The best indicator for Orange Juice (OJ)
We backtested 382 indicators across daily, weekly and hourly charts on real Orange Juice (OJ) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Orange Juice (OJ) 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.
Accumulation Swing Index
On the daily chart, this is the strongest risk-adjusted edge we found for Orange Juice (OJ) over ~24.9 years — beating buy-and-hold by 13.5% CAGR.
Orange Juice (OJ) 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 Orange Juice (OJ) — beating buy-and-hold by 1.4% 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 | Accumulation Swing Index ✓ | Daily | 16.1% | 0.69 | -50.9% | 43.4% | 1344 | 13.5% |
| 2 | Swing Index ✓ | Daily | 16.1% | 0.69 | -50.9% | 43.4% | 1344 | 13.5% |
| 3 | CCI ✓ | Daily | 14.0% | 0.68 | -57.3% | 70.8% | 130 | 11.4% |
| 4 | WaveTrend (8/6/4) ✓ | Daily | 15.3% | 0.67 | -57.9% | 75.5% | 106 | 12.7% |
| 5 | Woodie Pivots ✓ | Daily | 14.4% | 0.63 | -51.5% | 43.1% | 1324 | 11.7% |
| 6 | Stochastic ✓ | Daily | 13.1% | 0.6 | -62.9% | 73.9% | 134 | 10.5% |
| 7 | Williams %R ✓ | Daily | 11.1% | 0.56 | -59.7% | 71.8% | 174 | 8.5% |
| 8 | Ehlers SuperSmoother ✓ | Daily | 12.1% | 0.56 | -55.0% | 39.7% | 827 | 9.5% |
| 9 | Zero-Lag LSMA ✓ | Daily | 12.1% | 0.56 | -48.3% | 48.6% | 399 | 9.5% |
| 10 | Stoch RSI (fast) ✓ | Daily | 11.9% | 0.55 | -59.8% | 41.5% | 653 | 9.3% |
| 11 | Stochastic Momentum Index ✓ | Daily | 10.0% | 0.53 | -59.8% | 75.2% | 125 | 7.4% |
| 12 | Stochastic (10,3) ✓ | Daily | 11.3% | 0.53 | -54.9% | 41.8% | 749 | 8.7% |
| 13 | Chande Forecast Osc. ✓ | Daily | 11.2% | 0.52 | -62.3% | 45.2% | 693 | 8.6% |
| 14 | Laguerre RSI ✓ | Daily | 7.7% | 0.47 | -62.4% | 61.2% | 201 | 5.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Orange Juice (OJ)
114 of 627 tested setups beat buy-and-hold on Orange Juice (OJ) outright. Another 33 could get there with leverage they would survive — but 37 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Detrended Price Osc. | 2 | none needed | 1.63× |
| MA Envelope | 2 | none needed | 1.52× |
| Zero-Lag MACD | 2 | none needed | 2.08× |
| Bullish Engulfing | 2 | none needed | 2.15× |
| Projection Bands | 2 | none needed | 1.77× |
| VIDYA 30 Trend | 2 | none needed | 2.1× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Orange Juice (OJ), Accumulation Swing Index 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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