | 52.7% |
| 14 | Least Squares MA ✓ | Weekly | 61.0% | 0.86 | -59.1% | 52.4% | 21 | 49.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Hedera (HBAR) lost money across the out-of-sample window in 344 of 344 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 Hedera (HBAR), Delta Volume Rising (CVD proxy) 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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