The best indicator for NZD/USD
We backtested 382 indicators across daily, weekly and hourly charts on real NZD/USD history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where NZD/USD 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.
Fisher Transform
On the daily chart, this is the strongest risk-adjusted edge we found for NZD/USD over ~23.5 years — beating buy-and-hold by 8.5% CAGR.
NZD/USD 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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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for NZD/USD — beating buy-and-hold by 6.4% 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 | Fisher Transform ✓ | Daily | 7.9% | 0.97 | -20.5% | 35.4% | 577 | 8.5% |
| 2 | Parabolic SAR (fast) ✓ | Daily | 7.5% | 0.91 | -26.4% | 38.6% | 430 | 8.1% |
| 3 | DMI Direction ✓ | Daily | 6.5% | 0.82 | -25.2% | 29.2% | 298 | 7.0% |
| 4 | DeMarker (7) ✓ | Daily | 6.0% | 0.76 | -25.8% | 35.0% | 414 | 6.6% |
| 5 | Parabolic SAR ✓ | Daily | 4.9% | 0.62 | -28.0% | 35.8% | 274 | 5.5% |
| 6 | Woodies CCI ✓ | Daily | 4.3% | 0.6 | -26.8% | 33.8% | 465 | 4.8% |
| 7 | Vortex (7) ✓ | Daily | 4.0% | 0.52 | -26.3% | 32.4% | 423 | 4.6% |
| 8 | CCI (14) ✓ | Daily | 3.7% | 0.48 | -27.0% | 29.3% | 365 | 4.3% |
| 9 | DeMarker (14) ✓ | Daily | 3.0% | 0.41 | -34.7% | 34.9% | 295 | 3.6% |
| 10 | CCI Trend ✓ | Daily | 3.0% | 0.4 | -31.2% | 29.8% | 289 | 3.6% |
| 11 | DeMarker (21) ✓ | Daily | 2.9% | 0.39 | -29.7% | 36.4% | 247 | 3.5% |
| 12 | Impulse MACD ✓ | Daily | 1.9% | 0.36 | -14.6% | 33.9% | 316 | 2.5% |
| 13 | SMC: Fair Value Gap ✓ | Daily | 2.4% | 0.33 | -32.8% | 36.6% | 352 | 3.0% |
| 14 | Random Walk Index ✓ | Daily | 2.3% | 0.32 | -25.6% | 33.6% | 301 | 2.9% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on NZD/USD lost money across the out-of-sample window in 608 of 608 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 NZD/USD, Fisher Transform 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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