The best indicator for HTX DAO (HTX)
We backtested 382 indicators across daily, weekly and hourly charts on real HTX DAO (HTX) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where HTX DAO (HTX) 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.
Buy & hold won
No indicator we tested on HTX DAO (HTX) held up over the full backtest and in the out-of-sample check. Honest answer: for this one, the edge is patience.
HTX DAO (HTX) 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.
Chart by TradingView. Loading it contacts tradingview.com, which may set its own cookies — see our privacy policy.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for HTX DAO (HTX) — trailing buy-and-hold by 0.4% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Projection Bands | Daily | 231.5% | 1.34 | -50.0% | 36.4% | 11 | 235.3% |
| 2 | Pivot Points (Standard) | Daily | 231.7% | 1.34 | -50.0% | 40.0% | 10 | 235.5% |
| 3 | Fibonacci Pivots | Daily | 231.7% | 1.34 | -50.0% | 40.0% | 10 | 235.5% |
| 4 | Camarilla Pivots | Daily | 187.6% | 1.24 | -50.0% | 30.0% | 10 | 191.4% |
| 5 | MA Envelope | Daily | 219.3% | 1.34 | -14.1% | 44.4% | 9 | 223.1% |
| 6 | Instantaneous Trendline | Daily | 6.9% | 0.5 | -67.2% | 11.8% | 17 | 10.7% |
| 7 | Laguerre RSI | Daily | 42.3% | 0.71 | -0.6% | 25.0% | 8 | 46.1% |
| 8 | Ehlers Cyber Cycle | Daily | -4.7% | 0.33 | -58.1% | 13.6% | 22 | -0.9% |
| 9 | Detrended Price Osc. | Daily | -0.5% | 0.41 | -75.2% | 8.3% | 12 | 3.3% |
| 10 | Lorentzian Classification | Daily | 10.5% | 0.49 | -1.2% | 0.0% | 10 | 14.3% |
| 11 | Stochastic RSI | Daily | -0.5% | 0.44 | -50.0% | 9.1% | 11 | 3.3% |
| 12 | Williams Alligator | Daily | 6.3% | 0.47 | -50.2% | 10.0% | 10 | 10.1% |
| 13 | Fisher Center-of-Gravity | Weekly | 28.3% | 0.6 | -1.4% | 9.1% | 11 | 46.8% |
| 14 | Relative Vigor Index | Daily | -0.5% | 0.41 | -50.9% | 18.2% | 11 | 3.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on HTX DAO (HTX) lost money across the out-of-sample window in 6 of 6 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
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