The best indicator for Immutable
We backtested 382 indicators across daily, weekly and hourly charts on real Immutable history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Perfect Trend Line
On the daily chart, this is the strongest risk-adjusted edge we found for Immutable over ~1.8 years — beating buy-and-hold by 23.2% CAGR.
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 | Stochastic Fast (5,3) | Daily | 15.9% | 0.97 | -93.2% | 35.2% | 54 | 112.7% |
| 2 | MA Envelope | Daily | 176.4% | 0.92 | -95.1% | 47.1% | 17 | 273.3% |
| 3 | CCI Trend | Daily | -60.0% | 0.9 | -99.0% | 37.5% | 16 | 36.9% |
| 4 | Stochastic (10,3) | Daily | -42.7% | 0.9 | -94.6% | 36.2% | 47 | 54.2% |
| 5 | CCI (14) | Daily | -65.7% | 0.89 | -99.4% | 33.3% | 24 | 31.2% |
| 6 | Vortex | Daily | -70.0% | 0.88 | -99.5% | 31.6% | 19 | 26.9% |
| 7 | Random Walk Index | Daily | -70.0% | 0.88 | -99.5% | 31.6% | 19 | 26.9% |
| 8 | Ehlers Relative Vigor | Daily | -4.5% | 0.88 | -92.7% | 27.0% | 37 | 92.4% |
| 9 | Random Walk Index | Daily | -70.0% | 0.88 | -99.5% | 31.6% | 19 | 26.9% |
| 10 | Vortex (7) | Daily | -57.7% | 0.87 | -97.7% | 35.5% | 31 | 39.2% |
| 11 | DeMarker (21) | Daily | -77.0% | 0.86 | -99.6% | 33.3% | 18 | 19.9% |
| 12 | Bullish Engulfing | Daily | 4.9% | 0.86 | -86.8% | 52.9% | 17 | 101.8% |
| 13 | Williams Alligator | Daily | -45.2% | 0.85 | -97.8% | 26.7% | 15 | 51.7% |
| 14 | QQE | Daily | -81.7% | 0.85 | -99.8% | 29.6% | 27 | 15.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Immutable, Perfect Trend Line 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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