The best indicator for 30Y T-Bond (ZB)
We backtested 382 indicators across daily, weekly and hourly charts on real 30Y T-Bond (ZB) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where 30Y T-Bond (ZB) 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.
Keltner Mean-Reversion
On the weekly chart, this is the strongest risk-adjusted edge we found for 30Y T-Bond (ZB) over ~26.1 years — beating buy-and-hold by 0.8% CAGR.
30Y T-Bond (ZB) on the weekly 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 30Y T-Bond (ZB) — beating buy-and-hold by 0.3% 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 | Laguerre RSI | Weekly | 1.6% | 0.32 | -13.6% | 64.3% | 42 | 1.4% |
| 2 | Keltner Mean-Reversion ✓ | Weekly | 1.0% | 0.27 | -11.2% | 75.0% | 16 | 0.8% |
| 3 | Morning Star | Weekly | 1.1% | 0.26 | -19.3% | 53.7% | 54 | 1.0% |
| 4 | Williams %R | Weekly | 1.3% | 0.23 | -19.2% | 64.3% | 42 | 1.1% |
| 5 | Ehlers Cyber Cycle | Weekly | 1.4% | 0.22 | -21.7% | 42.4% | 132 | 1.2% |
| 6 | Stochastic RSI | Weekly | 1.0% | 0.2 | -29.6% | 59.1% | 44 | 0.8% |
| 7 | Volume Oscillator | Weekly | 0.9% | 0.2 | -22.4% | 53.8% | 91 | 0.8% |
| 8 | Price Momentum Oscillator | Daily | 1.2% | 0.19 | -25.9% | 40.2% | 184 | 1.0% |
| 9 | Least Squares MA ✓ | Weekly | 1.1% | 0.18 | -20.5% | 40.2% | 102 | 0.9% |
| 10 | VIDYA 200 Trend ✓ | Daily | 1.2% | 0.17 | -22.7% | 50.0% | 16 | 1.0% |
| 11 | Predictive Ranges | Weekly | 0.9% | 0.16 | -24.3% | 41.9% | 43 | 0.7% |
| 12 | DEMA 20/50 Cross ✓ | Daily | 0.9% | 0.15 | -20.0% | 42.3% | 97 | 0.7% |
| 13 | Positive Volume Index ✓ | Daily | 0.9% | 0.15 | -21.3% | 25.8% | 66 | 0.7% |
| 14 | ZLEMA 200 Trend ✓ | Weekly | 0.8% | 0.15 | -15.7% | 50.0% | 22 | 0.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on 30Y T-Bond (ZB) lost money across the out-of-sample window in 636 of 636 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 30Y T-Bond (ZB), Keltner Mean-Reversion 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.
More commodity
Get alerted when 30Y T-Bond’s signal flips
We track 30Y T-Bond daily. Its backtested best indicator, Keltner Mean-Reversion (Weekly), is long right now — we'll email you the moment that changes. Free, no spam, unsubscribe any time.