The best indicator for Stacks
We backtested 382 indicators across daily, weekly and hourly charts on real Stacks history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
FRAMA 30 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for Stacks over ~5.5 years — beating buy-and-hold by 119.9% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Stacks — beating buy-and-hold by 5.0% 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 | FRAMA 30 Trend ✓ | Weekly | 65.0% | 0.95 | -55.5% | 45.5% | 22 | 119.9% |
| 2 | Bullish Harami ✓ | Weekly | 57.0% | 0.94 | -56.5% | 58.8% | 17 | 112.0% |
| 3 | Chande Forecast Osc. ✓ | Weekly | 56.6% | 0.9 | -73.8% | 41.4% | 29 | 111.6% |
| 4 | Chande-Kroll Stop (fast) ✓ | Weekly | -12.2% | 0.86 | -99.7% | 31.6% | 19 | 42.8% |
| 5 | Vortex ✓ | Weekly | 50.2% | 0.85 | -63.7% | 60.0% | 15 | 105.2% |
| 6 | Random Walk Index ✓ | Weekly | 50.2% | 0.85 | -63.7% | 60.0% | 15 | 105.2% |
| 7 | Random Walk Index ✓ | Weekly | 50.2% | 0.85 | -63.7% | 60.0% | 15 | 105.2% |
| 8 | Williams Alligator ✓ | Daily | 46.8% | 0.81 | -41.8% | 50.6% | 79 | 88.6% |
| 9 | LSMA 30 Trend ✓ | Weekly | 45.4% | 0.81 | -68.0% | 33.3% | 18 | 100.4% |
| 10 | Elder Impulse ✓ | Weekly | 31.8% | 0.8 | -54.3% | 60.0% | 15 | 86.7% |
| 11 | Woodies CCI ✓ | Weekly | 35.0% | 0.77 | -51.8% | 28.6% | 21 | 90.0% |
| 12 | Fibonacci Pivots ✓ | Daily | 106.3% | 0.75 | -83.1% | 48.0% | 306 | 148.2% |
| 13 | Stochastic Slow (21,5) | Weekly | 38.9% | 0.75 | -87.7% | 43.8% | 16 | 93.9% |
| 14 | Woodie Pivots ✓ | Weekly | 36.3% | 0.74 | -73.9% | 42.3% | 52 | 91.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Stacks, FRAMA 30 Trend 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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