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The best indicator for SushiSwap

We backtested 382 indicators across daily, weekly and hourly charts on real SushiSwap history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Momentum · Weekly

Stochastic Fast (5,3)

On the weekly chart, this is the strongest risk-adjusted edge we found for SushiSwap over ~5.9 years — beating buy-and-hold by 110.9% CAGR.

70.2%
CAGR
0.96
Sharpe
-71.5%
Max DD
42.9%
Win rate
2.58
Profit factor
+110.9%
vs Buy&Hold
Best by timeframe

The winner on each chart

Weekly
Stochastic Fast (5,3)
+110.9% · Sharpe 0.96
Daily
SMA 10/40 Cross
+68.6% · Sharpe 0.81
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1Stochastic Fast (5,3) Weekly70.2%0.96-71.5%42.9%35110.9%
2SMA 10/40 Cross Daily40.0%0.81-73.7%38.5%2668.6%
3Perfect Trend Line Weekly43.1%0.79-77.2%35.7%2883.8%
4SMA 30 Trend Daily36.2%0.78-75.7%31.2%6464.9%
5Ehlers SuperSmoother Weekly35.6%0.73-85.5%40.0%4076.3%
6ROC (30) Daily29.5%0.71-84.0%37.1%7058.2%
7CMO (30) Daily29.5%0.71-84.0%37.1%7058.2%
8Momentum (30) Daily29.5%0.71-84.0%37.1%7058.2%
9Rainbow MA Weekly31.2%0.7-81.3%33.3%3371.9%
10WMA 20/50 Cross Daily26.6%0.68-83.1%32.0%2555.3%
11Balance of Power Weekly30.5%0.68-75.0%42.1%1971.2%
12ROC (5) Weekly26.5%0.67-92.8%28.0%2567.2%
13Vertical Horizontal Filter Daily24.1%0.66-66.9%40.9%4452.8%
14Ehlers Roofing Filter Daily20.9%0.66-94.5%35.7%2849.6%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For SushiSwap, Stochastic Fast (5,3) 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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