The best indicator for Injective (INJ)
We backtested 382 indicators across daily, weekly and hourly charts on real Injective (INJ) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where Injective (INJ) 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.
Holt Double-Exp MA
On the weekly chart, this is the strongest risk-adjusted edge we found for Injective (INJ) over ~5.7 years — beating buy-and-hold by 70.4% CAGR.
Injective (INJ) 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 3 agree was the strongest confluence setup we found for Injective (INJ) — trailing buy-and-hold by 2.9% 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 | Holt Double-Exp MA ✓ | Weekly | 107.1% | 1.23 | -80.4% | 50.0% | 20 | 70.4% |
| 2 | ROC (5) ✓ | Weekly | 111.7% | 1.23 | -73.7% | 37.5% | 24 | 75.0% |
| 3 | Ehlers SuperSmoother ✓ | Weekly | 110.1% | 1.21 | -76.0% | 42.5% | 40 | 73.4% |
| 4 | Range Filter ✓ | Weekly | 85.0% | 1.17 | -38.0% | 70.6% | 17 | 48.3% |
| 5 | Perfect Trend Line ✓ | Weekly | 97.8% | 1.17 | -77.5% | 51.6% | 31 | 61.1% |
| 6 | Gaussian Channel | Weekly | 93.8% | 1.15 | -69.0% | 31.2% | 16 | 57.1% |
| 7 | Delta Volume Rising (CVD proxy) | Weekly | 90.4% | 1.15 | -88.7% | 52.0% | 25 | 53.7% |
| 8 | Kaufman Adaptive MA | Weekly | 92.4% | 1.14 | -70.8% | 53.3% | 15 | 55.7% |
| 9 | Regularized EMA | Weekly | 88.5% | 1.12 | -68.4% | 33.3% | 15 | 51.8% |
| 10 | Ehlers Stochastic ✓ | Daily | 76.0% | 1.11 | -80.8% | 50.0% | 46 | 49.3% |
| 11 | Woodie Pivots | Weekly | 90.2% | 1.11 | -85.1% | 43.5% | 62 | 53.5% |
| 12 | Stochastic Fast (5,3) ✓ | Weekly | 87.2% | 1.1 | -81.7% | 52.5% | 40 | 50.4% |
| 13 | Williams %R (7) ✓ | Weekly | 80.8% | 1.07 | -75.0% | 48.0% | 25 | 44.1% |
| 14 | MBFX Timing ✓ | Weekly | 80.8% | 1.07 | -75.0% | 48.0% | 25 | 44.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Injective (INJ) lost money across the out-of-sample window in 336 of 336 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 Injective (INJ), Holt Double-Exp MA 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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