The best indicator for Lido
We backtested 382 indicators across daily, weekly and hourly charts on real Lido history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Lido 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.
Bollinger 10 (x1.5) Break
On the daily chart, this is the strongest risk-adjusted edge we found for Lido over ~8.3 years — beating buy-and-hold by 64.5% CAGR.
Lido 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.
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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 | Bollinger 10 (x1.5) Break ✓ | Daily | 49.6% | 0.94 | -67.8% | 36.7% | 128 | 64.5% |
| 2 | Connors RSI ✓ | Daily | 51.3% | 0.93 | -65.8% | 61.2% | 116 | 66.2% |
| 3 | Relative Volume Spike | Daily | 50.9% | 0.91 | -49.9% | 52.9% | 34 | 65.8% |
| 4 | Chande-Kroll Stop (fast) ✓ | Weekly | 60.4% | 0.89 | -75.3% | 45.8% | 24 | 72.8% |
| 5 | Fisher Center-of-Gravity ✓ | Weekly | 67.5% | 0.86 | -51.0% | 51.7% | 29 | 80.0% |
| 6 | Center of Gravity | Weekly | 54.3% | 0.8 | -73.9% | 52.8% | 36 | 66.8% |
| 7 | Woodie Pivots | Weekly | 54.9% | 0.79 | -87.7% | 33.3% | 63 | 67.4% |
| 8 | Bullish Engulfing ✓ | Weekly | 47.1% | 0.76 | -73.7% | 44.4% | 18 | 59.6% |
| 9 | Volume Oscillator | Daily | 34.0% | 0.74 | -71.2% | 44.4% | 63 | 48.9% |
| 10 | Chande Forecast Osc. | Weekly | 39.8% | 0.74 | -70.3% | 45.2% | 31 | 52.3% |
| 11 | Waddah Attar Explosion | Daily | 32.6% | 0.73 | -77.2% | 40.2% | 117 | 47.5% |
| 12 | Fibonacci Pivots ✓ | Daily | 30.8% | 0.72 | -80.2% | 52.8% | 341 | 45.7% |
| 13 | Connors RSI | Weekly | 41.8% | 0.69 | -71.1% | 58.8% | 17 | 54.3% |
| 14 | Hull MA 100 Trend ✓ | Daily | 28.3% | 0.68 | -84.5% | 41.8% | 55 | 43.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Lido lost money across the out-of-sample window in 326 of 326 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 Lido, Bollinger 10 (x1.5) Break 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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