The best indicator for USD/CHF
We backtested 382 indicators across daily, weekly and hourly charts on real USD/CHF history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Where USD/CHF 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 USD/CHF over ~23.4 years — beating buy-and-hold by 7.4% CAGR.
USD/CHF 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.
Chart by TradingView. Loading it contacts tradingview.com, which may set its own cookies — see our privacy policy.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for USD/CHF — beating buy-and-hold by 7.2% 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 | 5.1% | 0.76 | -46.9% | 37.8% | 582 | 7.4% |
| 2 | Parabolic SAR (fast) ✓ | Daily | 4.7% | 0.7 | -42.5% | 36.4% | 439 | 7.0% |
| 3 | Parabolic SAR ✓ | Daily | 4.2% | 0.65 | -25.3% | 34.5% | 281 | 6.6% |
| 4 | DeMarker (7) ✓ | Daily | 3.3% | 0.52 | -31.2% | 34.5% | 423 | 5.7% |
| 5 | DMI Direction ✓ | Daily | 3.1% | 0.5 | -37.7% | 25.9% | 301 | 5.4% |
| 6 | Nadaraya-Watson Envelope ✓ | Weekly | 1.4% | 0.55 | -5.8% | 72.7% | 11 | 3.7% |
| 7 | ADXR ✓ | Daily | 1.7% | 0.34 | -25.5% | 35.5% | 169 | 4.0% |
| 8 | Vortex (7) ✓ | Daily | 1.8% | 0.3 | -38.1% | 34.9% | 410 | 4.1% |
| 9 | ADX / DMI ✓ | Daily | 1.4% | 0.29 | -23.3% | 35.0% | 143 | 3.7% |
| 10 | DeMarker (14) ✓ | Daily | 1.3% | 0.22 | -41.7% | 31.7% | 325 | 3.6% |
| 11 | Fisher Center-of-Gravity ✓ | Daily | 0.9% | 0.18 | -40.1% | 41.5% | 610 | 3.2% |
| 12 | MA Envelope ✓ | Daily | 0.6% | 0.17 | -17.8% | 57.1% | 35 | 3.0% |
| 13 | DeMarker (21) ✓ | Daily | 0.9% | 0.17 | -29.4% | 30.0% | 247 | 3.2% |
| 14 | Connors RSI ✓ | Weekly | 0.9% | 0.17 | -24.4% | 55.6% | 63 | 3.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on USD/CHF lost money across the out-of-sample window in 568 of 568 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 USD/CHF, 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.
More forex
Get alerted when USD/CHF’s signal flips
We track USD/CHF daily. Its backtested best indicator, Fisher Transform (Daily), is long right now — we'll email you the moment that changes. Free, no spam, unsubscribe any time.