The best indicator for DAX (Germany)
We backtested 382 indicators across daily, weekly and hourly charts on real DAX (Germany) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
ROC (30)
On the weekly chart, this is the strongest risk-adjusted edge we found for DAX (Germany) over ~38.6 years — trailing buy-and-hold by 0.0% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for DAX (Germany) — trailing buy-and-hold by 5.4% 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 | ROC (30) ✓ | Weekly | 8.7% | 0.67 | -33.6% | 50.0% | 50 | 0.0% |
| 2 | CMO (30) ✓ | Weekly | 8.7% | 0.67 | -33.6% | 50.0% | 50 | 0.0% |
| 3 | Momentum (30) ✓ | Weekly | 8.7% | 0.67 | -33.6% | 50.0% | 50 | 0.0% |
| 4 | T3 200 Trend ✓ | Daily | 7.3% | 0.66 | -35.3% | 53.6% | 56 | -1.4% |
| 5 | Donchian 20 Break ✓ | Weekly | 8.5% | 0.66 | -27.6% | 76.5% | 17 | -0.2% |
| 6 | ROC (20) ✓ | Weekly | 8.3% | 0.65 | -29.8% | 48.7% | 78 | -0.4% |
| 7 | Momentum (20) ✓ | Weekly | 8.3% | 0.65 | -29.8% | 48.7% | 78 | -0.4% |
| 8 | Donchian 100 Break ✓ | Daily | 8.3% | 0.64 | -29.1% | 75.0% | 20 | -0.4% |
| 9 | Relative Volatility Index ✓ | Weekly | 8.9% | 0.63 | -40.9% | 60.9% | 87 | 0.2% |
| 10 | CCI (50) ✓ | Weekly | 8.1% | 0.63 | -34.0% | 51.5% | 33 | -0.5% |
| 11 | CMO (21) ✓ | Weekly | 7.8% | 0.63 | -27.3% | 55.6% | 81 | -0.8% |
| 12 | McGinley Dynamic ✓ | Weekly | 8.7% | 0.61 | -35.7% | 43.2% | 74 | 0.0% |
| 13 | McGinley 100 Trend ✓ | Daily | 8.8% | 0.6 | -42.0% | 33.6% | 107 | 0.1% |
| 14 | WMA 10/40 Cross ✓ | Weekly | 7.7% | 0.6 | -28.0% | 53.3% | 30 | -1.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For DAX (Germany), ROC (30) on the weekly timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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